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Re[2]: Tick data



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Joel,

I'm not sure what they are talking about but Tradestation 2000i will
not build a one second bar anyway nor any other Tradestation program
that I know of .  One minute or any number of ticks but not one
second.  You can also build volume bars on a tick chart.  They are
simply volume per bar instead of ticks per bar.

So if you get all the ticks like from Esignal you have many trades in
one second and each has a time stamp in hundredths of a second.  If we
aren't taking Tradestation then maybe they are on the wrong list I
don't know.

Best regards,
  Jimmy Snowden
mailto:jhsnowden@xxxxxxx


Monday, January 19, 2004, 12:09:33 PM, you wrote:

JR> I think part of the deal is picking a real-time data vendor 
JR> that will actually send you the individual ticks. 
JR> I don't know how you can extract individual ticks
JR> from 1 second bars unless the actual ticks were sent down
JR> the pipeline. If that is indeed the case then there's no need 
JR> to reconstruct anything as you should be able to build 
JR> yourself a tick bar of any size.

JR> What am I missing here?

>> -----Original Message-----
>> From: Eric Svendsen [mailto:esvendsen@xxxxxxxx] 
>>
>> In the case of tick bars, the time bars (1 second) must be 
>> broken up, and reconstructed using trade counts (tick bars) 
>> or volume accumulations (volume bars.)




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