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here is an indicator - TickAccumulator - which I have installed in
100 tickbar window of NQ & ES.
It is TS6 version, so just in case, I pasted it below for use in a
different version.
Jan Philipp
Input: Sess1Start(830);
var: TickCount(0),daystart(0);
if time >= Sess1Start and time[1] <= Sess1Start then daystart = barnumber;
if barnumber-daystart > 0 then TickCount =
summation(ticks,barnumber-daystart);
plot1(TickCount,"NumTicks");
----- Original Message -----
From: "Jim Osborn" <jimo@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, March 24, 2003 3:50 PM
Subject: emini S+P tick counts
> I need to know the real count of emini trades for each day,
> from now forward for a few days at least. Can someone point
> me to a site that summarizes this info? I poked around the
> CME website where they seem to have various historical files
> that can be downloaded, and maybe I could extract a tick count
> from that source, but apparently with a bit of work. If someone
> knows of a convenient summary, I'd appreciate it.
>
> TIA,
>
> Jim
>
>
Attachment:
TICKACCUMULATOR.ELD
Attachment:
Description: "Description: Binary data"
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