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RE: [amibroker] Realtime quote definition



PureBytes Links

Trading Reference Links

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 = ?

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