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Re: [amibroker] Re: Datafeeed /Timestamp/Quote Editor



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Afraid I am not fully conversant with tick data, just trying to build
a database now although slow process as I do not have live tick feed,
so it is copy/paste.
What i meant is that there could be 3 sell orders of 10,000 shares
each and one buyer for more than 30,000 shares. In one action on the
market the 3 sell orders would be taken out, although I would have
expected them to at least be a millisecond difference in time.
Maybe this is something that can only happen in the ASX and not other
markets, as I am only familiar with trades on the ASX

On 10/13/05, dieterdotbraun <dieterdotbraun@xxxxxxxx> wrote:
> Hi Graham,
>
> i observe it and I am still being interested to understand
> whats going on.I am not in trouble with that.Ab works well.
>
> You mean that a bigger one, like merryl, is in autotrading for large
> postion?.May be.
> Its looks more like a spezial kind of database handling.
> Because i see that all ticks have no logic timestemp(My logic).
>
> by,Dieter
>
> PS: My Autotrading modul works fine,Thank you again.
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> >
> > 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@xxxx> 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?.
> > >
> > >
> > >
> > >
> > >
> > >
> > > Please note that this group is for discussion between users only.
> > >
> > > To get support from AmiBroker please send an e-mail directly to
> > > SUPPORT {at} amibroker.com
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> >
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://e-wire.net.au/~eb_kavan/ab_write.htm
> >
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>


--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm


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