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more than one trade was transacted at the same time?
eg 1 larger trade took out several smaller positions that were in the
market depth queue
On 10/13/05, dieterdotbraun <dieterdotbraun@xxxxxxxx> wrote:
> Hello,
>
> i observe in Quotetracker that different Ticks have same timestamp.
> I use E-Signal and its Tickbased.
> For my Logic have any Tick a uniqe Timestamp.
> AB verison=4.72 beta RT
> Thanks for statements.
> Dieter
>
> Ticker Date Close Open High Low Volume Open Int.
> IBM 11.10.2005 16:07:40 83.19 83.19 83.19 83.19 300 0
> IBM 11.10.2005 16:05:30 83.25 83.25 83.25 83.25 100 0
> IBM 11.10.2005 16:03:00 83.19 83.19 83.19 83.19 2000 0
> IBM 11.10.2005 16:03:00 83.19 83.19 83.19 83.19 45000 0
> IBM 11.10.2005 16:03:00 83.19 83.19 83.19 83.19 1000 0
> IBM 11.10.2005 16:02:55 83.22 83.22 83.22 83.22 100 0
> IBM 11.10.2005 16:02:55 83.3 83.3 83.3 83.3 100 0
> IBM 11.10.2005 16:02:55 83.22 83.22 83.22 83.22 100 0
> IBM 11.10.2005 16:02:55 83.22 83.22 83.22 83.22 100 0
> IBM 11.10.2005 16:02:55 83.17 83.17 83.17 83.17 100 0
> IBM 11.10.2005 16:02:55 83.19 83.19 83.19 83.19 300 0
> IBM 11.10.2005 16:02:55 83.22 83.22 83.22 83.22 100 0
>
>
> Could explain way?.
>
>
>
>
>
>
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>
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>
>
>
>
--
Cheers
Graham
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Yes, I write AFL code to your requirements
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