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United Kingdom
Elite_Member
Experience: Beginner
Platform: Bookmap
Broker: Stage 5, Rithmic
Trading: US Equity Index Futures
Posts: 1,250 since Sep 2013
Thanks Given: 3,500
Thanks Received: 2,532
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It depends what you do with your data. For time based charts for instance it makes no difference at all. For placing orders it makes no difference either as it is volume that has already been transacted that is bundled together.
But if you are watching the order flow on a DOM say then the flow will be more 'chunky' as it will be consolidated as larger blocks. Footprint charts will build slightly differently too. Volume based charts might have bars starting and ending slightly differently as the volume count is a little off compared to unfiltered data.
So whether it matters or not depends on the user.
| You do not win as a trader, you just get to play again the next day. If that game doesn’t appeal to you then you should not trade. Gary Norden |
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