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zero-range bars for daily statistics

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  • zero-range bars for daily statistics

    Why is it that on a daily chart of $TICK, $TRIN, and other market statistics, each daily bar has zero-range. In other words, O=H=L=C for each daily bar. I can get range into the bars by using a 390-minute interval on a time template of 09:30-16:00, but then I only get 116 bars of data, which isn't enough for my purposes. Why do normal daily bars of NYSE stocks give proper OHLC bars and thus a decent history, but NYSE statistics do not?

  • #2
    Over 3 weeks old and no reply. Does everyone but me get bars with range for these statistics?
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    • #3
      Sorry for the delay in responding.

      Currently, we are not collecting the daily OHLC for stats like $TICK. I'm not really sure why at this point but I have forwarded the suggestion to our Product Development team to consider as a future enhancement.

      Thanks.

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