ticker data or bardata.

Discussion in 'Automated Trading' started by xappppp, Oct 31, 2022.

  1. peechu

    peechu

    Whether it's tick data, or bar data, it makes sense to have tools to summarize the data at lower frequency. Collecting 5s real time bars in IB, I'd often down-sample to 1min.

    Tick data has its use, debugging comes to mind, but beyond that it's a waste of time, space and resources for anyone but HFTs.
     
    #11     Nov 6, 2022
  2. xappppp

    xappppp

    Thanks, probably I only need bar data in this sense.
     
    #12     Nov 6, 2022