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Date/Time: Wed, 01 May 2024 10:25:05 +0000



Post From: Accurate NYSE TICK Data

[2015-07-28 18:46:48]
User228426 - Posts: 14
This is a follow up post to posts 17, 19 and 21.

The attached PNG shows the eSignal Tick, SC TICK-NYSE and the SC TICKBA-NYSE for today's morning session.

The ES opened 7.25 points above yesterday's settlement. The eSignal Tick first 5m bar, opens below 0 and then has a high around 750, showing the strength of the NYSE stocks first trades.

The first SC TICK-NYSE 5m bar opens around 0, with a high around 90. The first SC TICKBA-NYSE 5m bar opens below 0 around -200, with a high around -100. Both SC ticks completely miss the strength of the higher open in stocks, especially the TICKBA.

As well, the SC consistently plots lower extremes. The bar labeled with the number 2 shows highs of approx. +1200 (eSig), +870 (TICK-NYSE) and +950 (TICKBA-NYSE).

Finally, the SC ticks seem to update more often than the eSignal tick which is good. Could this result in lower extremes? I don't know. Just pointing this out.

The biggest issue for me is how the SC ticks perform at the open and the first 10 to 15 minutes.

Thanks for reading this! I would love to use SC only but the way I like to trade the open makes this difficult with SC only.
imageNYSE TICK COMPARISON 2015 07 28.PNG / V - Attached On 2015-07-28 17:58:47 UTC - Size: 145.62 KB - 671 views