How to get the trade volume from a tick-count chart?

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How to get the trade volume from a tick-count chart?

Postby 2haerim » 11 Aug 2008

In a tick-count chart with Build Volume On to 'Tick Count', not 'Trade Volume', how can I get the trade volume for each bar?

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Postby RobotMan » 13 Aug 2008

Hi HaeRim,

I don't think there is a solution just yet.
I similarly asked the same question here:

Another issue is there is no volume info for minute based charts, I guess, because they are built by sampling the OHLC only and tick (or volume) info is just not collected. I suppose there could possibly be a programming work around by TSS, although causing larger data files, by collecting tick and volume data and then parsing into time defined increments:

I do have a solution, though it requires programming on TS support's part in a future release of MC. I proposed additional reserved words (not doing away with current volume and tick reserved words - for backward compatibility). Then you could have tick countdown on tick charts while also measuring the number of contracts traded in an indicator. I have never received any feedback about this post:

Sorry I am not much help,
Bob Perry
Los Altos, CA

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