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Re: NeoTicker (was Re: EL to VB translator)


  • To: omegalist <omega-list@xxxxxxxxxx>
  • Subject: Re: NeoTicker (was Re: EL to VB translator)
  • From: Bob Fulks <bfulks@xxxxxxxxxxxx>
  • Date: Sun, 2 Sep 2001 18:45:03 -0700
  • In-reply-to: <200109021101.EAA06329@xxxxxxxxxxxxxx>

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A private message:

>I too enjoy and learn from your posts.-thanks
>
>In your last paragraph though,either that one beer I've had at the
>bar-b-que was too much,or your math is Way off. (I just scrambled the
>figures you quoted in my head)

Thanks for catching that. (In my case it was wine...) I said:

>Can you also load a 1-tick charts of the NDX going back to 11/06/00?
>There are about 4 ticks per minute on NDX so a 1-tick chart would
>need to load about 4 * 30 = 120 times as many bars. That would be
>about 48,000 bars. If it took 120 times as long, that would be 18
>hours. Try timing some 1-tick NDX charts.


I figured about 10 months of data (about 210 days) * 13 bars per day = about 2700 bars in the 30 minute data since 11/06/00.

At 4 ticks per minute there would be 4 * 30 = 120 ticks in a 30 minute bar.

So 120 * 2700 = 324,000 bars (not the 48,000 that I said).

But 120 times as long would be 120 * 9 seconds = 18 hours so that one was right...

Thanks again.

Bob Fulks