May 26, 2025

Build data with smarter sampling: Time bars, tick bars, volume bars, VWAP bars, dollar bars

2 Comments

Guillermo

Jun 2, 2025

where does the BaseBars class comes from?

Hi Guillermo,

The whole script (where the basebars class is) will be released in the last articles of this serie.

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[WITH CODE] Data: Tick, Dollar and Volume…