|
PureBytes Links
Trading Reference Links
|
Thanks Tomasz,
I'll look into it a bit more.
Can you tell me though are there two separate sets of information coming from eSignal? One for bar/volume data and one for Time & Sales?
Regards,
Julian.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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.
> >
> >
> >
> > ------------------------------------
> >
> > **** 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)
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > Yahoo! Groups Links
> >
> >
> >
>
------------------------------------
**** 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)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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/
|