May 26

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

2 Comments

Guillermo

Jun 2

where does the BaseBars class comes from?

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Hi Guillermo,

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

Best

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