I am using Bars.TickCount (coupled with Tick Replay) to return the number of ticks for daily historical bars.
The value return for the 11/05 is 357,762 for ES 06-17.
This should tell me "how many trades" have occured on that day.
That number seems very low to me.
Does anyone have any thoughts on this ?
I did check on another reliable data sources and saw a number of about 2.5 million, which 'seems' more in line.
At the point, my opinion is based on intution.
I dont expect exactly the same data points from different providers (such is life), but 357k VS. 2.5m is a massive difference.
Is there anything about my Continuum data feed that could be limiting/filtering ticks ? Is there any reason why the Bars.TickCount output would return a significantly lower value ?
Thanks
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