How to get the trade volume from a tick-count chart?
Posted: Aug 11 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?
Hi HaeRim,
I don't think there is a solution just yet.
I similarly asked the same question here:
http://forum.tssupport.com/viewtopic.php?p=12171
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:
http://forum.tssupport.com/viewtopic.php?t=4311
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:
http://forum.tssupport.com/viewtopic.php?p=16835#16835
Sorry I am not much help,
Bob Perry
Los Altos, CA