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Time & Sales Data

The quantity of information you can display in a Time & Sales window is directly proportional to the ratio between the size of your TICS.DAT database file and, in the exchange filter, the number of exchanges for which you have enabled tick collection. Some exchanges, like OPRA and NYSE, are significantly larger than others, like CBOT and CEC, so when you judge the ratio between the TICS.DAT and your exchange filter tick enablements, keep in mind the number of symbols trading on each exchange. There are three ways to increase the quantity of information displayed in a Time & Sales window.

1. In the exchange filter, disable tick collection on exchanges that trade instruments for which you do not need tick data.

For example, if you need daily charts on NYSE instruments, but you do not need Time & Sales information on NYSE instruments, set the NYSE Tick setting to Off. Over the course of time, tick data on instruments from other exchanges will populate the space in your TICS.DAT file previously occupied by NYSE instruments.

2. In the exchange filter, change the Enable setting to None for an exchange that carries many instruments and list as exceptions only those instruments you require.

For example, if you need tick data on some NYSE instruments, but not on all NYSE instruments, set the NYSE Enable setting to None; then list as exceptions those NYSE instruments you require. Over the course of time, tick, intraday, and daily data from other exchanges will populate the space in your TICS.DAT, BARS15.DAT, and DAYS.DAT database files previously occupied by NYSE instruments you do not watch.

3. Increase the size of your TICS.DAT database file.

For example, if you have a 500 MB hard disk, 250 MB of free hard disk space, and a TICS.DAT file that is 80 MB, you can increase the size of your TICS.DAT file. Remember that if you want to increase the size of one or more database files, you cannot exceed the amount of free space on your hard disk, and you cannot consume all the free space on your hard disk. You should leave about 30 MB of free hard disk space on your hard disk to accommodate the expansion of .IDX (index) files.

See also:

Correcting Bad Ticks