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RE: Ticks + Volume



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Hello Peter and others,

Sorry if you interpreted my responce as being critical. I did not mean that
at all. Sincere and humble apologies... I was not meaning to be derogatory
in suggesting that certain approaches were superstitious. I meant trying
things I would not think of normally doing, in hope, they may work....
This is often a good way to solve a problem..

I had a lot of responces from it won't work to keep trying it can be done.
I tried them all. Even TECH SUPPORT implied that it could be done.....
Despite the manual suggesting you can't read ASCII Tick data ??

I do appreciate the feedback and In my responce I was providing
feedback to the list that unfortunately nothing worked......

Many people told me how to read Intra Day Bar data, that was not the
problem I was trying to solve.....My problem for not specifying the
issue correctly......

Apologies
	Kim


-----Original Message-----
From:	Peter Ryan [SMTP:pryan@xxxxxxxxxxxxxx]
Sent:	Thursday, 13 August 1998 16:00
To:	'Kim Horn'
Cc:	'omega-list@xxxxxxxxxx'
Subject:	RE: Ticks + Volume

OK, so you understand copying data etc etc.

The bottom line is simple.  You cannot do it the way you want to.

1. You cannot import tick data into TradeStation from an ASCII file. 
 Period.
2. The minimum you can import is 1-minute data.

Either fiddle your data so that TradeStation thinks the tick data is at 
least 1-minute bars (not really practical) or move to using 1 minute bars.

Critising the quality of the responses you got isnt going to get you far. 
  You posted a problem and asked for suggestions.   Be glad that you got 
anything at all, including the superstitious.


-----Original Message-----
From:	Kim Horn [SMTP:kim@xxxxxxxxxx]
Sent:	Thursday, August 13, 1998 12:51 PM
To:	'omega-list@xxxxxxxxxx'
Subject:	Ticks + Volume

Regarding my mail below. I had many responces but most
did not understand what I was trying to do.

I have no problems reading bar data intra day from ASCII files of the
format:
"Date", "Time",  "O", "H", "L", "C", "V"

However, I don't want to do this now. I want to read tick data that may 
have a a number of ticks (prices) per second. Each tick
has Date, Time, Price, Volume. I want to look at intra day
behaviour on the RAW TICKS....not bar data.

The volume is the number of future contracts exchanged at
that price, may be 1 to a few thousand.

Some of you said the above is not possible,
some suggested changing the data to
"Date", "Time",  "O", "H", "L", "C", "V", "OI"
format by copying fields. There were other superstitiuos
suggestions

Omega Tech support sent a text copy of the manual. I
already had that and read it..... really usefull

However, nothing worked !!!!!
I can read the Date, Time and Price but NOT the Volume.

The work around is to use HASHNUMS DLL to read in the
Volume from the ASCII file... This works but it seems
strange that Tradestation cannot read tick data. After all
thats where all data comes from...

Thanks for responces
Thanks in advance for a solution

Kim


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