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With respect to tick data, what is the difference between 10R bar and
10-tick bar?
Is 10 tick bar a bar containing 10 tick entries in the database?
Is 10 R bars bars that has a range of 10 ticks? I have the following
OHLC values for a stock with tick size 0.01
40.46, 41.2, 40.2, 41.2 - range 1
41.2, 42.4, 40.81,42.4 - range 1.59
42.4, 42.68, 41.66, 41.66 - range 1.02
41.66, 42.47,41.44, 41.44 - range 1.03
There isnt a lot of explanations in AB that I could find
Cheers
Paul.
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