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Level II Data?

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    Level II Data?

    I'm using a chart with second bars. In order to properly play back Market Replay Data, do I need to download Level I data, or both Level I & II data to accurately play back second data?
    Thanks

    #2
    Hello kenb2004,

    Level I data will be sufficient to build Second bars. Level II data is market depth data which is not required to build Second bars.

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      #3
      Thank you Jason

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