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There are 4 different data sets from eSignal:
a) realtime stream
b) historical tick data (T&S)
c) intraday interval data (1 minute and up)
d) EOD historical data
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Julian" <juliangoodsell@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, July 15, 2009 2:18 PM
Subject: [amibroker] Re: Time & Sales vs Volume difference
> 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.
>> >
>> >
>> >
>> > ------------------------------------
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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)
>
> 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)
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