Intrabar order execution

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by k_ivan. 04/25/26 19:13

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Intrabar order execution #467477 08/04/17 17:44 08/04/17 17:44
Joined: Aug 2017 Posts: 1 G Gwydjon OP Guest
Gwydjon OP Guest G Joined: Aug 2017 Posts: 1	Hi, I'm new here. Would you please suggest a way to process intrabar orders without using tick data? I'm currently writing a strategy using daily bars. I'm using 1 min data (10 years). Any idea? Thanks in advance. Gwy

Re: Intrabar order execution [Re: Gwydjon] #467496 08/07/17 08:48 08/07/17 08:48
Joined: Jul 2000 Posts: 28,094 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 28,094 Frankfurt	1 minute data is perfectly fine for intrabar trade processing on daily bars. No need for tick data.

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