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Owen:
I don't know if I'm misunderstanding you, but my MetaStock files, fed by
eSignal, show multiple trades at the same price. In the last minute of bond
trading, for example, I show 99-24, 99-25, 99-24, 99-25, 99-25, 99-25,
etc., with tick volume reflecting each of those trades.
Regards.
----- Original Message -----
From: "Owen Davies" <owen@xxxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Wednesday, August 09, 2000 2:05 PM
Subject: Tick volume
> I've been looking at e-Signal's version of tick volume lately.
> Unless I've completely misunderstood what I'm dealing with,
> they condense their data stream by sending only tick changes,
> rather than all the ticks. That is, a bond contract with the
> following sales:
>
> 99-19, 99-20, 99-20, 99-20 (and so on for the next 10,000
> ticks), 99-21
>
> comes across as:
>
> 99-19, 99-20, 99-21.
>
> Has anyone else found a way to extract value from this?
> I like volume data on position trading and had hoped that
> tick volume would be a workable substitute for intraday work,
> as some folks have suggested. But this looks useless to me,
> and I'm not inclined to waste much time on it.
>
> Thanks.
>
> Owen Davies
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