Use weighted average for aggregated candles
complete
T. P.
Attachment shows BTC aggregated candles, which have a high of $136401 and a low of $6.9 on Jan 13th. That is of course an extreme outlier but also on every other day, a weighted average of the data from accross the exchanges would make charts more readable as currently the wicks are a bit extreme.
T. P.
There still seem to be some outliers as I wrote in the forums earlier today: https://forums.nomics.com/t/extreme-outliers-in-aggregated-candle-data/98
Clay Collins
Hi Timo! Thanks for the note. I believe we've addressed this. See here:
Would you be OK if we marked this as resolved? Or are you looking for something else?
Clay Collins
complete