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Tick Volume ?

http://fxcodebase.com/code/viewtopic.php?f=37&t=6280

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Tick Volume ?

PostPosted: Sun Sep 04, 2011 10:23 am
by frAnton
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.

Re: Tick Volume ?

PostPosted: Sun Sep 04, 2011 5:01 pm
by Apprentice
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.

Re: Tick Volume ?

PostPosted: Mon Sep 05, 2011 11:15 am
by frAnton
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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