Negative volume numbers ?
Negative volume numbers ?
Guys, please explain to me why there are negative values for the ask volume numbers in some rare cases ?
Re: Negative volume numbers ?
Hi Snejkane,
Please provide the symbol and dates that you are seeing these negative volumes for and any other information relevant to reproducing the issue.
Thanks.
Please provide the symbol and dates that you are seeing these negative volumes for and any other information relevant to reproducing the issue.
Thanks.
Re: Negative volume numbers ?
There are some negative volume numbers on the EURJPY cross at 2008-02-06 from about 19:35 to 20:47 UTC .
Thanks in advance.
Thanks in advance.
Re: Negative volume numbers ?
Hi - we have done the following and see no negative numbers:
1) Right-click EURJPY->Export to File with settings:
Date: 8 Feb 2008
Timezone: UTC
Timeframe=Tick
Format=Pre-defined Generic tick format
2) Loaded the data into Excel and checked for negative bid/ask volumes. None can be found for that day.
Please note there are many options to export and view volume information and it would help us answer your question more promptly if you provided more details including:
a) What specific options are you selecting in Tickstory (eg. Export to MT4? Export to File? View data?)
b) What specific parameters are you using to export/view data - date range, time-frame, etc?
c) Which application you are using to see this negative volume data - MT4? Excel? A screenshot would be very helpful.
d) At least two specific times where this negative volume occurs (for eg. if you are referring to specific tick, the specific timestamp could be "20080208 18:56:06:949").
Thanks.
1) Right-click EURJPY->Export to File with settings:
Date: 8 Feb 2008
Timezone: UTC
Timeframe=Tick
Format=Pre-defined Generic tick format
2) Loaded the data into Excel and checked for negative bid/ask volumes. None can be found for that day.
Please note there are many options to export and view volume information and it would help us answer your question more promptly if you provided more details including:
a) What specific options are you selecting in Tickstory (eg. Export to MT4? Export to File? View data?)
b) What specific parameters are you using to export/view data - date range, time-frame, etc?
c) Which application you are using to see this negative volume data - MT4? Excel? A screenshot would be very helpful.
d) At least two specific times where this negative volume occurs (for eg. if you are referring to specific tick, the specific timestamp could be "20080208 18:56:06:949").
Thanks.
Re: Negative volume numbers ?
| am sorry, but it seems that some misunderstanding has occurred. I meant 06 (the sixth) of February 2008 not 08 (the eight) in my example. Thanks again.
- cap2.PNG (3.66 KiB) Viewed 14792 times
Re: Negative volume numbers ?
Hi Snejkane,
Thank you for the additional information - it helped us to quickly reproduce the issue you're having.
We have cross-checked the information from the export with that of Dukascopy's official export (from http://www.dukascopy.com/swiss/english/ ... historical) and it also has the same negative 'Ask volumes'. Given that the issue appears to be with the Dukascopy data, we will have to assume that there is some anomaly that perhaps they will correct in the future. Until then, the best way forward may be to filter the negative volumes in Excel.
Hope this helps.
Thank you for the additional information - it helped us to quickly reproduce the issue you're having.
We have cross-checked the information from the export with that of Dukascopy's official export (from http://www.dukascopy.com/swiss/english/ ... historical) and it also has the same negative 'Ask volumes'. Given that the issue appears to be with the Dukascopy data, we will have to assume that there is some anomaly that perhaps they will correct in the future. Until then, the best way forward may be to filter the negative volumes in Excel.
Hope this helps.