Topic: Tick Data Question
Question about tick data:
If I'm using tick data from one broker, but 1 minute (or 5 min. etc.) data from another broker, how will FSB treat any deviations in the tick data from the OHLC of the 1 minute data?
For example, tick data has ticks with values above the high or below the low of corresponding bar in 1 minute data.
Any input greatly appreciated.