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Constant volume bars.
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Constant volume bars.
I am using NT with Zen-Fire data feed. Can someone please explain to me how the constant volume bars are built? Say that I want to use constant volume bars of 500 on the YM. Does NT sum the number of contracts per tick until 500 and then move on to building the next bar? Does it behave differently using real time data with Zen-Fire vs historical data with ZF? I have read the help file but I am still confused. Thanks.Tags: None
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