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Filtered data?
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Filtered data?
This will look like a odd request but here it is. I need filtered data tick charts, most vendors that feed NT send unfiltered data so for example 23 trades at the same price will count as 23 ticks. I only need to count and chart ticks that change the price, like for example on 6E 23 trades@ 1.3460 + 15 [email protected] to be counted as 2 ticks not as 38 ticks. I need candle charts that are formed from those filtered ticks, is possible to achieve trough programming? If yes can someone point me in the right direction of where to start?
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