B bidask Jun 2, 2007 #1 Where can I find the current day's tick volume? A bit of historical, maybe past 1-2 weeks would be nice too. i mean for free of course.
Where can I find the current day's tick volume? A bit of historical, maybe past 1-2 weeks would be nice too. i mean for free of course.
A Arnie Jun 2, 2007 #3 Here's an excel file I downloaded with Ensign and TWS. I don't know why the last 3 days show "0" for OI. Attachments es m7.xls es m7.xls 22 KB · Views: 68
Here's an excel file I downloaded with Ensign and TWS. I don't know why the last 3 days show "0" for OI.
B bidask Jun 3, 2007 #4 i looked at futuresource prior to posting. how do i find the tick volume on futuresource? the excel file shows trading volume, not tick volume.
i looked at futuresource prior to posting. how do i find the tick volume on futuresource? the excel file shows trading volume, not tick volume.
B bidask Jun 3, 2007 #5 i just realized that my subject line is incorrect. i meant tick volume, not open interest volume.
