Is there any takers?
/Paul.
--- In [email protected], "Paul Ho" <[EMAIL PROTECTED]> wrote:
>
> 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.
>
