Thanks. Backfill of portfolio - that gets very tricky since you have to reconsile intraday data of multiple symbols with varying start/end times (possibly). As for start/end time of the portfolio chart, you can assign the time frame to it and set it to not show pre/after hours data. That should do the trick Market Profile - will see.
Is it possible to capture BID SIZE/ASK SIZE on the "Raw Data Time & Sales"? I've see that it's available on the streaming, at least somewhat (ie. I am able to capture it off the stream). Anyway, just curious. Perhaps some of the other feeds do not capture BID SIZE/ASK SIZE events... Regards, MAK!
Thanks for that reply j_medved Yes the ability to alter the timeframe is a lovely feature and I can see the compexity of backfill................but someone will do it I am sure. I have noticed the pre/after hours feature too. What I was thinking of was the ability to start the chart at the moment I trade the basket and then use the timeframe feature to manage the trade. What I mean is that I dont want history and the alter timeframe feature will only use the data on the chart which could run for many days, or only a few hours. I didn't mean this as a suggestion.........only as a means to try to explain how I have found these things helpful to me. anyhow, a nice product that will help me along the way. xs
I see. What I mean is that I presume that the T&S is populated via volume update events. Thus, every volume update event would always be a tick event. Would simultaneously recording the bid size and ask size ONLY at the point that there is a volume update event still drastically increase the memory usage? Net net, on the Raw Data T&S, it still would be the same exact amount of rows of data, but with 2 additional columns. I agree that capturing every bid size ask size update event is costly but my inquiry is the recording of bid size and ask size at each tick just as bid and ask are recorded and displayed for each tick on the "Raw Data T&S". Just a wish item. If no go, that's ok too... Kind Regards, MAK!
I have a question about the: Price by Volume Graphic. I have taken the tick/Time and Sales (not sure which if any of these it is) for a days trading using data export function and asked in Excel for the "Mode".............the calculation of the mode price seems to match the longest bar (POC) on the PbV Graphic. Can anyone confirm that this is the way QT calculates the price which has the highest volume during the day? (as displayed with the longest line in the PbV graphic......or is it VbP Thanks xs
It is VbP - and the highest volume during the day is just that - the price range in which the highest volume trading occurred. There is no "way" to calculate it, it just is....
Thanks terr my own observations seemed to suggest that the price indicated in the graphic = the price that was used/hit the most during the day. I have not tested to see if the price indicated on the graphic was the price which had the most volume during the day. Both methods of calculation should have the price at very similar levels, I know. I just want to get Excel to do this calculation, along with others (to save flicking between QT for the number and back to Excel.) I am using this PbV as a "proxy" for the PRICE based POC which is not (yet?) available in QT (or anywhere else at a reasonable cost that I know of.) PRICE based POC is superior (in my opinion) and also (I think) the way that the creator......Peter Steidlmayer originally designed it and displayed it for traders. I think he tested it against volume too and found both methods to give similar price results. I prefer PRICE based POC.......that's all thanks xs
Can anyone help? I am trying to get chart of the mini-size dow ($5 per pt ecbot) with QT.........and am struggling. I have tried many combinations i.e. YM Dec05 YM Dec 05 ect. etc. I am using IB data as the feed and the symbol YM is all that is needed to display price info in IB. thanks xs
you must specify the exchange. Enter the symbol like this: ECBOTYM DEC 05 NOTE: 3 spaces after YM, 1 space after DEC. If entering symbols via "Add Symbol" dialog box or WatchList, surround it with single quotes.