{
  "id": 1129,
  "title": "price increment",
  "url": "/competitions/AlgorithmicTradingChallenge/discussion/1129",
  "author_name": "",
  "post_date": "2011-12-07T05:45:50.890Z",
  "votes": null,
  "comment_count": 1,
  "views": 2622,
  "content": "<p>Hi Admin</p>\r\n<p>what is the minimum price increment for this data?&nbsp; Is it a function of price only?</p>\r\n<p>thx</p>\r\n<p>stellar</p>",
  "messages": [
    {
      "id": "6992",
      "postDate": "12/07/2011 05:45:50",
      "content": "<p>Hi Admin</p>\r\n<p>what is the minimum price increment for this data?&nbsp; Is it a function of price only?</p>\r\n<p>thx</p>\r\n<p>stellar</p>",
      "rawMarkdown": "",
      "votes": null
    },
    {
      "id": "7008",
      "postDate": "12/08/2011 02:46:12",
      "content": "<p>Thanks Admin.</p>\r\n<p>A further question:</p>\r\n<p>You have provided a set of &#43;/- 50 point subsamples (ie rows) that are ordered in time. Some rows overlap in time and sometimes dont. (I will take it for the moment that the more heavily traded stocks overlap more frequently) There appears to be significant\r\n clumping in time of the liquidity shocks, and similarly there appear to be extended periods where no shock occurs. for example for security 1, between data rows 438 and 439, between 439 and 440 and between 440 and 441, there are time gaps between the endpoint\r\n of one row and the start of the next of 52.45, 35.17 and 25.55 seconds respectively. Can you confirm that you have not removed rows from the dataset. Just want to check that the time gaps represent the transaction history completely. (I realise that the post\r\n shock data may fill these gaps somewhat, but without time data I cant comment on that)<br>\r\nthx<br>\r\nStellar</p>",
      "rawMarkdown": "",
      "votes": null
    }
  ],
  "comments": [
    {
      "id": 7008,
      "author_name": "stellar",
      "author_url": "",
      "post_date": "12/08/2011 02:46:12",
      "content": "<p>Thanks Admin.</p>\r\n<p>A further question:</p>\r\n<p>You have provided a set of &#43;/- 50 point subsamples (ie rows) that are ordered in time. Some rows overlap in time and sometimes dont. (I will take it for the moment that the more heavily traded stocks overlap more frequently) There appears to be significant\r\n clumping in time of the liquidity shocks, and similarly there appear to be extended periods where no shock occurs. for example for security 1, between data rows 438 and 439, between 439 and 440 and between 440 and 441, there are time gaps between the endpoint\r\n of one row and the start of the next of 52.45, 35.17 and 25.55 seconds respectively. Can you confirm that you have not removed rows from the dataset. Just want to check that the time gaps represent the transaction history completely. (I realise that the post\r\n shock data may fill these gaps somewhat, but without time data I cant comment on that)<br>\r\nthx<br>\r\nStellar</p>",
      "votes": null,
      "replies": []
    }
  ],
  "raw_markdown_by_id": {
    "6992": "",
    "7008": ""
  },
  "source": "meta"
}