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Mark> Strictly CONVENTION.
Mark> It's goes all the way back to the definition of a TICK:
Mark> UPTICK, DOWNTICK, SIDETICK.
Mark> At each tick, there is a BUY <<and>> a SELL.
Mark> One convention would say 33,650 TICKS for the day; another 67,300.
Mark> No big deal. Who's "right" ? NEITHER !
Mark> Should it be CONSISTENT and STANDARDIZED ?
Mark> <<< OF COURSE. >>>
But if esignal and ts was double counting each trade, then wouldn't
the total volume for the day be 2x also? Or did they code that
correctly?
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