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Direct MessagesDate/Time: Fri, 19 Apr 2024 00:25:58 +0000
Post From: Bid and Ask Depth Bars (1950) showing spikes and incorrect values
| [2019-07-23 15:11:35] |
| User41727 - Posts: 124 |
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1953 works, but I find that there are a lot of 0.0 values too, at least for stocks. I wonder if this has something to do with the aforementioned filtering if there is too large an imbalance.
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