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Frank,
So what do you do if a tick arrives later on with an earlier
timestamp than one that you already processed? Probably from a
different datafeed. You could have acted on that tick already.
Thanks for a very insightful answer, btw!
Joel
On Jul 1, 2005, at 10:44 PM, Frank Fleisher wrote:
In the SaveTick Subroutine, the ticks will be unique at one second
resolution, and always from the faster datafeed.
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http://wagerlabs.com/tech
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