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Seb has contributed to 1 posts out of 21244 total posts
(0.00%) in 443 days (0.00 posts per day).
20 Most recent posts:
Upvoting demand for this 2 years on, during my trial. As suggested above, best bid ask changes would suffice to keep track of illiquid securities like most option contracts. Now I am likely also looking for alternative data sources (IB, QC) or also record these eventually.
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