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Could someone please post a 1 min $Tick chart line on close , I would like to compare it to MB trading backfill , Thank You in advance
"Successful trading is one long journey, not a destination" Peter Borish Former Head of Research for Paul Tudor Jones speaking on conversations with John F. Carter
are you talking about this one in the picture? i have the DJ and regular $TICK, i really want the ES $TICK to be honest. they charge you extra for that?
dont believe anything you hear and only half of what you see
Assuming you have authorized your broker to charge you the monthly fee for receiving index data then I suggest contacting our support team to get you squared away.
IQ feed does not have a +- 1000 tick either today, I have same as yours , I remember hearing something about why TOS and I think trade station if I remember correctly show higher ticks but I don't remember what the reason was ....
If I had to guess , I wonder if certain feeds calculate tick themselves
"Successful trading is one long journey, not a destination" Peter Borish Former Head of Research for Paul Tudor Jones speaking on conversations with John F. Carter
As I said, it is snapshot data. If you have 1-sec snapshots, the 1 min bar of the NYSE Tick is built from 60 data points. If you have 5-sec snapshots, then the bar is built from 12 data points. It is quite likely that high and low from the 1-sec snapshot data was among the 48 data points and not the other twelve, which can be also found on the 5-sec snapshot data. In that case the 5-sec snapshot data will come out with a lower high and higher low.
Update intervals for NYSE Tick
DTN/IQ: 1 sec (in 2011/2012)
TradeStation: 1 sec (in 2011) Interactive Brokers: 2 sec
eSignal: 6 sec (source dates back to 2008) CQG: longer interval
NYSE Tick original: 6 sec
To get the exact information, you would need to contact the data vendor.
"Successful trading is one long journey, not a destination" Peter Borish Former Head of Research for Paul Tudor Jones speaking on conversations with John F. Carter