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Date/Time: Sat, 27 Apr 2024 01:19:56 +0000



Post From: number of price levels per bar

[2019-05-30 20:34:49]
User884307 - Posts: 173
Hi, is there a way of counting the number of price levels in a bar (regardless of timebar/volume bar/P&F etc etc).

So for example a 15 minute bar on e-mini trades from say 2785 to 2787 meaning that there are 8 prices that the bar moves through until bar completion i.e. 2785.00 - 2785.25 - 2785.50 - 2785.75 etc ...


Hope this makes sense.

thanks