RealTest User Guide
RealTest User Guide

 

 

 

 

 

Category

Bar Data Values

Description

Unadjusted close when data is kept adjusted, or turnover value from Norgate import, or user-defined bar value from CSV import

Notes

When an import keeps prices split- and dividend-adjusted (KeepAdjusted), the Extra field instead holds each bar's unadjusted (as-traded) close, which is otherwise unavailable from adjusted data.

Norgate's Turnover value is not simply Close * Volume. Rather, it is the sum of Price * Quantity of all intraday trades (ticks) in a day. As such, true daily VWAP (volume-weighted average price) can be calculated as Extra / Volume when data is from Norgate.

With CSV import this field, which can also be referred to as Extra, will contain whatever values were included in the column defined as Extra in your CSV import.

 

 

 

 

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