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@yahoo.com.au>
To: <amibroker@xxxxxxxxxps.com>
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.
>