Are NT Volume Bars built to have the exact volume specified, or to the nearest whole trade size?
For example, say a 10k volume bar is being built, and there are already 9,990 contracts of volume in the bar. The next tick that comes along is for volume 20 contracts. How is this handled?
There are two possibilities...
1) take 10 of the 20 contracts, add these to the bar to close it, and then start the new bar with the remaining 10 contracts.
2) take all 20 contracts and add them to the bar to close the bar (which will therefore have 10,010 conbtracts instead of 10,000), and then start the next bar off with the next tick.
Which way does NT build volume bars?
For example, say a 10k volume bar is being built, and there are already 9,990 contracts of volume in the bar. The next tick that comes along is for volume 20 contracts. How is this handled?
There are two possibilities...
1) take 10 of the 20 contracts, add these to the bar to close it, and then start the new bar with the remaining 10 contracts.
2) take all 20 contracts and add them to the bar to close the bar (which will therefore have 10,010 conbtracts instead of 10,000), and then start the next bar off with the next tick.
Which way does NT build volume bars?
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