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how to merge tick data by price range to sum buy or sell volumes ?

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madruga trader
66
madruga trader  
thanks for the help !
Alain Verleyen
Moderator
34518
Alain Verleyen  
livetraderbr:
thanks for the help !
What have you tried ?
madruga trader
66
madruga trader  
Alain Verleyen:
What have you tried ?

i don't know the right approach for this case.

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