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Discovered something today and confirmed something another lister told me
about emini trade volume in TS2k using the dtn sat version of the GS.
Perhaps I am the last to find out. Anyway, first, the GS does store trade
volume up, down, total as well as the upticks, downticks, total ticks. Yet
there have been comments about not being able to plot the emini trade volume
when entered in the futures template. Today two intraday charts were made,
one with the Format/Symbol/Settings/Volume set to Tick count, and the other
set to Trade volume. Then in both charts the Volume indicator was inserted.
The Tick volume chart showed total tick volume and the Trade Volume chart
showed trade volume with numbers that agree with those in the GS. Next, a
custom one line indicator formatted as a histogram, scaled to screen, placed
in subgraph three on both charts, with the Input1 changed to upticks or
downticks or total ticks showed tick volume on the Tick volume chart and
trade volume on the Trade volume chart. What that means is the easylanguage
meaning for Upticks and DownTicks switches to up volume and down volume for
Trade volume charts, i.e. same words but different meanings and accesses
different records in the GS. There is one negative in this. When first
inserting a Trade Volume related indicator the volume bars will appear up to
the current bar, but when a new emini price bar appears TS charting does not
retrieve the volume data from the GS for the new bar like it does for Tick
Volume bars. In order to get the trade volume bars to update, it is
necessary to reload the data from the GS. One way is to change the
datacompression, for example if one minute bars are being looked at then
change it to 5 and then back to one....not a very good solution, but it does
work.
Does anyone know if there is a fix for this? I don't believe assigning the
emini under the index filter as is done with esignal would work with the
DTN version of the GS because of the notorious "P" or process codes that
tell the GS where to stick the data.
thanks,
bobr
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