How to deal with bars without bid and ask? #695
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Thanks so much for your work for providing a fantastic cython based trading system! |
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Hi @shiniantianlang, thanks so much for the kind feedback! Basically it would help to know what the price type of the data is, we may be able to infer this from the source (e,g. most Crypto bar data will be based on |
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Hi @shiniantianlang, thanks so much for the kind feedback!
Basically it would help to know what the price type of the data is, we may be able to infer this from the source (e,g. most Crypto bar data will be based on
LAST
price or trades). So in this case I would use aLAST
price type, as you don't know if its the bid or ask side.