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To be a bit more clear
Does every historical option of every expiration day for every price for both the call and put
contains the entire transaction in either tick, seconds or higher level of ohlc\V formats?
if not, what data do we have ?
its has not been easy to go over and those to figure out.
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Philip Cody Pardi
am also curious. one strat i would like to build necessitates knowing all filled asks/bids to generate specific volume footprint data.
Amos Gutman
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