CSI volume data

First, allow me to say AB is fabulous software - robust and richly featured.

I am a new to both AB and CSI which I am using for futures data. CSI UA exports its data to AB but I see that the volume in AB is off by a factor of 100. What is even stranger is that the volume is not off by exactly a factor of 100 but approximately 100. Dividing the volume by 100 and rounding would give the true volume that I see in CSI UA. Please see screenshot of ES volume generated via Exploration. I raised this CSI tech support and they say they are correctly exporting the volume data. Please advise. Thank you.

image

How exactly this is done? It's a plugin or do you use Import Ascii ?

CSI UA (Unfair Advantage) software automatically exports its data to AB when I click "Download Data" in CSI UA. I used the instructions at the following link to setup UA to play with AB:

http://www.csidata.com/?page_id=1229

I do not know as to how UA manages to write and update a "local" AB database but it does without an AB plugin or my having to fiddle with Import ASCII on the AB side. BTW, I am quite curious to know as to how a 3rd party like CSI can write and update a"local" AB database since I would like to do something like that myself. Any pointers on this would be greatly appreciated as well.

"BTW, I am quite curious to know as to how a 3rd party like CSI can write and update a "local" AB database since I would like to do something like that myself. Any pointers on this would be greatly appreciated as well.."

Scratch that. I read some of the forum posts on OLE automation and I suppose that is what CSI UA must be using to get its data into AB.

However, the enigma of volume being off by 100X remains. Additionally, it seems like there is a rounding error with the volume since it off by approximately 100X but not exactly 100X which begs the question: is volume stored as int or float? I wasn't able to find answer to whether AB uses integral data types in the User Guide. Thanks.

There is no enigma here. It is IEEE rounding. They multiply by 100 using float and resulting numbers have more than 7 digits and that is more than IEEE mantisa holds. This as all other claimed "enigmas" is answered in the Knowledge Base: http://www.amibroker.com/kb/2010/07/20/about-floating-point-arithmetic/

See also KB table of content for more http://www.amibroker.com/kb/toc/

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