Shit. It would've been easier to tell what it actually is if it were marked 'days_ohlc' instead of just 'ohlc' though, just saying.
Okay, now that I've (I think) got the right ohlc, what about the 'volume', is that the correct value for every secon…
I was doing:-
Open - > 'open' of the first tick of that minute.
Close -> 'close' of the last tick of that minute.
High -> highest 'high' in all ticks of that minute.
Low -> lowest 'low' in all ticks of that minute.
I will try the one yo…
Everything outside of 'ohlc' is correct (with the exception of volume maybe), the last price, the depth, the quantities for buy and sell, I can verify everything. Just the ohlc seems stuck for some reason.
Is that even possible? I'm not sure what you mean.
I'm taking the values given in the 'ohlc' field in the tick and converting it into minute based, which isn't that relevant given I tried plotting the raw, un-edited, second based ticks as well and i…
