Up, Down and Total Volume

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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.