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Date/Time: Sun, 12 May 2024 14:35:02 +0000

Post From: Aggregating CME ticks into aggressor trades

[2017-06-17 14:26:54] Link To Thread - Link To Post [Go To First Post]
User64410 - Posts: 14
I have done this a year ago already using BID_ASK_TRADE_SYNC data, and result is quite good:


Snímek obrazovky 2017-04-10 v 15.52.35 (kopie).png / V - Attached On 2017-06-17 14:23:43 UTC - Size: 225.21 KB - 410 views Snímek obrazovky 2017-04-07 v 15.37.57 (kopie).png / V - Attached On 2017-06-17 14:25:33 UTC - Size: 96.75 KB - 383 views