With respect to tick data, what is the difference between 10R bar and 10-tick bar? Is 10 tick bar a bar containing 10 tick entries in the database? Is 10 R bars bars that has a range of 10 ticks? I have the following OHLC values for a stock with tick size 0.01
40.46, 41.2, 40.2, 41.2 - range 1 41.2, 42.4, 40.81,42.4 - range 1.59 42.4, 42.68, 41.66, 41.66 - range 1.02 41.66, 42.47,41.44, 41.44 - range 1.03 There isnt a lot of explanations in AB that I could find Cheers Paul.
