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I wrote code to count the number of stocks in NDX100 that are up at
any one time.
The end of day version works fine, but the RT data creates some
problems. The shorter the interval, more problems. It seems that
unless there is new data in the current interval, the previous data
does not get counted, so if the last interval is higher than the
prior one, but there is not current data, the count for advancing
issues will be incorrect.
On one minute data, I could get a very low count for advancing issues
and a count of 15 or 20 issues total counted, while a 5 minute
interval could produce considerably higher numbers. 15 minute
intervals will produce a total count of almost all the stocks.
Anyone has ideas how to count the last trade, even if it is not in
the current interval?
Ara
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