Thanks Tomasz, I'll look into it a bit more. Can you tell me though are there two separate sets of information coming from eSignal? One for bar/volume data and one for Time & Sales?
Regards, Julian. --- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > 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" <juliangoods...@...> > 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 > > > > > > >
