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RE: Quote.com and e-mini trade size?



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I do not have the same feed, but I have found the following on TS2ki version
2d on ASCII tick data:
	If you have more than one tick per minute, Tradestation does not
show volume, not even in volume indicators, all ticks are counted as "1
volume".
	If you reduce number of ticks so you only have on per minute, ts2ki
shows the volume.

On ascii data, it is quite easy to build your own "1 minute tick bars". On
realtime data you should not have to, but then again, maybe that is what is
expected of your data vendor to supply to global server? It might be
possible that they aare sending you the data, but not building an extra "1
minute bar" list which is needed for tradestation to show them.

If you can find a symbol with very few trades (not more than one per minute)
can you not see volume then?

-----Original Message-----
From: nonlinear [mailto:keptinkaos@xxxxxxxxx]
Sent: Tuesday, September 07, 1999 5:19 AM
To: omega-list@xxxxxxxxxx
Subject: Re: Quote.com and e-mini trade size?


--- Doug Warren <DOUGWARREN@xxxxxxxxxxx> wrote:
> Let me clarify my statement.  Running Qcharts on Quote.com with real
> time
> CME quotes, all trades on the E-Mini S&P contract show up with a
> trade
> volume of 1 on my computer.  I don't know if the actual trade volume
> is
> available on other retail feeds or not, but I thought I remembered
> seeing
> something from Quote.com saying that it wasn't available to the
> retail
> feeds.

TJ sez: as hans stated earlier "WRONG" 

i've got trade volume for any e-contract, awa globex. but not for rth
contracts. problem is you can collect trade volume data is ts4 server,
but ya can't access it for charting. maybe in ts2ki???

>  I may be wrong on that because I can't find that anywhere
> anymore.

TJ sez: yep, you are, and so is quote.com

> 
> Doug

TJ