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Backtesting

1-Second Data

Market data aggregated to one row per second — fine enough for intraday truth, small enough to record everything.

What it means

One-second resolution preserves what intraday strategies actually react to — bursts, spreads, book shifts — while remaining storable for every symbol you watch, every day. Minute bars average those events away; raw tick streams multiply storage without changing most decisions.

The subtle art is aggregation: each second must summarize its trades (buy/sell split, turnover) and carry the book state honestly, so a strategy evaluated on the recording behaves like one evaluated on the live stream.

Why traders care

  • Captures the microstructure events minute bars erase.
  • Recording everything makes every live day a future backtest.

Educational content, not investment advice. Engine details describe how TraderWe computes this value; other platforms may define it differently.