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How to deal with snapshot data?

Posted By ssdarvin 7 Years Ago
Posted Saturday July 16 2011
Hi, everybody.

I'm developing RightEdge plugins for Chinese Stock and Future Markets. Unfortunately, there are many differences between Chinese Markests and West Markests.

For example, most Chinese Markets just provide snapshot market data. As we know, however, only real tick data is surpported in RightEdge. I'm troubling how snapshot market data could be expressed in RightEdge without lossing market information in depth.

I'm looking forward to your good ideas.


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