jxz1995
-Interested User-
Posts: 24
Joined: Jan 9, 2006
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Posted: Aug 30, 2007 01:41 PM
Msg. 1 of 4
Hi Support,
I found an issue for the volume for your GOOG Minute 1 bars.
I list the only 13:51 ticks and Minute 1 bar here. Others have some issue. I got them both from DTN History info. The volume is 2000 for the bar, however it is supposed to be 2300 from the tick sizes.
Bar 2007-08-30 13:52:00,512.3300,512.1300,512.2500,512.3300,1624449,2000
Ticks 2007-08-30 13:51:58,512.3300,500,1756318,512.2900,512.3300,1046196,0,0 2007-08-30 13:51:56,512.3000,100,1755818,512.1600,512.3000,1046042,0,0 2007-08-30 13:51:56,512.3000,100,1755718,512.1600,512.3000,1046040,0,0 2007-08-30 13:51:56,512.2900,100,1755618,512.1600,512.3000,1046038,0,0 2007-08-30 13:51:56,512.2900,100,1755518,512.1600,512.3000,1046016,0,0 2007-08-30 13:51:53,512.2800,100,1755418,512.1600,512.2900,1045818,0,0 2007-08-30 13:51:26,512.1400,100,1755318,512.1300,512.3100,1044692,0,0 2007-08-30 13:51:24,512.1400,100,1755218,512.1300,512.3200,1044665,0,0 2007-08-30 13:51:24,512.1300,100,1755118,512.1300,512.3100,1044656,0,0 2007-08-30 13:51:17,512.1500,100,1755018,512.1300,512.3100,1044356,0,0 2007-08-30 13:51:11,512.1700,100,1754918,512.1300,512.3100,1044033,0,0 2007-08-30 13:51:11,512.1800,100,1754818,512.1700,512.3200,1044006,0,0 2007-08-30 13:51:08,512.2200,100,1754718,512.1700,512.3300,1043840,0,0 2007-08-30 13:51:04,512.2900,100,1754618,512.1300,512.3100,1043432,0,0 2007-08-30 13:51:04,512.2600,100,1754518,512.1300,512.2900,1043380,0,0 2007-08-30 13:51:04,512.2600,100,1754418,512.1300,512.2600,1043333,0,0 2007-08-30 13:51:03,512.2500,100,1754318,512.1300,512.2600,1043084,0,0 2007-08-30 13:51:03,512.2500,100,1754218,512.1300,512.2600,1043009,0,0 2007-08-30 13:51:03,512.2000,100,1754118,512.1300,512.2600,1042997,0,0
Could you advise on it? As my software calculate the vol based on the ticks.
Thanks.
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