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Old 06-13-2011, 07:13 AM   #1
Ticks_volume
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Default Tick volumes in NT

Hello everyone,
In this thread I want to show examples of working with tick volume data with platform Ninja Trader.
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Old 06-13-2011, 07:16 AM   #2
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last week was intereting about eurodollar:

Short of euro wasn`t seen by volumes. But it was seen that someone is buying dollar big. So dollar index:





If to compare euro futures and dollar index futures, there was no big activity on euro top:



In addition someone formed big long position on uup etf (UUP - DB US Dollar Index Bullish).





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Old 06-13-2011, 07:17 AM   #3
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As a result - short eurodollar on tuesday.

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Old 06-14-2011, 04:00 AM   #4
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yesterday we saw big activity on S&P

on spy etf appeared biggest volumes in this month:



es futures confirmed longs:

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Old 06-17-2011, 08:15 AM   #5
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S&P
Unusually big volumes for summer
Today we have big shorts just 10 minutes before USA opened:



And about 4k of pure large ticks (more than 250 lots) for 10 sec on lowest prices of session:

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Old 06-17-2011, 11:50 AM   #6
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Ticks_volume:

Where is the CustomTicksRT Indicator available?

Thanks!
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