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In pursuing the tick counts for the futures contracts, it occurred to me to
check the counts on the bid and ask also. A chart was set up with 3 minute
NQ in data1 subgraph1, Ask in data2 hidden and Bid in data3 hidden. Then NQ
tick volume histogram was put in subgraph2, Ask tick volume was put in
subgraph 3 and Bid tick volume in subgraph4. The result was that the Bid
and Ask have identical tick counts, at least they are so close it looks like
DTN and or TS2k are handling the bid/ask as one record. Is that what you
would expect? I thought they were independant data items. With identical
bid n ask tick volumes it makes me wonder about the validity of the Buyers n
Sellers Activity Bar.
bobr
----- Original Message -----
From: "Mark Brown" <markbrown@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, August 09, 2002 9:41 AM
Subject: Tick Counting Nut's Dream
> Hello ,
>
> for every tick counting nut out there ts2ki/metaserver/cqg.
>
> http://www.markbrown.com/ticknuts/Compare.gif
>
> --
> Best regards,
> Mark mailto:markbrown@xxxxxxxxxxxxx
>
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