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Hi Traders,
I find it necessary to make sure to stay out of the markets when they are "slow" vs "fast". However, historically that is challenging as it has been quite subjective. Watching the time and sales order flow gives a sense, but what is fast …
, and could be ported. In short it is just the time difference between ticks traded. The shorter the duration the faster the market, longer duration the slower. I hope it helps..
