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Date/Time: Wed, 27 Nov 2024 12:22:43 +0000



[User Discussion] - VbP from 1-minute data on a tick chart

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[2014-09-03 08:10:10]
jivetrader - Posts: 410
i would like to create a longterm Composite VP created from 1-minute data, on a chart set up for tick resolution. this is so that shorter-term VPs are still at tick resolution.

i have read about the VAP Multiplier but i do not think this applies, because in the composite VP i still want data for every price level (i.e. not grouped into price level clusters). please advise, thank you.

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