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A related question: are most strategies, saved charts, screen shots, etc in retail charting programs viewable by the software companies and their employees? I have not read whether this info. in encrypted in any way, which suggests to me that it is probably not and stored as plain text. Thanks...

qtrader and polygon, thank you both for the info.

qtrader9, Can you tell us who is currently providing the data in which you saw these errors? Providers can make errors, systematic and isolated, and users make mistakes evaluating quality, but if the provider is generally well regarded, it would be useful to know the current source. At...

Thanks MM - very helpful info. on functionality for setting band width. Still looking for reference to functionality that will allow point and click start times/dates for indicators, but I'm hopeful after reading the links you provided. Re. data, I'm currently using a Sierra Chart data feed...

ZBZB and MM, if you are using Amibroker with real time, streaming quotes, could you share which provider you decided on and the price for the service type (say equities, futures, both)? It seems that the data provider page is fairly out of date. I was able to find references to functionality...

Thanks MM. A couple of questions: - regarding "selecting the range", if I have a variable (say, "startdatetime") for the indicator, would I be able to set the value for the variable by clicking on the chart at the corresponding date/time? regarding "dragging the bands", if I have a numerical...

Thanks - I will look into it.

FYI for others that may be in a similar position: IB does not charge for incoming or outgoing transfers of futures positions. As is the case with many other instruments, the transfer is initiated with a request to the receiving broker.

Hi, Any recommendations for a platform that offers a reasonably easy way to write custom indicators where the cursor can be used to set parameters directly on the chart (for example the start date for the indicator, or a bands width), rather than manually entering dates, values, etc? Since...

Has anyone tried to transfer a partial existing position in Futures (not equities or cash) from IB to another broker? If so, did IB charge any fees for the transfer? IB's site covers how to transfer contracts into IB but no mention that I can find of fees for transferring futures contracts...

I find TWS charting cumbersome, but there are many other good charting programs from which to model. One element that has been mentioned only briefly here, but is critical for some traders, is data quality. While I understand that raw and complete tick data is important for some trading...

My concern with pfof agreements and internalization is not with fractions of a penny, but execution quality, i.e., that they may compromise my chances of getting filled when selling on the offer or buying on the bid with limit orders, which can be very costly and particularly so with options...

This statement is correct, and is why the divergence betwen bars constructed on tick and minute data would be larger for smaller volumes used in each bar. The larger the volume used in each bar, the less of a concern, e.g. say each minute is on average 1/60th of the CBV - and it is only a...

Thanks - I'll take a look at quotetracker. I would like to find a solution with several years worth of history, and though I may end up purchasing tick data and looking at smaller periods, I'd like to start by looking at my current clean data from tickdata if possible. Do you know how...

You are correct that it is not a standard construction, but your analogy is not applicable. The higher the constant volume per bar, the closer the results of using tick data and minute data. For very high volume bars, the two approaches would yield very similar results with an occasional...

Agreed that tick data will allow construction of more accurate CVBs, but the difference varies inversely with granularity. My current 1 min data base from tickdata.com cost several thousand, so I'd rather not purchase the same data in tick form. I'll take a look at IQ - Thanks.

Agreed. 1 min is the granularity of the data base I purchased, used to construct longer time frame charts. Unfortunately NinjaTrader (and Esig I think) seems to need tick data to construct constant volume bar charts, and I haven't found a good place for inexpensive tick data on the E-Mini S&P.

The volume bars would be constructed similarly to how they are with tick bars, using the High, Low and Close from each minute bar, instead of the tick price. As an example, starting at say 10 am, and constructing 100,000 share bars: 10:00 H: 25.00 L :24.90 C: 24.95 Vol 55,000 10:01 H...

I know of several charting programs that construct constant volume bars from tick data (including NinjaTrader which I use), but was wondering whether anyone knew of a charting program that will contruct constant volume bars from 1 Min. data. Thanks.

Kind of figured that it might be a joke, but was willing to play the straight man in case it wasn't. Tried IE and Chrome with Flash...no luck.