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Old 12-08-2007, 10:53 PM
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Re: [VSA] Volume Spread Analysis

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Tasuki

May I ask who your data provider is ? Mine is currently IB and I don't know if they provide this kind of breakdown in their API. I have seen it on T&S but wasn't aware that this kind of data could be exported.

Primavera
Hi Springtime, I use Tradestation as my data provider. The one big advantage with TS is that you don't have to "export" anything--Tradestation the charting package is also Tradestation the data provider. One of the huge drawbacks of IB is that you have to export data from them to a charting package, and all SORTS of stuff gets lost in the mix. I know lots of people do it, especially with eSignal, but I've found exporting to be a total drag. For example, I recently tried the charting platform Neoticker for a month, and exported data from eSignal. For some of my charts, the exporting process took 45 minutes for the chart to refresh. Yeesh. Gimme Tradestation any day.

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