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vvAggregatedTS


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vvAggregatedTS

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east northport new york united states
 
 
Posts: 1 since Dec 2015
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Hello,

In the vvAggregatedTS indicator popular here, there is a setting called "aggregation method" and the options are "DOM" , "BidAsk" and "Time". Could someone explain to me the differences between these 3 aggregation method? I suppose time is based on the amount of time in between the trades... but I can't figure out the other two and how the aggregation can be done through the DOM (depth of market)??

And secondly, how is vvAggregatedTS different from Reconstructed Tape as offered by Jigsaw Trading and many other vendors? Or is it the same thing?

And thirdly, what is the difference between 'lot' and 'block' in the settings?

Thank you!


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