Tick = The price at which an individual trade has been
executed. (in close field)
5 min = all ticks in 5 min period. First trade=O, highest =H,
lowest=L, last=C
60 min = all ticks in 60 min period. First trade=O, highest =H,
lowest=L, last=C
Daily = all ticks in an entire day’s trading session. First
trade=O, highest =H, lowest=L, last=C
Realtime = you see the ticks come through as they occur
Delayed = the ticks are delayed by X minutes
End-of-day = the ticks are only provided after the market shuts
Bid and Ask are completely different animals.
In some OTC securities (such as Forex) they do not report actual
trades. A tick occurs whenever a new Bid/Ask pair arrives. Therefore you
either have a Bid chart (comprised of Bids only) or an Ask Chart (comprised of asks).
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net
From: Michael.S.G. [mailto:OzFalconAB@xxxxxxxx]
Sent: Monday, 26 March 2007 6:02 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Realtime quote definition
This is real simple. But I wanted to locate the
info (On the web or
wherever).
Can someone point me to a "Definition" of realtime quote values.
eg
open = ?
high = Ask
low = Bid
close = ?