Hi, This is a little sample of my ES historical data file, recorded from a paper trading account:
121310,173258,-10.15,1239.625,141 121310,173259,-10.22,1239.625,4 121310,173300,-10.14,1239.625,1 121310,173301,-4.54,1239.375,230 121310,173302,-3.02,1239.375,175 121310,173303,-3.26,1239.375,0 121310,173304,-3.36,1239.375,1 121310,173305,-3.61,1239.375,9 Last column is the Volume, but I don't know at all how to interprete it. Does it mean the number of active trades for this second snapshot? Are this values accurate? Thank you, Victor -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
