sampling method

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coolpi94
Posts: 2
Joined: Mon Jun 29, 2020 2:36 pm

sampling method

Post by coolpi94 »

Hello,

For curiosity, I tried to resample the tick data for FRA.IDX outside of tickstory.
I tried for 1 minute ohlc resample with python and pandas and I didn't the same result like the one we get by exporting the resample data from tickstory lite.

The difference is less than 2% but still
difference_resample_1minute_cac40.JPG
Is there somewhere documentation explaining how you sample the data?

Sincerely,

coolpi94
Posts: 2
Joined: Mon Jun 29, 2020 2:36 pm

Re: sampling method

Post by coolpi94 »

I found out you used the bid price for sampling when I was not! Problem solve :)

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