P pips Guest Mar 16, 2006 #1 Sometimes in intraday data there can be very long bars because of some large order (probably within the same firm). Is this deleted from the daily data? Do you know if any data source do this automatically? Esignal for example? Thanks
Sometimes in intraday data there can be very long bars because of some large order (probably within the same firm). Is this deleted from the daily data? Do you know if any data source do this automatically? Esignal for example? Thanks
