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Open Feature request MC-2012

UpVolume and DownVolume fields for tick resolution ASCII Data Import
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Description

When generating renko bars using tick data, it is very useful to have both UpVolume and DownVolume information, but the QuoteManager currently doesn't allow import of these two fields, and instead only allows to import Volume.
So the current renko bars generated from tick data can only show Up/Down volume by concatenating the entire bar's ticks' volumes, which is very imprecise.

Steps to reproduce this issue

The sample data I have attached shows UpVolume for up ticks and DownVolume for down ticks. So if these fields could be imported as such, it would add a lot more precision to the final bars.

Comments (1)
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#0
user-offline.png Chris (yuechenz)
Feb 23, 2016 - 15:22

symbol, date, time, trade direction, open interest, Last price, UpVolume, DownVolume

History
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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
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