Vol problem .. 2,403,005,504 shares traded on aapl in 10min  [SOLVED]

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KhaosTrader
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Vol problem .. 2,403,005,504 shares traded on aapl in 10min

Postby KhaosTrader » 10 Sep 2012

I am getting insane volume readings..

Enclosed is an aapl chart 10 minute, where at 15:40 on 9/6/2012 there were shares traded.

Screenshot enclosed.
crazyVolume.png
(83.13 KiB) Downloaded 803 times

I also have the following questions:

1) it seems that in minute charts, hourly, and daily, up volume has values, down volume does not. However Tick Data has up and down volume... is that going to be fixed in version 8.1?

2) is it possible to "manufacture" minute bars from tick bars such that I can get minute bars with proper up volume and down volume?

KhaosTrader
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Re: Vol problem .. 2,403,005,504 shares traded on aapl in 1

Postby KhaosTrader » 10 Sep 2012

NT Posts the volume correctly...
NinjaOkVol.png
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Henry MultiСharts
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Re: Vol problem .. 2,403,005,504 shares traded on aapl in 1  [SOLVED]

Postby Henry MultiСharts » 10 Sep 2012

KhaosTrader, this issue has been already confirmed and fixed.
Attached are the hotfix files that should be installed on MultiCharts 8.0 Release.
Here is how to install an updater.

You need to reload the chart once the updater is installed.
Attachments
MC_IQ_80x64.zip
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MC_IQ_80.zip
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(884.06 KiB) Downloaded 166 times

KhaosTrader
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Re: Vol problem .. 2,403,005,504 shares traded on aapl in 1

Postby KhaosTrader » 10 Sep 2012

Ok thanks that fixed it.

By the way, in ver 8.1 are you guys going to include time and sales ? we can use that for indicators and strategies, it really would be good to have that.

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Henry MultiСharts
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Re: Vol problem .. 2,403,005,504 shares traded on aapl in 1

Postby Henry MultiСharts » 10 Sep 2012

By the way, in ver 8.1 are you guys going to include time and sales ? we can use that for indicators and strategies, it really would be good to have that.
There is no ETA for Time and Sales yet. It will not appear in MC 8.1

KhaosTrader
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Re: Vol problem .. 2,403,005,504 shares traded on aapl in 1

Postby KhaosTrader » 10 Sep 2012

Ok well, I hope time and sales comes soon..

I deleted my old data, and it refilled, on the current bar it shows up vol and down vol, but the prior bars only hold up vol. is there a way to keep up and down vol both? for past bars?

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Henry MultiСharts
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Re: Vol problem .. 2,403,005,504 shares traded on aapl in 1

Postby Henry MultiСharts » 10 Sep 2012

I deleted my old data, and it refilled, on the current bar it shows up vol and down vol, but the prior bars only hold up vol. is there a way to keep up and down vol both? for past bars?
Up and down volume are provided and stored for realtime data only.
For minute-based and daily-based resolutions all historical total volume is recorded to the data base as total volume and is also recorded as up volume. Down volume is empty.
You can find more information in the corresponding Wiki article.


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