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Manning Stoller wrote:
> If you are using Dow Jones Tradestation (now Bridge Telerate
> tradestation), the new day starts at 22:00 GMT and goes until 21:58 the
> next day. Volume is posted
Volume cant be posted as there is NO such thing for FOREX - PERIOD !
> and represent the price changes.
Thats not volume, but number of ticks !
> Normal for the DM would be around 4,500 a day.
There is nothing "Normal for the DM" - thats just the number of ticks *you* get
on *your* DJ Tradestation - and if someone receives LESS or MORE ticks in
FOREX it hardly matters, as its not LAST trade (as from a FUTURES
exchange), but *just* a price indication from a bank - and in FOREX to have
MORE ticks doesnt mean its a better feed - in difference to regulated FUTURES
markets.
FYI, ystd I had on my DBC feed - 9500 ticks for the DEM
- is that normal ? No, there is no normal
- is that better than BMI ? No, there is no better
Do I recommend DBC - NO, its useless on FOREX !!!
> Open interest refers only to the futures market and not to any cash market.
>
> Hope this helps.
>
> Manning Stoller
>
>
> hans esser wrote:
No, I didnt write that - I wrote the answer to that question
rgds hans
> > > I am new to TS and experienced a problem with dayly data collection. I
> > > collect FOREX data and there are some days where no open price for a
> > > day collected and also no volume and open interest. So I need to
> > > manually edit daily data after the session. If anybody can point me
> > > what's wrong - really appreciate. Thanks. Dmitry
> >
> > FOREX is a 24 hour market - it does NOT stop or START during the week -
> > any decision to set whatever times as settings to make DAILY charts is
> > just random and will be different on a other part of the world.
> >
> > EOD chart for S&P looks (nearly :-)) the same everywhere - but for FOREX
> > it can be real different.
> >
> > There is not such thing as VOLUME or OI on that market at all - for days
> > you have it - BIN IT !
> >
> > rgds hans
>
>
>
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