Support Board
Date/Time: Thu, 28 Nov 2024 12:35:14 +0000
Post From: BID_ASK_TRADE_SYNC question
| [2023-05-04 13:48:45] |
| AndyB - Posts: 101 |
|
Thanks for the response. Then why is a new bar formed if the bid or ask price hasn’t moved and their hasn’t been a trade? Secondly, if all of the depth is recorded in those files, why are the depth bars incomplete on a 1t basis? Excuse my ignorance, just trying to understand! Thanks |