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Date/Time: Fri, 27 Dec 2024 00:36:25 +0000
Up/Down Volume Difference By Tick With Filters
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| [2016-04-07 17:44:39] |
| User15378 - Posts: 45 |
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Hi there, if anyone has a idea what the difference is between data options int he settings of the following: Up/down volume Ask/bid volume i see it makes slight changes but curious to see the difference. Thanks very much |
| [2016-04-07 20:16:31] |
| bjohnson777 (Brett Johnson) - Posts: 284 |
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They are similar. The reason I switched to "Ask/Bid Volume" as default was that "Intraday Data File Compression" breaks "Up/Down Volume" if it is used. http://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php#HistoricalBidAskVolume Bid Volume and Ask Volume represent the volume actually traded at the Bid or Ask respectively.
I also found another reference in the docs that should apply mentioning at bid price or lower and at ask price or higher. And quick add from the programming docs: Down Volume: This array contains the total volume of trades for the bar where the trades occurred at a lower price than the trade before or the symbol traded at the same price as before and previously it traded down.
Up Volume: This array contains the total volume of trades for the bar where the trades occurred at a higher price than the trade before or the symbol traded at the same price as before and previously it traded higher.
Date Time Of Last Edit: 2016-04-07 20:26:28
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| [2016-04-08 16:25:24] |
| User15378 - Posts: 45 |
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Thanks very much for the info cheers!
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