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Intra Day Data Questions
Posted: Wed Oct 29, 2008 8:33 am
by Trader Question
When you look at intra-day data for Treauries, do you usually look at 24 hour or day symbol?
P.E.
Re: Intra Day Data Questions
Posted: Wed Oct 29, 2008 8:34 am
by pldot
Always the 24 hour data, since the overnight trading can make a big difference. Use tick bars.
Re: Intra Day Data Questions
Posted: Wed Oct 29, 2008 8:34 am
by Trader Question
What size tick bars do you suggest for treasuries?
P.E.
Re: Intra Day Data Questions
Posted: Wed Oct 29, 2008 8:35 am
by pldot
About 2000 usually works pretty well on the CBOT electronic market.