Excellent. Thanks Tomasz.
--- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > 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" <juliangoods...@...> > 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" <groups@> 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" <juliangoodsell@> > >> 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 > > > > > > >
