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Re :Ticks + Volume (Bundle answer)



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Dans un courrier daté du 14/08/98 04:23:04  , vous avez écrit :

<< 
  Well, Stewart, anyone coming on like THE authority without checking the
 basic facts first deserve a little heat.  Kim, Globex2, and TJ...right on!
 
 Now, can anyone get at the tick by tick trade volume data that's recorded
 by the Omega Server and get it into TS for analysis?
 
 -Tony Haas 
>>

Trade volume when stored by the Omega server can be used if you create a
VOLUME chart.
In this case, upticks and downticks (U and D in the data window) are up and
down volume.

This will work only for data that are broadcasted with the volume information
(Edit price data, the see if the volume column shows values >1).
This is not the case for the SP day session.

In Europe, this is the case for DTB Dax futures , CAC40 Globex, Stocks
(according to my ComStock datafeed).

Concerning ASCII tick data (for Kim Horn), TS allows to read these files" at
least idf they are stored like below that I'm able to read as ASII file in TS.
I have no time to test with "Date","Time","C","U","D", but this should work.

"Date","Time","O","H","L","C","U","D"
08/14/98,0838,5377.50,5377.50,5377.50,5377.50,1,0
08/14/98,0838,5378.00,5378.00,5378.00,5378.00,1,0
08/14/98,0838,5380.00,5380.00,5380.00,5380.00,1,0
08/14/98,0838,5385.00,5385.00,5385.00,5385.00,1,0
08/14/98,0838,5381.00,5381.00,5381.00,5381.00,0,1
08/14/98,0838,5384.00,5384.00,5384.00,5384.00,1,0
08/14/98,0838,5383.00,5383.00,5383.00,5383.00,0,1
08/14/98,0838,5385.00,5385.00,5385.00,5385.00,1,0
08/14/98,0838,5387.00,5387.00,5387.00,5387.00,1,0
08/14/98,0838,5387.00,5387.00,5387.00,5387.00,1,0
08/14/98,0838,5390.00,5390.00,5390.00,5390.00,1,0
08/14/98,0838,5390.00,5390.00,5390.00,5390.00,1,0
08/14/98,0838,5390.00,5390.00,5390.00,5390.00,1,0
08/14/98,0838,5392.00,5392.00,5392.00,5392.00,1,0
08/14/98,0839,5390.00,5390.00,5390.00,5390.00,0,1
08/14/98,0839,5390.00,5390.00,5390.00,5390.00,0,1
08/14/98,0839,5390.00,5390.00,5390.00,5390.00,0,1
08/14/98,0839,5390.00,5390.00,5390.00,5390.00,0,1
08/14/98,0839,5387.00,5387.00,5387.00,5387.00,0,1
08/14/98,0839,5390.00,5390.00,5390.00,5390.00,1,0
08/14/98,0839,5385.00,5385.00,5385.00,5385.00,0,1
08/14/98,0839,5387.00,5387.00,5387.00,5387.00,1,0


This means that Kim's files could be used if he modifies them accordingly.

The example below should not work because of the time field that shows
seconds, and because of the "V" field that is not allowed for intraday data
(only U and D should work).

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