Hi, I would like to know what types of trades are included in Intraday Summary bar data. I am mainly concerned with futures contracts and would specifically like to know whether spread trades are included or excluded in the summary.
A post from the below link states that "Timebars in v2 are governed by market-specific rules". Where can I find information on these market-specific rules.
Finally, is there an option in the TRTH intraday summary request to alter what trade types are included in the returned bars?
