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[amibroker] Re: ASX Tick Data question



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Hi Brian:

Thanks a lot for your response, its good because you made me actually
count the out of hours volume which i had not actually done prior. As
you found it is about 2% which I can live with. 

<snip>
  I seem to recall adding the out of hours vol and it came to approx 
  <2% of daily vol ... is that what you get?
</snip>

One example i did was 4M on 114M total volume

<snip>
  are you massaging the data into 1 min bars before importing into AB?
</snip>

yes

<snip>
- briefly what language are you using and how are you going about it?
</snip>

gawk and bash under cygwin, i can send the scripts to you if you are
interested. 

<snip>
If that is what you are doing then it could be a good idea because 
the pre-market data contains trade corrections from previous days  
and I found I had to delete all of that because it wasn't palatable to
AB's import method.
</snip>

I clean all this before import into AB.

<snip>
  Have you successfully imported any of the data into AB in the tick  
  format?
</snip>

Yes, no problems with that. 




This is solved for me - I will just ignore out of hours volume. 

Thanks again Brian.

Best Regards
Mark




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