This is probably one for Tomasz. I imported 3 months of real timestamped ascii tick data, not IB streamed data, into a tick database using $TICKMODE.
It imported fine and apart from the underlying timestamps being resolved to 5 second intervals, the price and volume are correct at each bar and the daily volumes add up right. I can't however click on every tick on the chart. It only allows me to click on bars that are a 5 second multiple. Not a big issue. Here's the weird bit. When I open up the Quote Editor and start clicking on individual quotes, it changes the volume and price on my chart before my eyes. Although it doesn't immediately change the values in the Quote Editor, if I close and open AB again, the changes have taken effect. The quotes it changes are not necessarily the ones I click either. Clicking through many of the quotes in one day altered the daily volume by hundreds of contracts. I don't need to use the Quote Editor so that's not a big issue but I am concerned about my data being altered by other things in AB. I use tick-reversal and volume profiles so it's important that price and volume are not changed. As long as I don't touch Quote Editor, is my data going to remain in tact? Are there other things (AB functions?) that might alter the data in a similar way? Thanks, Julian. I'm using V5.20 Standard Edition. Below is the first ten ticks of data from the original source, after import and after Quote Editor. Original Ascii Data DATE,TIME,PRICE,VOLUME 20060103,095000,4749,10 20060103,095000,4749,1 20060103,095001,4749,1 20060103,095001,4750,2 20060103,095003,4750,1 20060103,095004,4749,5 20060103,095005,4750,3 20060103,095005,4749,15 20060103,095006,4749,3 20060103,095011,4747,1 The following were output using trace and a 10 bar loop in AB. Key: B=bar P=Close V=Volume T=TimeNum Before Quote Editor. After Quote Editor B:0 P:4749 V:10 T:95000 B:0 P:4749 V:10 T:95000 B:1 P:4749 V:1 T:95000 B:1 P:4749 V:1 T:95000 B:2 P:4749 V:1 T:95000 B:2 P:4749 V:1 T:95000 B:3 P:4750 V:2 T:95000 B:3 P:4749 V:5 T:95000 B:4 P:4750 V:1 T:95000 B:4 P:4750 V:1 T:95000 B:5 P:4749 V:5 T:95000 B:5 P:4749 V:5 T:95000 B:6 P:4750 V:3 T:95005 B:6 P:4750 V:3 T:95005 B:7 P:4749 V:15 T:95005 B:7 P:4749 V:15 T:95005 B:8 P:4749 V:3 T:95005 B:8 P:4749 V:15 T:95005 B:9 P:4747 V:1 T:95010 B:9 P:4747 V:1 T:95010 Total Volume: 42 Total Volume: 58
