Difference between revisions of "Up, Down and Total Volume"
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(Created page with "There are three ways to get volume values for data series into MultiCharts: * Historical volume is provided by data vendor. * Volume is imported from ASCII file. * Volume is c...") |
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Historical volume provided by a supported data vendor in MultiCharts is displayed depending on the type of data (see [[Tick, Minute and Daily Data]]): | Historical volume provided by a supported data vendor in MultiCharts is displayed depending on the type of data (see [[Tick, Minute and Daily Data]]): | ||
| − | * Historical tick volume.<br>In most cases supported data sources in MultiCharts provide only historical '''total''' tick volume, no up and down volume. For tick-based | + | * Historical tick volume.<br>In most cases supported data sources in MultiCharts provide only historical '''total''' tick volume, no up and down volume. For tick-based resolutions all historical total volume is divided by 2 and allocated to up and down volume. |
| − | * Historical minute and daily volume.<br>In most cases supported data sources in MultiCharts provide only historical '''total''' tick volume, no up and down volume. For minute-based and daily-based | + | * Historical minute and daily volume.<br>In most cases supported data sources in MultiCharts provide only historical '''total''' tick volume, no up and down volume. 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. |
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==Volume is imported from ASCII file== | ==Volume is imported from ASCII file== | ||
| − | When data is imported from ASCII a customer has | + | When data is imported from ASCII a customer has opportunity to import all kinds of volume: up, down and total volume. |
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==Volume is calculated in real-time by MultiCharts== | ==Volume is calculated in real-time by MultiCharts== | ||
MultiCharts calculates volume in real-time and allocate it into up and down according to the following logic: | MultiCharts calculates volume in real-time and allocate it into up and down according to the following logic: | ||
| − | * If a new tick comes with higher than | + | * If a new tick comes with higher than previous price, the volume is recorded as up volume. |
| − | * If a new tick comes with lower than | + | * If a new tick comes with lower than previous price, the volume is recorded as down volume. |
| − | * If a new tick comes with the same as | + | * If a new tick comes with the same as previous price, the volume is recorded either to up or to down volume depending on what was the last recorded volume.<br><div style="background-color: #E5F6FF;">'''Example''': If a new tick comes with higher than previous price and volume is recorded as up volume, and then another tick comes with the same as previous price, the volume is recorded also to up volume.</div> |
[[Category:QuoteManager]] | [[Category:QuoteManager]] | ||
Latest revision as of 13:28, 22 October 2012
There are three ways to get volume values for data series into MultiCharts:
- Historical volume is provided by data vendor.
- Volume is imported from ASCII file.
- Volume is calculated in real-time by MultiCharts.
Historical Volume Provided by Data Vendor
Historical volume provided by a supported data vendor in MultiCharts is displayed depending on the type of data (see Tick, Minute and Daily Data):
- Historical tick volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. For tick-based resolutions all historical total volume is divided by 2 and allocated to up and down volume. - Historical minute and daily volume.
In most cases supported data sources in MultiCharts provide only historical total tick volume, no up and down volume. 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.
Volume is imported from ASCII file
When data is imported from ASCII a customer has opportunity to import all kinds of volume: up, down and total volume.
Volume is calculated in real-time by MultiCharts
MultiCharts calculates volume in real-time and allocate it into up and down according to the following logic:
- If a new tick comes with higher than previous price, the volume is recorded as up volume.
- If a new tick comes with lower than previous price, the volume is recorded as down volume.
- If a new tick comes with the same as previous price, the volume is recorded either to up or to down volume depending on what was the last recorded volume.Example: If a new tick comes with higher than previous price and volume is recorded as up volume, and then another tick comes with the same as previous price, the volume is recorded also to up volume.
