Support Board

The difference between the Uptick volume and the Downtick volume is calculated during the creation of each bar. Uptick volume is the volume that occurred at a higher trade price than previously. Downtick volume is the volume that occurred at a lower trade price than previously. If the last trade price does not change, then it is considered an uptick if there was previously an uptick or a downtick if there previously was a downtick.

The difference between the AskVolume and the BidVolume is calculated during the creation of each bar. The definition of AskVolume is the volume of trades that occurred at the best Ask price or higher. The definition of BidVolume is the volume of trades that occurred at the best Bid price or lower. If a trade occurs between the Bid and Ask, there is a special algorithm to assign the volume either to the Bid side or the Ask side. In this case, this is based upon whether the trade is an uptick or a downtick. During the creation of a bar, the volume of trades at the Ask is accumulated and the volume of trades at the Bid is accumulated. So in this step, the current difference between total AskVolume and BidVolume for a bar is calculated the time of the trade.