NexusFi: Find Your Edge


Home Menu

 





vvAggregatedTS


Discussion in NinjaTrader

Updated
    1. trending_up 2,581 views
    2. thumb_up 0 thanks given
    3. group 1 followers
    1. forum 1 posts
    2. attach_file 0 attachments




Closed Thread
 
Search this Thread
  #1 (permalink)
jhjun798
east northport new york united states
 
Posts: 1 since Dec 2015
Thanks Given: 0
Thanks Received: 0

Hello,

In the vvAggregatedTS indicator popular here, there is a setting called "aggregation method" and the options are "DOM" , "BidAsk" and "Time". Could someone explain to me the differences between these 3 aggregation method? I suppose time is based on the amount of time in between the trades... but I can't figure out the other two and how the aggregation can be done through the DOM (depth of market)??

And secondly, how is vvAggregatedTS different from Reconstructed Tape as offered by Jigsaw Trading and many other vendors? Or is it the same thing?

And thirdly, what is the difference between 'lot' and 'block' in the settings?

Thank you!



Can you help answer these questions
from other members on NexusFi?
Strike Pause Holds, Oil Erases Monday Spike -- May CPI W …
Traders Hideout
Four New E-mini Futures Launch June 29 -- Russell 3000, …
Emini and Emicro Index
ATFX Suspends Prop Trading Unit ATFunded -- Full Review …
Funded Trading Evaluation Firms
Al Arabiya: US-Iran Draft Deal Within Hours Contains Hor …
Prediction Markets & Event Contracts
The June 15 Resolution Trap: Irans Agreed Text Still Pri …
Prediction Markets & Event Contracts
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
NexusFi site changelog and issues/problem reporting
10 thanks
Darmok and Jalad at Tanagra
3 thanks
30 Sessions
1 thanks
Big Mike in Ecuador
1 thanks
  #2 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,669 since Jun 2009
Thanks Given: 33,669
Thanks Received: 102,577

Use the existing Elite thread, and this indicator is for Elite Members only. Did you steal it?

Mike




We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on X Visit my NexusFi Trade Journal

Closed Thread



Last Updated on March 1, 2016


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts