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Such data can only be created out of tick-by-tick data.
Certainly doable but... I have done such things in the past and these data
are just noise.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "jim_wiehe" <jim_wiehe@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 07, 2007 12:30 PM
Subject: [amibroker] Up and Down volume IQfeed
> Can IQfeed provide bid and ask volume for each bar? Or can this data
> be taken from the real time and price window to create chart pane on
> say the ES e mini? Suggestion, comment, or otherwise appreciated.
>
> Jim Wiehe
>
>
>
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>
Please note that this group is for discussion between users only.
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