Support Board
Date/Time: Sun, 22 Dec 2024 10:45:01 +0000
Post From: Sierra chart NYSE-TICK vs $TICK in TradeStation
| [2015-05-15 03:17:51] |
| User31050 - Posts: 3 |
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Could this have to do with thinly traded stocks? My understanding is that you include all stocks that have traded for the day, even if it was just one trade an hour earlier. I have no idea how other data providers perform the calculation, is it possible some filtering is applied? For example, only including stocks that traded in the past minute or so.
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