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pb2102 has contributed to 1 posts out of 21194 total posts (0.00%) in 3,813 days (0.00 posts per day).

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DTN.IQ Client Software Support » Getting historical tick data to csv Dec 7, 2013 03:53 PM (Total replies: 21)

If I understand these posts/answers correctly, at busy times of the day for heavily traded securities, the calculation of indicators such as Cumulative Delta - which relies on identifying whether a trade was on ask or on bid - will not be 100% accurate.

Please can you confirm.


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