My data feed is ZenFire (Mirrus Futures)
I believe the historical data they maintain 'does not' include a bid/ask or depth-of-market data within a historical bar
Is this correct?
I have a strategy that makes entry decisions on the bid/ask --
When I ran the strategy through the strategy analyzer I expected it to return an error but it did not
It appears that the strategy analyzer set the bid and ask values at the value of the bar close
Is this correct?
I just want to be sure I know what I'm looking at
Thanks
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