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Re:A High Frequency Trader's Apologia, Part 1 by roel_v on Wednesday April 18, 2012 @09:19AM (#3857748)
With insufficient trades, you cannot know if a certain price is really what the 'market' wants to pay, just what that one person at one point in time wanted to pay. Overgeneralized, the more trades, the more accurate the price gets.

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