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choke35
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Traders Hideout
October 25th, 2017, 02:02 PM
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Question on trade size in tick data
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Posted By
choke35
A regular tick data stream shows you every single...
A regular tick data stream shows you every single fraction, not simply aggregates.
That's why e.g. most order flow products artificially reconstruct "the tape" in order to find the powerful side
of...
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October 25th, 2017, 02:02 PM
