Intrabar order execution

Posted By: Gwydjon

Intrabar order execution - 08/04/17 17:44

Hi,
I'm new here. Would you please suggest a way to process intrabar orders without using tick data? I'm currently writing a strategy using daily bars. I'm using 1 min data (10 years). Any idea?
Thanks in advance.
Gwy

Posted By: jcl

Re: Intrabar order execution - 08/07/17 08:48

1 minute data is perfectly fine for intrabar trade processing on daily bars. No need for tick data.