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| Discuss Tick data & T&S at the Derivatives within the Traderji.com - Discussion forum for Stocks Commodities & Forex; Hi, I had doubts regarding difference between Time & sales & ticks i.e. is the ... |
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#1
4th February 2008, 10:56 PM
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Tick data & T&S
Hi,
I had doubts regarding difference between Time & sales & ticks i.e. is the time & sales data the same as individual ticks with just Bid/Ask price added to show whether trade took place above/below ask/bid. Attached is todays Nf tickdata till 11 AM that i got from PIB. One more request ,those using esignal or quotecentre can they please confirm that this data is same as theirs i.e. exact. I want to make an excel program to calculate volume in specific intervals i.e no. of contracts traded between 5440-5442 for the whole day & like this for the whole trading range from the low to High of day divided into 2 pt intervals, can some excel guru point me in right direction Thanks naveen 
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#2
4th February 2008, 11:47 PM
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Re: Tick data & T&S
Hi Naveevia... don't know is this can help u .. but u can take a look....plz follow this link
http://baankebihari***************/s...max-results=15 In excel Sunil Surjane can also help u.... u an ask him on his blog.. timamo*************** happy trading chintan
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#3
4th February 2008, 11:48 PM
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Re: Tick data & T&S
the link i pasted on Traderji is not working from this site.. wht I do..??
chintan
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#4
24th April 2008, 12:15 AM
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Re: Tick data & T&S
In ODIN there is a facility called TICK WATCH which lets u watch every tick with a specified condition e.g candition can be (if LTQ>= 10) so if this condition is staisfied then trades will be shown, for Nifty futures this will always be true , whereas for MCX contracts this means 10 lots & above trades will be shown. So again my question is
IS TICK DATA & TIME & SALES SAME THING? cmon seniors Plz guide Naveen
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