Hi Brian: Thanks a lot for your response, its good because you made me actually count the out of hours volume which i had not actually done prior. As you found it is about 2% which I can live with.
<snip> I seem to recall adding the out of hours vol and it came to approx <2% of daily vol ... is that what you get? </snip> One example i did was 4M on 114M total volume <snip> are you massaging the data into 1 min bars before importing into AB? </snip> yes <snip> - briefly what language are you using and how are you going about it? </snip> gawk and bash under cygwin, i can send the scripts to you if you are interested. <snip> If that is what you are doing then it could be a good idea because the pre-market data contains trade corrections from previous days and I found I had to delete all of that because it wasn't palatable to AB's import method. </snip> I clean all this before import into AB. <snip> Have you successfully imported any of the data into AB in the tick format? </snip> Yes, no problems with that. This is solved for me - I will just ignore out of hours volume. Thanks again Brian. Best Regards Mark
