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Richmond VA
Posts: 7 since Mar 2013
Thanks Given: 2
Thanks Received: 1
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Heya. I was out of town for a while for work and I was unable to trade, however I decided to chart some data I've been interested in for a while.
This data is the average trades per hour (ATPH) and average movement per hour (AMPH) [yes, I made up some acronyms]. The averages are made over about a 7 month period (IQFeed's historical tick data). The symbols I picked were based on what Mirus Futures offers (which are really just the main electronically traded futures).
ATPH - The amount of trades that occurred on average in that hour of the day.
AMPH - The average of the sum of all the deltas (in ticks) between each trade for that hour of the day (perhaps there's a word for this?)
Data is displayed in a format of the most active for an hour, as well as an hour-by-hour layout per symbol.
Data: Futures Activity Research
Hope someone enjoys this data. Feel free to suggest more data, different charting styles, etc!
-Brandon
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