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Direct MessagesDate/Time: Thu, 02 May 2024 03:23:01 +0000
Whats the meaning of BV/AV for TICK ?
View Count: 1637
| [2015-01-09 01:18:27] |
| maxima120 - Posts: 144 |
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when I look into TICK-NYSE data editor record by record. I see that its granularity is 1s and these OHLC data. Which is as expected. But it also has number of trades, volume and bid/ask volume. Could you please explain these in details? Thank you |
| [2015-01-09 10:19:26] |
| maxima120 - Posts: 144 |
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actually.. what i really was going to say is that - is it possible to store actual number of up/down ticks in the BV/AV ? you are filling these properties anyway. why dont you fill it with useful information? please put it into your dev plan. it will mean world to me! thanks! P.S. apparently only e-Signal does this.. you can beat them.. its 5 min job ;) Date Time Of Last Edit: 2015-01-09 16:38:42
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| [2015-01-09 19:47:03] |
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The update frequency is twice a second minimum but can be more if necessary. Every update is considered a volume of 1. How bid volume and ask volume would be set for those is explained here: http://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php#Definitions Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-01-13 03:29:13
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| [2015-01-09 19:48:26] |
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is it possible to store actual number of up/down ticks in the BV/AV ? In the case of these market statistics, this is how it should be working now.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-01-09 20:21:40] |
| maxima120 - Posts: 144 |
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....
Date Time Of Last Edit: 2015-01-12 16:55:57
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Attachment Deleted. Attachment Deleted. |
| [2015-01-12 16:55:31] |
| maxima120 - Posts: 144 |
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Ok.. lets take it one by one then you said: The update frequency is twice a second minimum but can be more if necessary. Every update is considered a volume of 1.
How bid volume and ask volume would be set for those is explained here: http://www.sierrachart.com/index.php?page=doc/doc_NumbersBars.php#Definitions I looked in that document it says: Bid Volume / Bid Trade Volume: This is the sum of all traded volume , not the number of trades, rather the number of contracts or shares traded, for a Numbers Bar price level or for period of time, that were Bid Trades. 9.Ask Volume / Ask Trade Volume: This is the sum of all traded volume , not the number of trades, rather the number of contracts or shares traded, for a Numbers Bar price level or for period of time, that were Ask Trades. -------------------- further you said: is it possible to store actual number of up/down ticks in the BV/AV ?
In the case of these market statistics, this is how it should be working now. Date Time Of Last Edit: 2015-01-13 03:28:58
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| [2015-01-13 09:21:35] |
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We are in the process of updating the SC Market Statistics documentation to answer the questions.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-01-14 04:18:02] |
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The documentation is now updated: Sierra Chart Market Statistics: Calculations and Algorithms Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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