Hello, Most probably because of tick corrections/insertions/deletions:
http://forum.esignalcentral.com/showthread.php?threadid=24502 Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Julian" <[email protected]> To: <[email protected]> Sent: Wednesday, July 15, 2009 11:14 AM Subject: [amibroker] Time & Sales vs Volume difference > Studying the Time & Sales data vs the tick data from eSignal, I get different > values for ticks and volumes. > > For the SPI on the 14/7/09, I get the following volumes from these sources: > 30411 - ASX website > 30310 - T&S from AB > 28876 - AB daily volume > 28926 - eSignal daily volume > > The Time & Sales matches fairly well with that from the ASX, and AB and > eSignals match well also which makes sense. > > My question is why the volume in AB and eSignal doesn't match the Time and > Sales volume also coming from eSignal? Is the > price/volume data feed from eSignal separate to the Time & Sales feed? So AB > doesn't create ticks/bars from the Time & Sales data? > > This isn't of any major importance, just curious. > > Regards, > Julian. > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > >
