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Date/Time: Mon, 23 Dec 2024 01:14:45 +0000



Whats the meaning of BV/AV for TICK ?

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[2015-01-09 01:18:27]
maxima120 - Posts: 144
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
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
[2015-01-09 19:47:03]
Sierra Chart Engineering - Posts: 104368
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
[2015-01-09 19:48:26]
Sierra Chart Engineering - Posts: 104368
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
....
Date Time Of Last Edit: 2015-01-12 16:55:57
Attachment Deleted.
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[2015-01-12 16:55:31]
maxima120 - Posts: 144
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.
what it has to do with TICK?
--------------------
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.
what does it mean exactly?

Date Time Of Last Edit: 2015-01-13 03:28:58
[2015-01-13 09:21:35]
Sierra Chart Engineering - Posts: 104368
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]
Sierra Chart Engineering - Posts: 104368
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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