|
PureBytes Links
Trading Reference Links
|
In ref to the suggestion, if the emini volume fields are implemented, then
go one more step and make the Activity Bar for Buyers vs Sellers reflect the
trade volume rather than the miniscule meaningless tick volume. This can be
done for the eminis since the volume data is on the data feeds.
bobr
================================================
The Global Server in TS2k does not capture the actual trade volume of the ES
and NQ and it does not capture the Bid size and Ask size. That volume and
size data is available on the DTN feed and would be useful in cumulative net
volume studies. What the GS does capture for these eminis is one trade one
tick and one bid one tick, one ask one tick. The GS History to save
formatting does not have those fields available to create a custom History
to Save template. At a minimum, the trade volume and the bid size and ask
size fields should be added to the History formatting fields.
bobr
|