Search found 4 matches

by ron2464
Mon May 15, 2017 5:37 pm
Forum: General Discussion
Topic: 'Volume' information on Exported data
Replies: 7
Views: 14804

Re: 'Volume' information on Exported data

Sorry if I'm repeating myself, but I did export the data as 1 minute bars (including the bid/ask prices), but the bid/ask prices in the exported file were all the same values...see previous post. So what I was asking is, "If I want to export 1 minute bars with the correct bid/ask prices, should I ex...
by ron2464
Sat May 13, 2017 1:22 pm
Forum: General Discussion
Topic: 'Volume' information on Exported data
Replies: 7
Views: 14804

Re: 'Volume' information on Exported data

So to clarify, am I right in thinking that if I want to export 1 minute bars with their correct bid and ask prices, then I will need to export the data as tick data, and then create the 1 minute bars myself?
by ron2464
Fri May 12, 2017 6:21 pm
Forum: General Discussion
Topic: 'Volume' information on Exported data
Replies: 7
Views: 14804

Re: 'Volume' information on Exported data

OK, thanks for the feedback, but as there are too many decimal places to be fractions of a million, I'll assume that they are rounding errors. With regards to the bid and ask values, I have just exported all 1 minute bars for the GBP/USD between 01/01/2008 and 01/03/2008, and all ask prices are the ...
by ron2464
Mon May 08, 2017 5:54 pm
Forum: General Discussion
Topic: 'Volume' information on Exported data
Replies: 7
Views: 14804

'Volume' information on Exported data

Hi, I have just downloaded TickStory and have exported data to a file. The volume data doesn't look as I would expect, so I have had a look on-line and the general consensus would appear to be that the volume is expressed in millions. Now, this would be fine, but the values don't seem to match this,...