They will be soon - just heard this: Sent: Monday, January 22, 2007 10:41 AM Subject: RE: Constant Range bars Thank you for the interest. Range bars will be coming in the next version of eSignal and will be entered as something such as .25R or 1R. We'll be starting an external beta for this release in the next week or so and you can take a look at that point or wait until we have a final release 4 to 6 weeks later. Thank you, Todd Pellizzer | Senior Product Manager | www.esignal.com eSignal, a division of Interactive Data Corporation
With tick charts you can see if the ticks where made up of big or small average trade size. All you need to do is put volume bars on the bottom of the chart. The volume on a tick charts will have smaller variance than time based charts, but you can still see the same type of volume patterns.
I work for a tech firm here in NJ that researches data and this statement isn't correct. GLOBEX manually groups and fragments transactions before they are released. There is no accuracy as to the trade size based on the tick data they release.
Since the 2009 chance it's not as accurate but if even with trades slip based on the bidder or offerer you will still end up with higher avarge volume with bigger avarge trade size.