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omega-list@xxxxxxxxxx/readers:
Signal cable datafeed does not give all/almost all tick trade volume
data.
I am using supercharts 4.0, collecting data for 742 symbols, on a 200
pent mmx 88meg memmory.
For Dec 15 1997
>From signal cable datafeed realtime
For symbol dell:
supercharts reads total up volume for day: 1,746,400
total down volume for day: 1,596,400
TOTAL up/down 3,342,800
TOTAL END OF DAY VOLUME 15,070,000
I downloaded tick data for dell from omega research for December 15
up volume 6,976,400
down volume 7,644,200
TOTAL 14,620,600
THIS IS CLOSER TO 15,079,000 than 3,342,800
Are any of you getting the same kind of data for signal cable realtime?
I was trying to use trade volume index for an indicator but with such
limited realtime data it is not accurate.
Does anyone know how I can collect the total volume for each tick, to
calculate
difference of volume from total volume of one tick to the next?
Example
tick 1 Last 64.5 trade volume 1000 volume(total) 1,120,000
next tick
tick 2 Last 64.25 trade volume 2000 volume(total) 1,125,000
1,125,000-1,120,000=5,000
The 3,000 difference between tick 1 and tick 2 volume; and trade volume
for tick 2 of 2,000 shares.
Would reducing the number of symbols help in getting more tick data for
a symbol?
Any comments appreciated.
Bob Kodama email stocktrader@xxxxxxxxxxxxxxx
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