Financial Data Structures: Tick, Volume, and Dollar Bars

[@muskduh]

thanks for the review

[@omegasigma4500]

Great presentation! Where can we find the slides?

[@sammaksimovich2654]

For dollar bars, how is the threshold for dollar volume (price*size) determined?

[@thegigasurgeon]

the user generally has to decide a sweet spot

[@SongyanLi-f5z]

how do we calculate the return of volume bar? like log return after n bars?

[@n5roor]

Too much mouse-clicking noise...