EV Trader 

Hi Mike, I am using IQFeed's on a minute base. JTNT.Z or TICK.Z symbols show identical results for the NYSE NET TICK It is well correlated to the Russell. This is why I show them together. Pascal

Thanks, I was pretty sure you were using DTN.

For anyone who is interested, here is the source of Pascal's charts I posted earlier:

Effective Volume - Home

Mike

EV Trader 

JTNT.Z or TICK.Z symbols show identical results for the NYSE NET TICK

Here is Barchart's S&P tick. Again, it is not close to matching what yours shows. This is a 10-second sample which I sum, resetting to 0 on new session @ 9:30AM ET.



Trying to explain the huge variance. Chart times are Eastern.

Mike

Here is Barchart's NYSE tick, similar pattern but the 0-axis is not the same due to some extreme values.



Mike

I believe I've solved this, a classic 1D 10 T error on my part. Was using cumulative net tick instead of cumulative tick.

Mike