Testing 'CopyTicks' - page 33
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I'm out of touch, can you tell me what the B/S deals are?
How to add how? Explain please.
Take a story from the stock exchange, if it is not available and nowhere to take it, then for example, save up in a week ))
If such will do, I can help.
take the history from the exchange, if there is none and nowhere to take it, then for example in a week to accumulate
Don't want to bother now. MQ found the error, I'll wait for them to fix it.
Added:
And the type of transaction?
Don't want to bother now. MQ found the error, I'll wait for them to fix it.
Added:
And the type of deal?
no type here, with type only for a feehttp://moex.com/ru/orders?historicaldata 15 t.r. a monthFull Orderbook in this format:
#SYMBOL,SYSTEM,MOMENT,ID_DEAL,PRICE_DEAL,VOLUME,OPEN_POS,DIRECTION
RIH4,F,20140205190000000,840436533,131600,1,1102554,B
RIH4,F,20140205190000000,840436534,131600,2,1102554,B
RIH4,F,20140205190000000,840436535,131600,5,1102564,B
RIH4,F,20140205190000000,840436536,131590,2,1102564,B
RIH4,F,20140205190000000,840436537,131560,2,1102568,B
RIH4,F,20140205190000000,840436538,131550,2,1102572,B
RIH4,F,20140205190000000,840436539,131550,76,1102724,B
RIH4,F,20140205190000000,840436540,131550,35,1102794,B
RIH4,F,20140205190000000,840436541,131550,3,1102794,B
RIH4,F,20140205190000000,840436542,131540,2,1102798,B
RIH4,F,20140205190000000,840436543,131540,9,1102798,B
SiH4,F,20140205190000009,840436544,35098,444,3099854,S
SiH4,F,20140205190000143,840436545,35109,2,3099850,S
SiH4,F,20140205190000143,840436546,35110,1,3099850,S
SiH4,F,20140205190000143,840436547,35111,1,3099850,S
SiH4,F,20140205190000143,840436548,35115,1,3099850,S
SiH4,F,20140205190000143,840436549,35115,3,3099844,S
SiH4,F,20140205190000143,840436550,35120,10,3099824,S
SiH4,F,20140205190000143,840436551,35123,1,3099824,S
SiH4,F,20140205190000143,840436552,35125,1,3099824,S
SiH4,F,20140205190000143,840436553,35126,1,3099824,S
SiH4,F,20140205190000143,840436554,35129,40,3099824,S
SiH4,F,20140205190000143,840436555,35129,1,3099824,S
SiH4,F,20140205190000143,840436556,35130,1,3099824,S
SiH4,F,20140205190000143,840436557,35130,1,3099824,S
SiH4,F,20140205190000143,840436558,35130,10,3099804,S
SiH4,F,20140205190000143,840436559,35137,2,3099804,S
SiH4,F,20140205190000143,840436560,35139,2,3099804,S
SiH4,F,20140205190000143,840436561,35145,100,3099604,S
SiH4,F,20140205190000143,840436562,35147,5,3099594,S
SiH4,F,20140205190000143,840436563,35149,40,3099594,S
but you have a problem with the wrong volume, and it's not hard to identify without type
no type here, with type only for a feehttp://moex.com/ru/orders?historicaldata
But you have the problem with the wrong volume, and it's not hard to identify without type
Yeah, I agree, you can do that too.
Thanks for the link, let's see what they want 150,000 a year for)
Take a story from the stock exchange, if it is not available and nowhere to take it, then for example, save up in a week ))
If that works, I can help.
Completely confirmed! The volume of this minute bar is larger than through CopyTicks. Dear developers, is CopyTicks not giving everything away?
Can anyone compare CopyTicks tape history for today with a reliable source?
Yes, I agree, you could do that.
Thanks for the link, let's see what they want 150,000 a year for)
For yesterday, please attach it.
I don't think there's anything interesting...