|
PureBytes Links
Trading Reference Links
|
Thanks Richard,
This clarifies (And opens some more) questions.
If I am just receiving "Ticks" does that include both volume & price?
Also if I am using Tick only data, Then would that break the
functionality of instruments that require O/H/L eg HHV() and LLV()?
And 5min/60min/EOD are the same data style. (And are all considered
"Delayed")
KR
Michael.
Richard Dale wrote:
>
> 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 <http://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 = ?
>
>
> Messages in this topic
> <http://groups.yahoo.com/group/amibroker/message/108262;_ylc=X3oDMTM4ZXBqdGQ0BF9TAzk3MzU5NzE0BGdycElkAzEwMTA2OTIEZ3Jwc3BJZAMxNzA1NjMyMTk4BG1zZ0lkAzEwODI2MwRzZWMDZnRyBHNsawN2dHBjBHN0aW1lAzExNzQ4NjEyMzMEdHBjSWQDMTA4MjYy>
> (0)
> <http://groups.yahoo.com/group/amibroker/post;_ylc=X3oDMTJybGFrdW82BF9TAzk3MzU5NzE0BGdycElkAzEwMTA2OTIEZ3Jwc3BJZAMxNzA1NjMyMTk4BG1zZ0lkAzEwODI2MwRzZWMDZnRyBHNsawNycGx5BHN0aW1lAzExNzQ4NjEyMzM-?act=reply&messageNum=108263>
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|