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pb2102 has contributed to 1 posts out of 21251 total posts
(0.00%) in 3,958 days (0.00 posts per day).
20 Most recent posts:
If I understand these posts/answers correctly, at busy times of the day for heavily traded securities, the calculation of indicators such as Cumulative Delta - which relies on identifying whether a trade was on ask or on bid - will not be 100% accurate.
Please can you confirm.
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