Suspicious "BidPrice, AskPrice, BidVolume, AskVolume" Output

[imported_tickstoryParticipant November 22, 2013 at 8:21 am Post count: 1479]

#19513

Hi Evveric,

Thanks for your post. In answer to your questions:

1) I can see from your export that you are exporting 1-minute data yet you are trying to print out values for tick data. This doesn’t work – if you select a bar format, you can only use field pertaining to the bar – Open, High, Low, Close, etc. The other tick-based tokens such as ‘AskVolume’ will not give the correct values unless you’re exporting ticks (and similarly if you are exporting ticks, the bar-based fields will not have the correct values).

2) Yes, daylight savings is supported for the NY timezone as indicated on the export screen. The NY time-zone is essentially a copy of the “Eastern Standard Time” time-zone and with a 2-hour shift from UTC.

Hope this helps.

[evvericParticipant November 22, 2013 at 2:13 pm Post count: 2]

#19514

1. i c. If bid ask is not available on 1-min bar data, what type of Price does the Open High Low Close refer to?
Bid price, or ask price, or Mid price for OHLC bar data?
thx

[imported_tickstoryParticipant November 23, 2013 at 5:39 am Post count: 1479]

#19512

Hi Evveric – The OHLC currently always takes the bid price to construct the bar data. We will make this configurable in the future so you can choose either.

Regards.

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