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Re: How to access V=xxxxxx contract volume for ES in EL?



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Leslie, 

Thanks very much for your help. 

It sounds like you are referring to historical data? I'm hoping to grab
real-time "total volume" data from IQFeed/DynaStore . . . In the GlobalServer,
you can right click on ES and Edit to save Bid/Ask/Trade Records, etc., and
"Volume Multiplier", but not Total Volume for ES, or am I missing something? 

In real-time TS charting, switching to 

    Format symbol -> Settings -> Trade Volume

and plotting/printing "Volume" in EL still seems not to be "Total Volume", nor
can figure out what "Volume" is in EL there. 

However, the V=xxxxxx always steadily increases in the upper left corner of the
chart :), which is what I hope to access in EL. 

I'll try more experiments.

Thanks again. . . 

T 


----- Original Message ----- 
From: Leslie Walko To: trade7100 Cc: omega-list@xxxxxxxxxx 
Sent: Wednesday, March 05, 2003 9:29 PM 

Subject: Re: How to access V=xxxxxx contract volume for ES in EL? 

The answer is a simple Yes and NO. :-) 
If you have the data set up as Volume=Contract Volume then it would seem no. If
you have your data set up as Volume=Total Volume, then it would seem Yes. 

However, you can actually replace the OI field with total volume and set up as:
data, O, H, L, C, contractVolume, totalVolume 

IN that case, just read the total volume from the OI field. :-) 

If you use a .dop file, you can play other games as well. 

Leslie