NYSE TICK Data (with OEC)  [SOLVED]

Questions about MultiCharts and user contributed studies.
TonyB

NYSE TICK Data (with OEC)

Postby TonyB » 06 May 2011

Does anyone have this data from OEC on their MCDT? I contacted OEC via chat before they closed for the weekend and was told "$TICK" should do it, but it does not. I now wonder if it included data... Thanks.

TonyB

Re: NYSE TICK Data (with OEC)

Postby TonyB » 07 May 2011

It is possible, it seems only for those who also have an equity account with OEC, which I do thankfully:

I got this response from another forum:

http://www.bigmiketrading.com/open-e-cr ... post118527

Tresor
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Re: NYSE TICK Data (with OEC)

Postby Tresor » 07 May 2011

Note OEC may be filtering ticks heavily. I tested this data feed once and its quality was doubtful. I suggest you run some tests done by O66, described in this thread viewtopic.php?f=1&t=8446

TonyB

Re: NYSE TICK Data (with OEC)

Postby TonyB » 08 May 2011

Tresor, thank you.

Upon setting-up an account with OEC, they said that their data was unfiltered. Maybe they didn't mean for something like this though...

I thought I had a solution, but after reading that thread, it doesn't sound like it now. I unfortunately have little time to perform any tests, at least for a while. I will contact OEC to get their take though.

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Re: NYSE TICK Data (with OEC)

Postby Tresor » 08 May 2011

Tresor, thank you.

Upon setting-up an account with OEC, they said that their data was unfiltered. Maybe they didn't mean for something like this though...

I thought I had a solution, but after reading that thread, it doesn't sound like it now. I unfortunately have little time to perform any tests, at least for a while. I will contact OEC to get their take though.
I suggest you run tests first (which will take not more than 5 minutes) and then get in touch with OEC if you find their data feed faulty.

Guest

Re: NYSE TICK Data (with OEC)

Postby Guest » 09 May 2011

Well, without going into much detail, I currently don't have OEC access as my free trial ended over the weekend, and while my funding was received last week, my new login is not working at the moment. Hope to have it resolved soon, but I'll be on travel a lot though...

I joined the OEC forum today and posted a question there on this topic. It awaits moderation before being published. I'll share what is said and once my new account is working, I will try that test. Thank you.

TonyB

Re: NYSE TICK Data (with OEC)

Postby TonyB » 09 May 2011

I got this response on the OEC forum:

OEC does not filter tick data, we stream data to our clients as it comes to us directly from the exchange. Tick data (data plotted based on trades filled at exchange) is not the same as $TICK data, as defined by the following page http://www.daytradingit.com/tick.html.

The following symbols are $TICK, offered by optionsXpress if you have a funded equity account for OEC Trader:
TICKA: AMEX TICK
TICKN: NYSE NET TICK
TICKQ: NASDAQ COMB. NET TICK

========

The link provided above is currently down so I cannot see the definition.

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Re: NYSE TICK Data (with OEC)

Postby Tresor » 09 May 2011

OEC does not filter tick data, we stream data to our clients as it comes to us directly from the exchange.
If you believe that people say truth, the whole thruth and nothing but the truth, you can leave their answer as it is. However if you are an inquisitive sort of a guy you may choose to the small test I suggested and come to your own conclusions.

A screenshot from 2 years ago attached. From my past test it flows that OEC reports correct volume in their Quotes (1,331,230 contracts), but uses filtered tick data in their Charts (3,330,459 contracts). Sometimes they filter their data so unreliably* that filtered tick data reports more ticks than unfiltered one.

* normally you would expect that filtered data feed will report less ticks than unfiltered ticks.
Attachments
Multicharts with OEC data.png
Multicharts with OEC data.png (104.39 KiB) Viewed 1368 times

Tresor
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Re: NYSE TICK Data (with OEC)

Postby Tresor » 09 May 2011

And another one.
Attachments
US energies volume.png
US energies volume.png (107.05 KiB) Viewed 1340 times

TonyB

Re: NYSE TICK Data (with OEC)  [SOLVED]

Postby TonyB » 09 May 2011

If I blindly believed everything I heard, I wouldn't be inquiring as I am...

As I think I said earlier, I do not have OEC access at the moment. My trial ended over the weekend and new, funded account login is not getting me access. I'll sort it out soon...

If interested in this exchange, or chiming-in, here you go:

http://www.openecry.com/forum/index.cfm ... opicID=146


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