There are 4 different data sets from eSignal: a) realtime stream b) historical tick data (T&S) c) intraday interval data (1 minute and up) d) EOD historical data
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Julian" <[email protected]> To: <[email protected]> Sent: Wednesday, July 15, 2009 2:18 PM Subject: [amibroker] Re: Time & Sales vs Volume difference > 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 >> > >> > >> > >> > > > > > ------------------------------------ > > **** 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 > > >
