A rather elementary question here: I am looking at tick-by-tick data on mainly equities traded on American exchanges. But I don't have any data on the tick size and their primary exchange. Is ...
I have an issue about rounding price to tick size. Suppose there is price tick table below. what is tick size for price 1001, 1002 ... 1004? In other words, how to handle the price in between upper ...
Is there software (or Python / R / ... scripts) to generate (pseudo) tick data from candlestick data. I have candlestick data (CSV format) from monthly timeframe (MN) to minute timeframe (M1) but ...