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Search: Posts Made By: Fat Tails
Forum: NinjaTrader July 9th, 2012, 08:20 PM
Replies: 36
Views: 19,325
Posted By Fat Tails
As I said, it is snapshot data. If you have 1-sec...

As I said, it is snapshot data. If you have 1-sec snapshots, the 1 min bar of the NYSE Tick is built from 60 data points. If you have 5-sec snapshots, then the bar is built from 12 data points. It is...
Forum: NinjaTrader July 9th, 2012, 03:11 PM
Replies: 36
Views: 19,325
Posted By Fat Tails
Silvester17: No, it was another one. I have...

Silvester17: No, it was another one. I have already used the search feature. Thank you anyway. :)
Forum: NinjaTrader July 9th, 2012, 02:06 PM
Replies: 36
Views: 19,325
Posted By Fat Tails
NYSE Tick data is snapshot data, and not all data...

NYSE Tick data is snapshot data, and not all data suppliers use the same interval for updating it. 1sec, 2 sec or 6 sec snapshots will get you different highs and lows.

There is a thread somewhere...
Showing results 1 to 3 of 3

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