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Re:UPTICKS DOWNTICKS MIS-DESIGNATION second request


  • To: Vitas <vrasys@xxxxxxxxxxxx>
  • Subject: Re:UPTICKS DOWNTICKS MIS-DESIGNATION second request
  • From: Wayne Mathews <wayne@xxxxxxxxx>
  • Date: Tue, 13 Nov 2001 12:44:10 -0800

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Vitas

Do not spend (waste) time on this problem as I do not think there is an
answer available outside OR (TRAD) as to why TS2k sometimes mis-assigns
up/down volume. I have had it happen to me several times in the past two
years.


> Can anyone explain why, in this 1minute bar data for GE
> on July 27, 2001 the upticks downticks designation for 1601 and 1602 show as
> upticks, even though at a price of 44.65 they are DOWN from 44.67?
> 
> The data is from Historybank; I can send an XPO data file for GE for that
> day.
>