Last trade price deviation from midpoint
How large can the error be when valuing at the last trade?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Above ask
- 2,034,352 USD
- Lowest item: Below bid
- 60,762 USD
- Average
- 627,893 USD
- Number of items
- 4 items
Main chart: last-midpoint (USD/share), by time since last trade
last-midpoint (USD/share) (Scatter)
Secondary chart: trade time and relative spread
Time since last trade (Bar)
Detail: data rows, observation dates and missing-value status for last trade price deviation from midpoint
last-midpoint (USD/share) and Time since last trade (Table)
Sample data rows
| Time since last trade | last-midpoint (USD/share) | Time since last trade | Data date (sample) |
|---|---|---|---|
| Near midpoint | 226330 | 132 | 2026-10-16 |
| Above ask | 2034352 | 0 | 2026-10-16 |
| Below bid | 60762 | 74 | 2026-10-16 |
| Stale trade | 190128 | 33 | 2026-10-16 |