I am using Level I Real Time Data Feed from Nasdaq.
I would like to know your inputs and your technical support about which of the following criterion must be applied?:
a. Relative volume: Last minute volume compare to same minute "n" weeks ago. What should be the value of "n"?
b. Compare the volume over the last minute to the volume expected in a 1 minute period? How the volume expected in a 1 minute period should be calculated?
c. Compare the volume over the last three minutes to the volume expected in a 3 minutes period? How the volume expected in a 3 minute period should be calculated?
Looking forward to receiving your inputs.
Regards
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