sampling method
Posted: Mon Jun 29, 2020 2:45 pm
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
Is there somewhere documentation explaining how you sample the data?
Sincerely,
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
Sincerely,
