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A comprehensive look at the many implementations of the powerful Volume Breakdown Indicators. Topics covered include Cumulative Delta, Tick Data, Filtering Size, Smart Compression, Indicators on VB, Effective Volume, and much more. www.linnsoft.com/vb Chad
I want to use some tick-data for some research. However, the data that I have has two timestamps for each record. It looks something like the following: trade_report, 08:03:08.171, 08:03:08.090, ... quote_update, 08:03:08.611, 08:03:08.624, ... quote_update, 08:03:08.711, 08:03:08.723, ... Does anybody have any idea of why there are "two" timestamps? They are only few milliseconds apart, but I can only guess what each one is. I would appreciate the help.