New answers tagged market-data
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The logic used by the library is to combine all trades equal or above the threshold and to never split one trade over two bars. So 6 becomes its own bar and 2 and 7 combine to be one bar.
I think this makes more sense than your approach. In the second table you show two bars with the same time. When using time on the x-axis there is no good way to even plot ...
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maybe the products of iex cloud will suit your project.
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