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Monday, July 16, 2012. Babbage, if you put into the machine wrong figures, will the right answers come out? I am not able rightly to apprehend the kind of confusion of ideas that could provoke such a question. These data allow reconstruction of the full order book.
Welcome to the our Wiki knowledge base! Here you can find a list of papers. And other materials that relate to the tick data. If you run across an interesting resource, please share it with your fellow users by sending us the reference, and we will post a link to it here. Please help us build the most comprehensive and usable knowledge base on how to use transaction data in trading.
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Tuesday, February 10, 2015. 1 Were there squares for October, November or December of 2014? I know that at least a couple of us did not receive anything for those months. 3 Maria Mae is no longer participating.
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