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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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