As I thought. Just another troll. Sad really that some people's lives are so empty that this is the best way they can find to fill up their days. Bye bye sad man.
If it helps you to think of me as sad man. By all means. I may think you are stupid, but I still want you to have as good life as possible . I am not evil.
This diatribe is somewhat unhinged. Ladies and Gentleman, I think one of Robert Mugabe or Muammar al-Gaddafi or Nick Griffin MEP may well have joined us on ET ...
Here are two things that just happened. Option 1. You realized holy shit this guy just gave me the potential answer so I better make fun of it so that other people don't get it. Option 2. This guy is dumb as a rock. I am betting you picked option 2. Please continue to entertain me
oohhhhh nnnnooooooooo damn data companies The only thing standing between me and financial freedom is OHLC data that shows slightly differently oh nooooo
There is an answer to this issue. Avoid fragmeneted markets (multiple ECNs, dark pools, etc) and trade the ones with a single data feed that is delivered directly from the exchange. Most futures products satisfy this. Back to the futures
I was referring to that as well. A tick chart is just "x" number of trades. Lets say 1100 trades have occured already. Lets say I have a 200 tick chart. We have : 1) 5 periods of 200 ticks Then I turn on my computer.. 2) 5 periods of 200 ticks was backfilled and now I have another "bar" or period with 100 trades already occuring and it is on the 101st tick already and has 99 more ticks to go until the next period regardless of time. Are you seeing this any different than I? I might be confused now because there was a lot of people saying a lot of different things.
If the data feed you're using contains a trade number, then you're fine. But, most tick streams only contain datestamp, price and volume. In that case the only way you can be certain that the bars are synchronized is to make sure you grab enough historic data so that you can detect the start of the trading session.