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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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