Have a quick look to make sure you are not double counting vol or data ... I don't have a file in front of me but from memory they trades have a ref number or order number .... I'm not certain but I think a trade for 10000 as a buy might be corrected as a sell the next day, so both orders should be cancelled for a 5 star database.
--- In [email protected], "brian_z111" <brian_z...@...> wrote: > > I guess we are better off to trust the ASX file .... so if we assume > their corrections are spot on, and you enter all clean 24 hour data > by date (sounds like you have done that) then just use AB's built in > database settings >> intraday settings to view 24 hours or market > hours only ... this works fine for me and you can have the best of > both worlds. > > > > gawk and bash under cygwin, i can send the scripts to you if you are > > interested. > > Thanks that would be good - might help me with my programming > education. > > brian_z111|asat|yahoo.com > > Interesting example in the US, last night, of how the goal posts are > shifting .... formerly a daily bar was market hour data only and > nothing else mattered. > > Citigroup (C) traded up from 3.48 to 4.52 in overnight trading ... > then drifted a bit to open at 4.29 and then traded sideways during > market hours to finish at 4.17 > > This only happens in the hot US stocks but it changes the meaning of > daily bars. > > C is in the top ten US stocks for vol at the moment and this is where > the O'nite action seems to happen. > > (one the US opens this list will be populated with high vol stocks) > > http://finance.yahoo.com/actives?e=us > > The open gap on the intraday chart was actually o'nite trade. > > http://finance.yahoo.com/q/bc?s=C&t=5d > > > > --- In [email protected], "elegalpublishing" > <mark.a.brand@> wrote: > > > > 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 > > >
