Anyone using ESignal Datafeed for trading DAX or Eurostoxx 50 should really have a look at Ensign software (
www.ensignsoftware.com).
I was missing Tick-Volume on DAX and Eurostoxx Charts, as ESignal did not have them. But they do update the TotalVolume info with every Tick.
So I asked the developer of Ensign Software, if he couldn't recreate the missing Tick-Volume info from the TotalVolume info on Sept 1.
Here is his reply from today:
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Hi,
I have the computation of a tick volume from the change in total volume implemented for the next version I upload.
I tested with the AX U2-DT symbol which does not post a tick volume, yet does update total volume with each new tick.
Technical support should be obtained by e-mailing
service@ensignsupport.com
ESPL support should be obtained by e-mailing
kimball@ensignsoftware.com
Ensign's web site is
www.ensignsoftware.com.
Sincerely, Howard Arrington
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Hi Howard,
ESignal confirmed, that they do not provide Volume data on DAX or EUROSTOXX 50 Futures.
But they do provide a cumulative Update of the TotalVolume traded, which is updated with every Tick.
Therefore, it should be possible to create the missing Tick-Volume info simply by substracting the new TotalVolume from the prior TotalVolume. I have confirmed this by using the DDE-Link to Winros.exe in a VB6 program, recreating a Time of Sales sheet and comparing the TotalVolume at the end of the market with the TotalVolume of contracts traded as reported by the exchange.
So wouldn't it be possible to do this internally also: Like: If TickVolume Data is missing then use TotalVolume instead and create the missing info.
croc