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Date/Time: Sun, 24 Nov 2024 05:01:01 +0000



Post From: Price changes count within bar

[2013-12-22 14:43:13]
Sawtooth - Posts: 4118
The Uptick/Downtick volume is slightly different than the Ask/Bid volume, so separated they will be slightly different, but summed they would be the same. I realize this isn't what you want, but it's a very rough approximation.