Forum: Brokers
October 27th, 2016, 12:47 PM
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Replies: 3
Views: 1,076
I'll try the demo with IQ Feed, to see the...
I'll try the demo with IQ Feed, to see the differences and also if there are differences as to how the orders are filtered, ie if using the Time n Sales there are differences between batches...
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Forum: Brokers
October 27th, 2016, 04:28 AM
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Replies: 3
Views: 1,076
inefficiency
want to make a backtest inefficiencies presented by the market every day, because I see that tend to be filled, to explain so plotted in the graph of footprint, candles inside have auction unfinished...
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