Data particulars


Well-known member
257 9
I have been programming my system and using per trade resolution instead tick, change in price, resolution. Having changing bid/ask data refreshing without price changes has been important for my trading system. I have also discovered that doing this is much more fault tolerant when it comes to receiving data over the Internet since much more data is available, so the sample size is much larger, and any missed data due to network constraints does not affect my data to the point of having no data feed problems for over 3 months now. I have also had more flexibility in deciding how I want to put my multi-time frame data together for my system.

Has anyone else been using per trade data vs tick or second/minute data? If you have I wonder if you have come across any other special aspects of doing this.

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