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Excellent.
Thanks Tomasz.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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@> 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@>
> >> 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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> >
> >
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>
------------------------------------
**** IMPORTANT PLEASE READ ****
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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