Real Volume! Worth to spend days to make Real Volume Calculator FrameWork
Different brokers filter ticks to us differently. I had three generating ≈30, ≈150, ≈350 ticks/min at the same time. Meaningless.
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Hi all,
I can write (as anyone here) a broker scanner to get tick volume data from all well known brokers and sum it to estimate real volume of a candle.
Do you think it is worth to spend time writing it?