Reading Best Bid, Best Ask, and Futures Price Limits from a Tick
Article vn.py community
Summary
A forum user asks how to obtain a futures contract’s best bid, best ask, upper price limit, and lower price limit. The response points to the corresponding fields on the tick data object: first-level bid and ask prices, plus limit-up and limit-down values.
This is a concise API lookup rather than a broader explanation of futures market data. It provides no code context, discussion of missing or stale ticks, or details about how a particular gateway populates the fields. Users should verify that their feed has delivered a current tick before relying on these values for order logic or risk checks.
Key ideas
- The tick object exposes first-level bid and ask prices.
- The same tick data includes upper and lower price limits.
- The forum answer gives field names but no implementation details.
- Consumers should account for whether the tick data is current and populated.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.