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It sounds like your global server doesn't have up and down volume data for
the historical bars. This can be due to the download sequence using the
esignal active X plug in. Up and down volume are used with intraday bars,
not the Total Volume field in the GS. If you look in the Power Editor for
the Volume Indicator you will see the definition that for data compression
less than 2 the up and down fields are used not the total field.
If you are using the esignal active X plug in to retrieve historical data to
begin a chart with and you wish to display volume data for the intraday
historical bars then first make a download of daily data only. Then make a
second download of tick data only. Then the GS will convert the tick data
trade volume into up and down volume for the one minute and larger time
bars. On the otherhand, if you download daily data and then one minute
data, there will be no apparent volume in the GS for the historical intraday
time bars. There will be total volume but no up and down volume. If you
are collecting data in realtime and have a gap in the data due to internet
outage or some other reason, then when you patch in the data with the
esignal active X, download the tick data instead of the one minute or 5
minute data. If you already have one minute data with no volume because of
a download then delete the one minute data and download the tick data. The
GS will then convert it to one minute data with volume.
The word apparent is used, because if you do download one minute data before
the tick data, the GS will show volume in the Tot.Vol field but none in the
Up Vol and Down Vol fields. When charting bars with a datacompression of
1(intraday) the TS volume indicator uses the up and down volume
fields(upticks=upvolume, downticks=downvolume). If you already have one
minute data and then download tick data, the volume conversion will not
occur. So you have to delete the one minute data and then download the tick
data.
BobRA
----- Original Message -----
From: "Nurudin Kaba" <n.kaba@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, June 13, 2004 5:56 AM
Subject: displaying charts based on volume
> I have eSignal realtime data feeding TS2000i Prosuite and i'm trying to
> display a bar chart of the ES based on volume(eg. display the open, high,
> low and close values that occured when 3000 contracts or whatever amount
> has
> been traded).
>
> When i display the chart, only the last bar is updating. Can someone
> help?
> am i missing something?
>
> Thanks,
> Nurudin
>
>
>
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