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Bilo
By cleaning, Are you referring to discarding bad ticks by some known process
of elimination? Or some method of replacement/recalculation of what the
value should have been.
This is quite an eye opener. Do you have any references or links to
information about all this.
> - data vendors care not about the tick correction which
> is the main thing ( system performance can be improved
> by 1/2 just by cleaning your data!!! resulting in 1/2 noise
> reduction )
Is this the process you use ?
> - bid ask cleaning is unheard of... although it's fairly easy
> to implement on a server farm level.
>
>
Thanks
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