Managing Volume in GS - a thread worth reading!

[Amstor]

I can't seem to get any historical volume data for any symbols. I get all the prices just no volume. Any ideas?

Thanks.

[Amstor]

I downloaded again and the total volume is there when I open up Globalserver. But, it doesn't chart in Tradestation when using the volume indicator.

Anyone else with this problem? Any ideas?

[liamk]

vol download here has been hit and miss. Looking at 3 min bar chart ES #F and find no vol prior to 8/11 at 4:24 PM. I've not seen the rhyme to it yet.

[liamk]

Further info: while the ES #F data for vol appears to be intact in Global Server it was not showing in a TS2000i chart. However, for a lark I ran another download using the plug-in history tool and now find vol data where it oughta be. Whether a reboot of the computer had anything to do with vol showing up, I have no idea. What did not occur is NQ #F vol showing up in the same chart when the symbol was changed from ES #F to NQ #F.

Downloaded just the NQ #F data for 8/15.

Rebooted the computer after shutting down all the apps and still don't see the NQ's vol despite the vol data showing up in the data editor of Global Server.

[Amstor]

I tried rebooting, redownloading and everything else but still no volume data showing up in the charts.

[liamk]

Like you, Amstor, I've tried the same approaches and once in awhile the vol data shows up. One time it showed up after my switching back and forth between tick vol and trade counts within the symbol setup of TS2000i. That only worked once... and how can one be sure that was what triggered TS to read the data in trade format. ( a 3-min chart )

it is clear that a download using the plug-in results in all but a few widely spaced vol bars NOT showing up in the chart. However, as data continues the vol window begins showing bars following the download.

So, the choice here is refresh holes in the data and lose all the vol bars preceding or cope with the data holes and have vol bars back to the last history download.

[liamk]

Amstor, here's something I've just tried with three successes in a row. Select only tick data for download, leaving unchecked the options to download 1 min, 5 min, daily, bid and ask.

The 3 min chart now has vol data for the complete history to current and it remained showing during all three downloads.

[liamk]

and further I've tested downloading 1 min data only and that causes the vol bars to disappear in the 3 min chart window.

Immediately after, I unchecked 1 min and checked 1 tick in the history setting and this restored the vol bars in the 3 min chart.

The tick based chart seems not to care about any of this as it continues to show volume bars at all times.... seemingly unaffected by the downloading strangeness.

So, it appears two downloads may be required with this plug-in tool: 1st one with everything but 1 tick checked and a 2nd with ONLY 1 tick and Bid and Ask squares checked.

This leaves the vol showing after the 2nd download. 100% success now with 6 downloads following the plan above.

[Amstor]

Liamk -

So far so good. It looks like just downloading 1 tick data works across all time frames.

Thanks.

[ACM]

FWIW here is my take on the volume saga based on my experience and understanding of how TS2k works.

First of all TS2k seems to be unable (or at least I have not found a way to achieve this) to read the Total Volume data that is contained in GlobalServer unless the interval of the chart is set to Daily or higher.
With tick or minute based charts it insists on wanting to calculate the Volume as either Up Ticks + Down Ticks (if Tick Volume is set in the Format Symbol window) or Up Volume + Down Volume (if Trade Volume is instead selected).
Hence if one has 1 Minute or 5 Minute resolutions in the History to Save and downloads the corresponding data, ActiveX Plugin has no way of knowing what the Up/Down Ticks (or Up/Down Volume) were within any bar and that in itself is correct. It is important to understand though that ActiveX is downloading the Volume data for each resolution as can be seen in GlobalServer. It is TS2k that is unable to read the Total Volume as such.
Anyhow if one then downloads 1 Tick resolution that Up/Down Tick/Volume history is rebuilt and the 1 Minute and 5 Minute resolutions use that data to build their Volume.

As far as I can see there are currently three solutions to the issue.
a) Download first the 1 Minute, 1 Day data and then download the 1 Tick data. This will allow to rebuild the volume data the way TS2k needs to see it. The drawback is that one has to download twice.
b) Only use 1 Tick as the intraday resolution. This means that all intraday bars are built based on that resolution. The drawback is that TS2k tends to slow to a crawl if larger interval bars are requested for very long historical periods.
c) Check the "Use Up Volume as Total Volume" setting in ActiveX and one can still perform a single download for Tick, Minute and Day. The drawback is that anyone using Up/Down Volume as part of their studies will not be able to do so because the Volume is saved as Up Volume only (which is what then allows TS2k to actually be able to read it).

Alex

[liamk]

Re: Reply to post 'Questions/Problems'

I've forwarded your detailed answer to a couple of others as confused as I.
Thanks, Alexis.

L
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Tuesday, August 19, 2003 8:23 AM
Subject: Reply to post 'Questions/Problems'


>
> Hello liamk,
>
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>

[Amstor]

Well that worked for a day. Now, I have a new issue. I no longer have eSignal (or any vendor) in the "Data Vendor" box and I can't select anytype of data - no check boxes for tick, 1 min., etc.

I tried reinstalling the plug-in but no luck.

Any thoughts?

Thanks.

[ACM]

Amstor
If you uninstall ActiveX Plugin do you see DBC Online as data vendor in the Performance tab of GlobalServer?
If not you may want to try running the Setup Wizard again.
Alex

[Amstor]

Alex -

Thanks. I am back online now - just had to reinstall tradestation again.

[ACM]

Received via Private Message

If one checks "Use Up Volume as Total Volume" then the Volume values will be incorrect as they are only a part of the Total Volume

The wording for this optional setting is indeed somewhat ambiguous. What it means is that ActiveX Plugin will take the Total Volume values and place them in the Up Volume field and not the other way around. In fact it would have no way of discerning Up Volume from Down volume when downloading 1 Minute, 5 Minute or 1 Day resolutions. This optional setting provides TS2000 with the data it needs to compute the Volume which it does by adding the Up and Down Volumes.
Although this is probably the quickest of the solutions available to resolve the volume issue in TS2000, the most complete one IMHO remains the first one suggested earlier which has the only drawback of needing separate Tick and Minute downloads.

Alex