Tick Volume ?

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Tick Volume ?

Postby frAnton » Sun Sep 04, 2011 10:23 am

Hi there,

Is it possible you split tick's Volume field to the two fields VolumeBuy and VolumeSell which would represent the number of ticks happened in the Buy and in the Sell direction respectively?

thanks,
Anton.
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Re: Tick Volume ?

Postby Apprentice » Sun Sep 04, 2011 5:01 pm

If I understand your request.
Unfortunately not.

We have data on total Tick Volume.
Not the Up and Down Tick Volume, separately.

I suggested something similar a few months ago.
No not know at what stage this is.
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Re: Tick Volume ?

Postby frAnton » Mon Sep 05, 2011 11:15 am

Apprentice wrote:If I understand your request.
Unfortunately not.

Hi Apprentice,

Thank you for the answer, yes this is exactly what I meant.
I just cannot find a way of using the Tick Volume without knowing the Up and Down tick volumes separately.

thanks,
Anton.
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Posts: 74
Joined: Tue Apr 05, 2011 11:41 pm
Location: California


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