Disliked{quote} not even close my friend100k ticks might be millions of lots. I also forgot to mention that the tick data is for the broker clients only not the full market, and that's another bummer :/ cheers,
Ignored
Either way, to me, volume is another useless data point. Trading can easily be done without it and the cult like following that has some how been created around it be it tick or real.
Just threw the link up for info. Don't see too many references to research from the proponents of said volume.
In the end I really don't care.
Mark ... Everything you have been told is a LIE
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