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PureBytes Links
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It is POSSIBLE to watch bid ask in realtime
by adding bid in data2, and ask in data3.
I have done this to advantage
on a discretionary trade basis only.
TS restricts multi-data-stream to 1 minute bars
as minimum resolution - so no tick streams
or 5 tick bars etc.
Anyhow, it is impossible to reproduce or
backtest against this bid ask sequence.
Historical data is stored separately -
the exact data sequence cannot be
reproduced from the separate streams.
Eric
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