I plotted a Futures Chart with (1000ticks) per bar.
To my surprise, the volume of these bars are different.
Why?
100 ticks vs volume
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TJ
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Re: 100 ticks vs volume
because each tick represents one transaction,I plotted a Futures Chart with (1000ticks) per bar.
To my surprise, the volume of these bars are different.
Why?
each transaction can consist of different quantity of contacts.