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Ha Ha Ha I have arrived! ye haaaaaaa! get the Depends!
I am considered an "old timer" ?
What little ole Globex2 was say'in wuuz that on a tick chart you can get
"tick" volume (literally the number of "ticks" ) that one specifies, in a
one tick, 5 tick or 100 tick chart one does not have access to the number of
"contracts traded at a particular Price" or tick. the "volume" indicator
tell how many ticks have elapsed on a "bar" and using tick bars (which are
constant) will always show the same "volume"
what I was originally talking about was "true volume" number of contracts
traded at a particular price or tick bar. on a time based chart "volume"
represents the number of ticks within that time frame either a 1 minute
chart or a 5 minute chart. Nevermind that within one 5 minute bar over 1000
contracts were traded- what then does volume mean on a time based bar chart?
Any yes, my server collects it also, but can you use actual contract volume
on an intraday basis. Don't think so!
Come on Sonny........Times a wastin..
this old timer wants to know before his denture grip wears off!
-----Original Message-----
From: Trade Jack <trade_jack@xxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Thursday, August 13, 1998 7:32 PM
Subject: Re: Ticks + Volume
>I get RT Globex trade volume just fine off the Omega Server. |
>thought these old timers knew better? Guess not...DUH!
>
>TJ
>
>---Globex2 wrote:
>> 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
>
>---Manning Stoller wrote:
>> >What you want does not exist.
>> >Contract volume is not reported with tic data. Never has been.
>
>
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