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Hello,
Most probably because of tick corrections/insertions/deletions:
http://forum.esignalcentral.com/showthread.php?threadid=24502
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Julian" <juliangoodsell@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 15, 2009 11:14 AM
Subject: [amibroker] Time & Sales vs Volume difference
> Studying the Time & Sales data vs the tick data from eSignal, I get different values for ticks and volumes.
>
> For the SPI on the 14/7/09, I get the following volumes from these sources:
> 30411 - ASX website
> 30310 - T&S from AB
> 28876 - AB daily volume
> 28926 - eSignal daily volume
>
> The Time & Sales matches fairly well with that from the ASX, and AB and eSignals match well also which makes sense.
>
> My question is why the volume in AB and eSignal doesn't match the Time and Sales volume also coming from eSignal? Is the
> price/volume data feed from eSignal separate to the Time & Sales feed? So AB doesn't create ticks/bars from the Time & Sales data?
>
> This isn't of any major importance, just curious.
>
> Regards,
> Julian.
>
>
>
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------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
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