TJ

> > Trades-data is not really necessary to calculate a volume profile - as also shown in #5795 . > > That's not right. Yes, you can load 1 minute...

> 'footprint': { > 37682: {'ask_qty': 0, > 'ask_trades': 0, > 'bid_qty': 0.0025, > 'bid_trades': 1}, > # ... ATAS is written in C# and the code above is python....