THE 2-MINUTE RULE FOR AMIBROKER DATA FEED

The 2-Minute Rule for Amibroker Data Feed

TrueData Velocity offers 6 different pricing designs plus the pricing is dependent upon several symbols, exchanges, etc. Now the plugin tries to workaround this weirdness by ignoring duplicate tickSize LAST_SIZE events (Using the exact same dimension) and correcting missing ticks usign CUMULATIVE volume sent with tickSize Quantity occasion. Correc

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