Registered: Aug 2002
04-29-11 03:34 PM
Quote from asiaprop:
How do you know that the high after 10:02 of 25.20 was part of the first 100k shares and did not trade in the remaining 10k shares?
This statement is correct, and is why the divergence betwen bars constructed on tick and minute data would be larger for smaller volumes used in each bar. The larger the volume used in each bar, the less of a concern, e.g. say each minute is on average 1/60th of the CBV - and it is only a concern when the last minute is right at the high or low of the bar.
Regarding your other points, you are entitled to your opinions.