I'd like to work with raw tick data and naturally this data is unevenly spaced (for example, a couple of quotes are at the same second etc.)
10:12:35 - 14.44 10:12:35 - 14.45 10:12:35 - 14.47 10:12:36 - 14.46 10:12:36 - 14.49 10:12:37 - 14.50
My question is regarding how to set this data to "fixed" intervals for valid math calculation. Though I read here couple of suggestions on what should be done, I'm not sure its clear to me:
Do I have to manipulate the raw data to have "clean" timestamps as the x-axis to work with common technical indicators?
Or can I refer to the index as the x-axis (and just ignore the timestamp)? Can I look at it as a "stream" of ticks to anaylze?