I am looking to purchase data but want to make sure I am getting the correct format. I have read that range bars are built from minute data. Most of the historical data I have seen is in 1 minute formats. I do not see how this would work. Wouldn't you need EACH tick with time stamp to build the range bar? One minute intervals would not seem granular enough to accomplish this.
Please help me clear this up. Also if there are recommendations for histrocial data providers, I would appreciate that information as well.
Thanks
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