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How
does the volume in the FOREX data differ from the stocks
& commodities
?
If there
is no published volume figures available, as in the FOREX
markets, then RTTESS calculates the volume from the Tick
Volume.
Tick
volume is only available for the previous week so it will
be zero for price bars before that in historical charts.
i.e. when viewing Daily Charts of FOREX there is very limited
volume figures.
In RTTESS
version 1.1.21 or later there is a screen message 'Retrieving
Tick Data' when loading a chart that indicates that the
Tick Volume is being collected.
As 'Tick
Volume' in Forex data differs from usual volume figures
this can have an effect on the calculation of the TESS Bars
which use the volume figures.
When
there is published volume available, is say stocks and commodities,
then RTTESS will use the published volume figures from the
data supplier.
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Reference:
Q080723a
Written : 23 July 2008
Revised : 27 October 2008
TESS Real Time - Version 1.1.14
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