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144 tick charts
- Thread starter lgc
- Start date
Quote from lgc:
I mean, who does the "throttiling" or "bundling", my software or my data provider?
Data providers supply different data and this doesn't make much difference in a time chart but tick charts can be very different.
That is because some send all the tick data and some send sampled data.
Having sampled data can be a good thing if your software can't cope with the torrent of data at a news release. So someone looking at a tick chart from IB's data will have a different tick setting from someone using eSignals' data.
If you knew the conversion factor between the data providers the charts would look much the same.
I missed the question a few pages back, but yes, data comes from the exchanges and your software produces the time charts.
The thing is that the CME began bundling its ticks, so the data that it sends is now different. Your software will still produce 144 ticks, but they won't be what they used to be.
This will affect future, not sure about stocks.
Other things such as premium numbers, or trin are all computed by your software, these do not come from the exchange.
The thing is that the CME began bundling its ticks, so the data that it sends is now different. Your software will still produce 144 ticks, but they won't be what they used to be.
This will affect future, not sure about stocks.
Other things such as premium numbers, or trin are all computed by your software, these do not come from the exchange.