Support Board
Date/Time: Sun, 22 Dec 2024 09:17:44 +0000
Post From: Accurate NYSE TICK Data
| [2015-07-29 15:00:44] |
| User228426 - Posts: 14 |
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SC, I'm sure this entire post is increasingly annoying as you have many things you consider much more important on your development plate! Sorry for that! I'm sure the Tick is doing what you have programmed it to do. You are obviously an extraordinarily talented group. FYI: The ES opened basically flat this morning. The open was 1.25 points above the settlement. The eSignal Tick showed a quiet open close to 0. The eSig Tick first 5m bar O/H/L/C was approx. 0/+60/-300/+20, the SC TICK-NYSE O/H/L/C was +64/+260/-126/+191 and the TICKBA-NYSE O/H/L/C was +603/+782/+360/+420. The most noticeable thing about the numbers in the previous paragraph is how weird the TICKBA-NYSE numbers were for a flat/quiet opening. They were WAY OFF what you would expect for a flat open! Summary: It seems the 09:30 RTH TICK-NYSE open and early trade, needs fixing to reflect the opening of individual stocks, relative to the previous day's settlement. And the extremes are more muted than all the Tick indexes I and many others observe. My biggest concern is the open. Second is the extremes. Third, not sure I can trust an index created by using the Bid/Ask because it looks better sometimes and then is way, way, off this morning. Thanks again for your efforts. |