damarcant
-Interested User-
Posts: 11
Joined: Oct 4, 2017
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Posted: Oct 4, 2017 06:13 AM
Msg. 3 of 10
For instance, let us take the following one minute candle for AAPL that has been retrieved using the HIT command.
ny_date_time,open,high,low,close,volume 2017-10-02 15:40,153.6900,153.7400,153.6900,153.7309,45385
If I then request the trade ticks for the same candle using the HTT command, I get the following list.
ny_datetime,bid,ask,last,last-size,total volume, basis for last, tickid 2017-10-02 15:39:00,153.6900,153.7000,153.7000,25,15609357,O,2144 2017-10-02 15:39:00,153.6900,153.7000,153.6999,75,15609432,O,27751 2017-10-02 15:39:00,153.6900,153.7000,153.6900,100,15609532,C,13624 2017-10-02 15:39:00,153.6900,153.7000,153.6900,100,15609632,C,13625 2017-10-02 15:39:00,153.6900,153.7000,153.6900,180,15609812,C,13626 2017-10-02 15:39:02,153.6900,153.7000,153.6950,40,15609852,O,27752 2017-10-02 15:39:02,153.6900,153.7000,153.6944,100,15609952,C,27753 2017-10-02 15:39:02,153.6900,153.7000,153.7000,1,15609953,O,3725 2017-10-02 15:39:03,153.6900,153.7000,153.6944,200,15610153,C,4363 2017-10-02 15:39:03,153.6900,153.7000,153.6925,2,15610155,O,27754 2017-10-02 15:39:04,153.6900,153.7000,153.6910,35,15610190,O,27755 2017-10-02 15:39:05,153.6900,153.7000,153.7000,52,15610242,O,30874 2017-10-02 15:39:06,153.6900,153.7000,153.6927,20,15610262,O,27756 2017-10-02 15:39:06,153.6900,153.7000,153.6901,40,15610302,O,27757 2017-10-02 15:39:06,153.6900,153.7000,153.6950,40,15610342,O,27758 2017-10-02 15:39:08,153.6900,153.7000,153.6900,100,15610442,C,3111 2017-10-02 15:39:09,153.6900,153.7000,153.6950,50,15610492,O,27759 2017-10-02 15:39:11,153.6900,153.7000,153.6900,27,15610519,O,27760 2017-10-02 15:39:14,153.6900,153.7000,153.6988,59,15610578,O,27761 2017-10-02 15:39:15,153.6900,153.7000,153.7000,100,15610678,C,3112 2017-10-02 15:39:15,153.6900,153.7000,153.7000,199,15610877,C,3726 2017-10-02 15:39:15,153.6900,153.7000,153.7000,100,15610977,C,1182 2017-10-02 15:39:15,153.6900,153.7000,153.7000,649,15611626,C,27762 2017-10-02 15:39:15,153.6900,153.7000,153.7000,100,15611726,C,2145 2017-10-02 15:39:15,153.6900,153.7000,153.7000,2,15611728,O,4364 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15611828,C,30875 2017-10-02 15:39:15,153.7000,153.7100,153.7000,50,15611878,O,30876 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15611978,C,30877 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612078,C,30878 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612178,C,13627 2017-10-02 15:39:15,153.7000,153.7100,153.7000,200,15612378,C,13628 2017-10-02 15:39:15,153.7000,153.7100,153.7000,80,15612458,O,13629 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612558,C,13436 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612658,C,14732 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612758,C,13437 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612858,C,14733 2017-10-02 15:39:15,153.7000,153.7100,153.7000,100,15612958,C,13438 2017-10-02 15:39:16,153.7000,153.7100,153.7100,50,15613008,O,30879 2017-10-02 15:39:16,153.7000,153.7100,153.7100,50,15613058,O,30880 2017-10-02 15:39:16,153.7000,153.7100,153.7100,100,15613158,C,3113 2017-10-02 15:39:16,153.7000,153.7100,153.7100,100,15613258,C,13439 2017-10-02 15:39:16,153.7000,153.7100,153.7100,650,15613908,C,27763 2017-10-02 15:39:16,153.7000,153.7100,153.7100,100,15614008,C,2146 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614108,C,30881 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614208,C,30882 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614308,C,30883 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614408,C,13440 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614508,C,14734 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614608,C,13630 2017-10-02 15:39:16,153.7100,153.7200,153.7100,100,15614708,O,27764 2017-10-02 15:39:17,153.7100,153.7200,153.7199,52,15614760,O,27765 2017-10-02 15:39:18,153.7100,153.7200,153.7200,10,15614770,O,30884 2017-10-02 15:39:18,153.7100,153.7200,153.7200,90,15614860,O,30885 2017-10-02 15:39:18,153.7100,153.7200,153.7150,37,15614897,O,13441 2017-10-02 15:39:19,153.7100,153.7200,153.7100,300,15615197,C,27766 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15615297,C,13442 2017-10-02 15:39:19,153.7100,153.7200,153.7100,53,15615350,O,27767 2017-10-02 15:39:19,153.7100,153.7200,153.7145,100,15615450,C,27768 2017-10-02 15:39:19,153.7100,153.7200,153.7150,163,15615613,C,27769 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15615713,C,13631 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15615813,C,3114 2017-10-02 15:39:19,153.7100,153.7200,153.7150,100,15615913,C,27770 2017-10-02 15:39:19,153.7100,153.7200,153.7100,600,15616513,C,2147 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15616613,C,30886 2017-10-02 15:39:19,153.7100,153.7200,153.7100,14,15616627,O,30887 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15616727,C,30888 2017-10-02 15:39:19,153.7100,153.7200,153.7100,300,15617027,C,30889 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617127,C,14735 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617227,C,13443 2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15617427,C,14736 2017-10-02 15:39:19,153.7100,153.7200,153.7100,300,15617727,C,30890 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617827,C,30891 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15617927,C,13444 2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15618127,C,14737 2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15618327,C,14738 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618427,C,13632 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618527,C,13633 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618627,C,13634 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618727,C,1056 2017-10-02 15:39:19,153.7100,153.7200,153.7100,20,15618747,O,13635 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618847,C,13636 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15618947,C,13637 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619047,C,13638 2017-10-02 15:39:19,153.7100,153.7200,153.7100,200,15619247,C,30892 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619347,C,30893 2017-10-02 15:39:19,153.7100,153.7200,153.7100,53,15619400,O,30894 2017-10-02 15:39:19,153.7100,153.7200,153.7100,47,15619447,O,30895 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619547,C,14739 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619647,C,13639 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619747,C,13640 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15619847,C,13641 2017-10-02 15:39:19,153.7100,153.7200,153.7124,100,15619947,C,27771 2017-10-02 15:39:19,153.7100,153.7200,153.7127,300,15620247,C,27772 2017-10-02 15:39:19,153.7100,153.7200,153.7127,300,15620547,C,27773 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15620647,C,27774 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15620747,C,3115 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15620847,C,27775 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15620947,C,27776 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15621047,C,27777 2017-10-02 15:39:19,153.7100,153.7200,153.7127,200,15621247,C,27778 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15621347,C,27779 2017-10-02 15:39:19,153.7100,153.7200,153.7127,53,15621400,O,27780 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15621500,C,13445 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621600,C,3116 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621700,C,3727 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621800,C,3728 2017-10-02 15:39:19,153.7100,153.7200,153.7100,100,15621900,C,13642 2017-10-02 15:39:19,153.7100,153.7200,153.7100,3,15621903,O,13643 2017-10-02 15:39:19,153.7100,153.7200,153.7200,100,15622003,C,3729 2017-10-02 15:39:19,153.7100,153.7200,153.7100,97,15622100,O,13644 2017-10-02 15:39:19,153.7100,153.7200,153.7100,3,15622103,O,13645 2017-10-02 15:39:19,153.7100,153.7200,153.7150,100,15622203,C,1057 2017-10-02 15:39:19,153.7100,153.7200,153.7126,47,15622250,O,27781 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622350,C,27782 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622450,C,27783 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622550,C,27784 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622650,C,27785 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622750,C,27786 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622850,C,27787 2017-10-02 15:39:19,153.7100,153.7200,153.7127,100,15622950,C,27788 2017-10-02 15:39:19,153.7100,153.7200,153.7126,3,15622953,O,27789 2017-10-02 15:39:19,153.7100,153.7200,153.7127,3,15622956,O,27790 2017-10-02 15:39:19,153.7100,153.7200,153.7127,97,15623053,O,27791 2017-10-02 15:39:19,153.7000,153.7100,153.7100,37,15623090,O,30896 2017-10-02 15:39:19,153.7000,153.7100,153.7100,100,15623190,C,13446 2017-10-02 15:39:19,153.7000,153.7100,153.7100,116,15623306,C,30897 2017-10-02 15:39:19,153.7000,153.7100,153.7150,100,15623406,C,27792 2017-10-02 15:39:20,153.7000,153.7100,153.7140,100,15623506,C,27793 2017-10-02 15:39:21,153.7100,153.7200,153.7100,100,15623606,C,30898 2017-10-02 15:39:23,153.7100,153.7200,153.7153,100,15623706,C,27794 2017-10-02 15:39:23,153.7100,153.7200,153.7199,10,15623716,O,27795 2017-10-02 15:39:24,153.7100,153.7200,153.7100,44,15623760,O,30899 2017-10-02 15:39:26,153.7100,153.7200,153.7200,10,15623770,O,27796 2017-10-02 15:39:26,153.7100,153.7200,153.7101,2,15623772,O,27797 2017-10-02 15:39:27,153.7100,153.7200,153.7101,20,15623792,O,27798 2017-10-02 15:39:27,153.7100,153.7200,153.7199,8,15623800,O,27799 2017-10-02 15:39:28,153.7200,153.7300,153.7200,19,15623819,O,3730 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15623919,C,30900 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624019,C,30901 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624119,C,30902 2017-10-02 15:39:28,153.7200,153.7300,153.7200,200,15624319,C,30903 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624419,C,2148 2017-10-02 15:39:28,153.7200,153.7300,153.7200,35,15624454,O,13447 2017-10-02 15:39:28,153.7200,153.7300,153.7200,210,15624664,C,30904 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15624764,C,30905 2017-10-02 15:39:28,153.7200,153.7300,153.7200,500,15625264,C,30906 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15625364,C,14740 2017-10-02 15:39:28,153.7200,153.7300,153.7200,65,15625429,O,13448 2017-10-02 15:39:28,153.7200,153.7300,153.7200,5,15625434,O,13646 2017-10-02 15:39:28,153.7200,153.7300,153.7200,195,15625629,C,13647 2017-10-02 15:39:28,153.7200,153.7300,153.7200,105,15625734,C,13648 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15625834,C,27800 2017-10-02 15:39:28,153.7200,153.7300,153.7200,2000,15627834,C,4365 2017-10-02 15:39:28,153.7200,153.7300,153.7300,100,15627934,C,13449 2017-10-02 15:39:28,153.7200,153.7300,153.7300,100,15628034,C,13450 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628134,C,30907 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628234,C,30908 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628334,C,30909 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628434,C,30910 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15628534,C,30911 2017-10-02 15:39:28,153.7200,153.7300,153.7100,56,15628590,O,30912 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15628690,C,30913 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15628790,C,30914 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15628890,C,30915 2017-10-02 15:39:28,153.7200,153.7300,153.7100,44,15628934,O,30916 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629034,C,3731 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15629134,C,14741 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15629234,C,2149 2017-10-02 15:39:28,153.7200,153.7300,153.7200,100,15629334,C,13451 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629434,C,13452 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629534,C,13453 2017-10-02 15:39:28,153.7200,153.7300,153.7100,15,15629549,O,13454 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629649,C,13455 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629749,C,13456 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629849,C,13457 2017-10-02 15:39:28,153.7200,153.7300,153.7100,100,15629949,C,14742 2017-10-02 15:39:28,153.7200,153.7300,153.7100,200,15630149,C,14743 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15630249,C,14744 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15630349,C,14745 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15630449,C,14746 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630549,C,27801 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630649,C,27802 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630749,C,27803 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630849,C,27804 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15630949,C,27805 2017-10-02 15:39:28,153.7100,153.7200,153.7100,600,15631549,C,3117 2017-10-02 15:39:28,153.7100,153.7200,153.7150,200,15631749,C,13458 2017-10-02 15:39:28,153.7100,153.7200,153.7150,85,15631834,O,13459 2017-10-02 15:39:28,153.7100,153.7200,153.7150,100,15631934,C,13649 2017-10-02 15:39:28,153.7100,153.7200,153.7150,100,15632034,C,13650 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632134,C,13651 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632234,C,13652 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632334,C,13653 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632434,C,13654 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632534,C,13655 2017-10-02 15:39:28,153.7100,153.7200,153.7100,100,15632634,C,13460 2017-10-02 15:39:28,153.7100,153.7200,153.7200,100,15632734,C,3118 2017-10-02 15:39:28,153.7100,153.7200,153.7150,100,15632834,C,27806 2017-10-02 15:39:31,153.7100,153.7200,153.7160,19,15632853,O,27807 2017-10-02 15:39:32,153.7100,153.7200,153.7200,100,15632953,C,13461 2017-10-02 15:39:32,153.7100,153.7200,153.7150,400,15633353,C,27808 2017-10-02 15:39:33,153.7100,153.7200,153.7163,67,15633420,O,4366 2017-10-02 15:39:33,153.7100,153.7200,153.7200,25,15633445,O,13656 2017-10-02 15:39:35,153.7100,153.7200,153.7200,7,15633452,O,30917 2017-10-02 15:39:35,153.7300,153.7400,153.7200,193,15633645,C,30918 2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15633745,C,30919 2017-10-02 15:39:35,153.7300,153.7400,153.7200,7,15633752,O,30920 2017-10-02 15:39:35,153.7300,153.7400,153.7200,93,15633845,O,30921 2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15633945,C,14747 2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15634045,C,14748 2017-10-02 15:39:35,153.7300,153.7400,153.7300,10,15634055,O,30922 2017-10-02 15:39:35,153.7300,153.7400,153.7300,6,15634061,O,30923 2017-10-02 15:39:35,153.7300,153.7400,153.7300,90,15634151,O,30924 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634251,C,30925 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634351,C,30926 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634451,C,30927 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634551,C,2150 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634651,C,30928 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634751,C,30929 2017-10-02 15:39:35,153.7300,153.7400,153.7300,94,15634845,O,30930 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15634945,C,13462 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15635045,C,13463 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15635145,C,13657 2017-10-02 15:39:35,153.7300,153.7400,153.7300,800,15635945,C,13658 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15636045,C,13659 2017-10-02 15:39:35,153.7300,153.7400,153.7300,6,15636051,O,30931 2017-10-02 15:39:35,153.7300,153.7400,153.7200,100,15636151,C,27809 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636251,C,30932 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636351,C,30933 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636451,C,30934 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15636551,C,30935 2017-10-02 15:39:35,153.7300,153.7400,153.7400,400,15636951,C,30936 2017-10-02 15:39:35,153.7300,153.7400,153.7400,10,15636961,O,30937 2017-10-02 15:39:35,153.7300,153.7400,153.7400,63,15637024,O,30938 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637124,C,27810 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637224,C,13660 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15637324,C,3119 2017-10-02 15:39:35,153.7300,153.7400,153.7400,100,15637424,C,13464 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637524,C,13465 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637624,C,13466 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637724,C,13661 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637824,C,13662 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15637924,O,27811 2017-10-02 15:39:35,153.7300,153.7400,153.7300,100,15638024,C,30939 2017-10-02 15:39:36,153.7300,153.7400,153.7355,17,15638041,O,27812 2017-10-02 15:39:36,153.7300,153.7400,153.7300,100,15638141,C,3120 2017-10-02 15:39:36,153.7300,153.7400,153.7300,100,15638241,C,3121 2017-10-02 15:39:37,153.7300,153.7400,153.7400,15,15638256,O,13467 2017-10-02 15:39:37,153.7400,153.7500,153.7400,100,15638356,C,30940 2017-10-02 15:39:37,153.7400,153.7500,153.7400,100,15638456,C,30941 2017-10-02 15:39:37,153.7400,153.7500,153.7400,1,15638457,O,14749 2017-10-02 15:39:37,153.7400,153.7500,153.7400,250,15638707,C,14750 2017-10-02 15:39:37,153.7400,153.7500,153.7400,100,15638807,C,13663 2017-10-02 15:39:37,153.7400,153.7500,153.7399,1,15638808,O,27813 2017-10-02 15:39:37,153.7400,153.7500,153.7399,250,15639058,C,27814 2017-10-02 15:39:37,153.7400,153.7500,153.7399,100,15639158,C,27815 2017-10-02 15:39:37,153.7400,153.7500,153.7399,100,15639258,C,27816 2017-10-02 15:39:37,153.7400,153.7500,153.7399,100,15639358,C,27817 2017-10-02 15:39:37,153.7400,153.7500,153.7400,1449,15640807,C,27818 2017-10-02 15:39:37,153.7400,153.7500,153.7400,39,15640846,O,4367 2017-10-02 15:39:38,153.7300,153.7400,153.7400,200,15641046,C,30942 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641146,C,30943 2017-10-02 15:39:38,153.7300,153.7400,153.7400,200,15641346,C,14751 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641446,C,14752 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641546,C,14753 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641646,C,14754 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641746,C,13468 2017-10-02 15:39:38,153.7300,153.7400,153.7400,100,15641846,C,3122 2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15641946,C,3732 2017-10-02 15:39:38,153.7300,153.7400,153.7300,37,15641983,O,1183 2017-10-02 15:39:38,153.7300,153.7400,153.7300,261,15642244,C,3123 2017-10-02 15:39:38,153.7300,153.7400,153.7300,139,15642383,C,3124 2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15642483,C,3733 2017-10-02 15:39:38,153.7300,153.7400,153.7300,57,15642540,O,13664 2017-10-02 15:39:38,153.7300,153.7400,153.7300,254,15642794,C,1184 2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15642894,C,1185 2017-10-02 15:39:38,153.7300,153.7400,153.7300,100,15642994,C,13469 2017-10-02 15:39:39,153.7300,153.7400,153.7300,100,15643094,C,3734 2017-10-02 15:39:39,153.7300,153.7400,153.7350,100,15643194,C,3125 2017-10-02 15:39:39,153.7300,153.7400,153.7373,600,15643794,C,27819 2017-10-02 15:39:39,153.7300,153.7400,153.7360,100,15643894,C,4368 2017-10-02 15:39:40,153.7300,153.7400,153.7344,137,15644031,C,27820 2017-10-02 15:39:40,153.7300,153.7400,153.7389,100,15644131,C,27821 2017-10-02 15:39:40,153.7300,153.7400,153.7360,1000,15645131,C,4369 2017-10-02 15:39:40,153.7300,153.7400,153.7400,100,15645231,C,13470 2017-10-02 15:39:41,153.7300,153.7400,153.7400,20,15645251,O,27822 2017-10-02 15:39:42,153.7300,153.7400,153.7375,25,15645276,O,27823 2017-10-02 15:39:42,153.7300,153.7400,153.7362,13,15645289,O,27824 2017-10-02 15:39:43,153.7300,153.7400,153.7400,25,15645314,O,27825 2017-10-02 15:39:44,153.7300,153.7400,153.7350,100,15645414,C,1058 2017-10-02 15:39:44,153.7300,153.7400,153.7350,100,15645514,C,27826 2017-10-02 15:39:44,153.7300,153.7400,153.7400,400,15645914,C,27827 2017-10-02 15:39:44,153.7300,153.7400,153.7300,1,15645915,O,4370 2017-10-02 15:39:45,153.7300,153.7400,153.7300,21,15645936,O,3735 2017-10-02 15:39:45,153.7300,153.7400,153.7319,21,15645957,O,27828 2017-10-02 15:39:46,153.7300,153.7400,153.7300,100,15646057,C,3126 2017-10-02 15:39:46,153.7300,153.7400,153.7300,100,15646157,C,1186 2017-10-02 15:39:46,153.7300,153.7400,153.7300,200,15646357,C,1059 2017-10-02 15:39:47,153.7300,153.7400,153.7400,5,15646362,O,4371 2017-10-02 15:39:47,153.7300,153.7400,153.7351,5,15646367,O,27829 2017-10-02 15:39:48,153.7300,153.7400,153.7350,100,15646467,C,27830 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646567,C,1060 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646667,C,27831 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646767,C,1061 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646867,C,27832 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15646967,C,27833 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15647067,C,27834 2017-10-02 15:39:49,153.7300,153.7400,153.7310,100,15647167,C,13665 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15647267,C,27835 2017-10-02 15:39:49,153.7300,153.7400,153.7400,100,15647367,C,13471 2017-10-02 15:39:49,153.7300,153.7400,153.7350,100,15647467,C,27836 2017-10-02 15:39:50,153.7300,153.7400,153.7400,5,15647472,O,13472 2017-10-02 15:39:52,153.7300,153.7400,153.7300,26,15647498,O,13666 2017-10-02 15:39:53,153.7300,153.7400,153.7301,135,15647633,C,4372 2017-10-02 15:39:53,153.7300,153.7400,153.7353,150,15647783,C,27837 2017-10-02 15:39:54,153.7300,153.7400,153.7300,44,15647827,O,3736 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15647927,C,3127 2017-10-02 15:39:54,153.7300,153.7400,153.7300,35,15647962,O,3737 2017-10-02 15:39:54,153.7300,153.7400,153.7300,65,15648027,O,3738 2017-10-02 15:39:54,153.7300,153.7400,153.7300,35,15648062,O,3739 2017-10-02 15:39:54,153.7300,153.7400,153.7331,44,15648106,O,27838 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648206,C,30944 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648306,C,30945 2017-10-02 15:39:54,153.7300,153.7400,153.7300,58,15648364,O,30946 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648464,C,30947 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648564,C,30948 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648664,C,30949 2017-10-02 15:39:54,153.7300,153.7400,153.7300,142,15648806,C,30950 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15648906,C,2151 2017-10-02 15:39:54,153.7300,153.7400,153.7300,158,15649064,C,30951 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649164,C,30952 2017-10-02 15:39:54,153.7300,153.7400,153.7300,42,15649206,O,30953 2017-10-02 15:39:54,153.7300,153.7400,153.7300,200,15649406,C,13473 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649506,C,14755 2017-10-02 15:39:54,153.7300,153.7400,153.7300,200,15649706,C,14756 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649806,C,14757 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15649906,C,14758 2017-10-02 15:39:54,153.7300,153.7400,153.7300,5,15649911,O,30954 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15650011,C,30955 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15650111,C,30956 2017-10-02 15:39:54,153.7300,153.7400,153.7300,100,15650211,C,30957 2017-10-02 15:39:54,153.7300,153.7400,153.7300,7,15650218,O,30958 2017-10-02 15:39:54,153.7300,153.7400,153.7300,74,15650292,O,13667 2017-10-02 15:39:54,153.7100,153.7200,153.7300,5,15650297,O,13668 2017-10-02 15:39:54,153.7100,153.7200,153.7300,100,15650397,C,13669 2017-10-02 15:39:54,153.7100,153.7200,153.7300,100,15650497,C,13670 2017-10-02 15:39:54,153.7100,153.7200,153.7300,26,15650523,O,13671 2017-10-02 15:39:54,153.7100,153.7200,153.7300,74,15650597,O,13672 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15650697,C,30959 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15650797,C,30960 2017-10-02 15:39:54,153.7100,153.7200,153.7200,200,15650997,C,13474 2017-10-02 15:39:54,153.7100,153.7200,153.7200,51,15651048,O,14759 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651148,C,13673 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651248,C,14760 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651348,C,13674 2017-10-02 15:39:54,153.7100,153.7200,153.7350,100,15651448,C,27839 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651548,C,13475 2017-10-02 15:39:54,153.7100,153.7200,153.7300,100,15651648,C,27840 2017-10-02 15:39:54,153.7100,153.7200,153.7200,100,15651748,C,13476 2017-10-02 15:39:54,153.7200,153.7200,153.7200,100,15651848,C,13675 2017-10-02 15:39:54,153.7200,153.7200,153.7200,200,15652048,C,30961 2017-10-02 15:39:54,153.7200,153.7200,153.7200,100,15652148,C,30962 2017-10-02 15:39:54,153.7200,153.7300,153.7300,3,15652151,O,30963 2017-10-02 15:39:55,153.7200,153.7300,153.7300,5,15652156,O,4373 2017-10-02 15:39:55,153.7300,153.7400,153.7300,200,15652356,C,2152 2017-10-02 15:39:56,153.7300,153.7400,153.7300,20,15652376,O,3740 2017-10-02 15:39:56,153.7300,153.7400,153.7392,2000,15654376,C,27841 2017-10-02 15:39:56,153.7300,153.7400,153.7400,95,15654471,O,13477 2017-10-02 15:39:56,153.7300,153.7400,153.7400,5,15654476,O,13478 2017-10-02 15:39:58,153.7300,153.7400,153.7400,100,15654576,C,13676 2017-10-02 15:39:58,153.7300,153.7400,153.7400,100,15654676,C,13677 2017-10-02 15:39:58,153.7300,153.7400,153.7400,5,15654681,O,1187 2017-10-02 15:39:59,153.7300,153.7400,153.7332,1600,15656281,C,27842 2017-10-02 15:39:59,153.7300,153.7400,153.7400,95,15656376,O,13479 2017-10-02 15:39:59,153.7300,153.7400,153.7400,5,15656381,O,13480 2017-10-02 15:39:59,153.7300,153.7400,153.7309,2000,15658381,C,27843 2017-10-02 15:39:59,153.7300,153.7400,153.7400,95,15658476,O,13481 2017-10-02 15:39:59,153.7300,153.7400,153.7400,5,15658481,O,13482 2017-10-02 15:39:59,153.7300,153.7400,153.7218,100,15658581,O,27844
If I compute the open, close, high and low prices with tick data, they are equal to the candle values.
However, If I add all the tick volumes (discarding those tagged with an 'O'), the number is not equal to the candle volume.
Volume from the candle retrieved using HIT command = 45385 Volume calculated from the ticks retrieved using HTT command = 45685
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