In the Betfair data specification page 3, it says trd is "Traded PriceVol tuple delta of price changes (0 vol is remove)", but I don't quite understand what this means?
I know the first row is price and the second row is amount available, but is it for back or lay? It doesn't say this.
What exactly is 'trd' in the Betfair data?
- ShaunWhite
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If it's like the api then it's just the traded ladder (aka traded vols), bottom to top with the 0's removed. There's no concept of back or lay, that's the atb and atl fields.
It sounds like it's a delta rather than an absolute.
It sounds like it's a delta rather than an absolute.
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Thanks. What is a delta?ShaunWhite wrote: ↑Wed Nov 21, 2018 5:34 pmIf it's like the api then it's just the traded ladder (aka traded vols), bottom to top with the 0's removed. There's no concept of back or lay, that's the atb and atl fields.
It sounds like it's a delta rather than an absolute.
So trd is just the Betfair graph with the traded column and the price?
- ShaunWhite
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Delta is the change or difference since the previous measurement. Not saying that's what's in the data, just how it's named.PolicemanPrawn wrote: ↑Wed Nov 21, 2018 7:01 pmThanks. What is a delta?
So trd is just the Betfair graph with the traded column and the price?
The data is like the traded volume column alongside the ladder rather than a chart.
- northbound
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If historical data are in the same format as Streaming API’s, my understanding is as follows.
Imagine all the data you read so far on a runner shows you it traded within the following range:
1.52 £500
1.51 £1300
1.50 £2500
1.49 £400
ltp = 1.50
The next Betfair data entry will be something like:
trd = 1.51, £1470
ltp = 1.51
This means that the total traded volume at 1.51 for this runner is now £1470.
You can then compare this figure with the previous figure you had to infer that £170 (£1470-£1300) has just been matched at 1.51.
You can also infer it was a LAY bet because ltp now is 1.51, while the previous ltp you had was 1.50.
Imagine all the data you read so far on a runner shows you it traded within the following range:
1.52 £500
1.51 £1300
1.50 £2500
1.49 £400
ltp = 1.50
The next Betfair data entry will be something like:
trd = 1.51, £1470
ltp = 1.51
This means that the total traded volume at 1.51 for this runner is now £1470.
You can then compare this figure with the previous figure you had to infer that £170 (£1470-£1300) has just been matched at 1.51.
You can also infer it was a LAY bet because ltp now is 1.51, while the previous ltp you had was 1.50.