So the question is, where does this tick data come from? I assume it comes from a Ninjatrader server somewhere? If so, I am wondering where the server gets the tick data from? What data vendor? How consistent is the data? Does it record 24/7 or is there some other time session?
I am asking because I plan on doing tick-by-tick backtesting, and I need to know that my data has a good overall quality.
Let me know. Thanks.
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