Support Board

Date/Time: Fri, 03 May 2024 09:25:25 +0000

Post From: SC Market Data Feed

[2014-06-25 14:50:43] Link To Thread - Link To Post [Go To First Post]
drywater0 - Posts: 85
SC Suspport, thanks for the clarification. I re-read the section on VbP study and now understand that volume traded over the minimum 30 second time unit will be divided equally across the price range traded during that 30 second interval. This raised a couple questions. 2.1a) Regarding the new functionality to fill in missing data, will it effectively overwrite most of the tick by tick data from my IB generated data files for US stocks & futures? 2.1b) I would like to avoid a situation where I might lose substantial amounts of detailed tick data and only gain a small amount of "missing" data. If this disadvantageous trade off potentially exists, is there an option to enable / disable the new functionality of filling in missing data? Appreciate your help in working through this complex issue with me.