How To Read Tick Data & Create Tick Bars & Range Bars in R?

Currency market is a highly complex decentralized system of exchanges connecting brokers with interbank market where the big banks operate. Electronic Brokering Services (EBS) and Reuters are two big interbank platforms that have most of the market share. The minimum ticket size required for doing business on these two platforms is 1 million units. These… Continue reading How To Read Tick Data & Create Tick Bars & Range Bars in R?

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