Hello,
I have written a strategy using 1-minute OHLC data (date,time,open,high,low,close,volume). However, I am unable to code the same strategy on a tick-by-tick data (date,time,tradedPrice,volume). I am trying to play with barPeriod values e.g. 1./60 but the program is asking for the t1 file instead of a t6 file. The document says that lesser than 1 minute is processed by t1 file however also mentions using barPeroid < 1 for lower intervals. afaik t1 is used for ask/bid spread analysis. Is there a place I can refer for this to understand fully how to work with tick data?
Thanks