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Contract volume is recorded by TS for the Globex session and maybe with TS5
we might be able to diplay that in tick data format
Jon
-----Original Message-----
From: Manning Stoller <mstoller@xxxxxxxxxxxxx>
To: Kim Horn <kim@xxxxxxxxxx>
Cc: 'omega-list@xxxxxxxxxx' <omega-list@xxxxxxxxxx>
Date: Thursday, August 13, 1998 6:17 AM
Subject: Re: Ticks + Volume
>Dear Kim,
>What you want does not exist.
>Contract volume is not reported with tic data. Never has been.
>
>Regards,
>
>Manning Stoller
>
>Kim Horn wrote:
>
>> 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
>>
>> ---------------- OLD MAIL ------------------------------
>>
>> I need to historically test a tick based system. I
>> have the data in the following format:
>>
>> "Date", "Time", "C", "V"
>> 09/15/97,08:30,93.64,20
>> 09/15/97,08:30,93.64,15
>> 09/15/97,08:30,93.64,10
>> 09/15/97,08:30,93.64,20
>> .......etc....
>>
>> I need the volume and price information.
>> I have tried importing into Tradestation but I
>> only get the Price; no Volume. Should
>> I be able to read in the volumes too ?
>>
>> Any suggestions
>
>
>
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