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Yarroll,
I know probably the only one FREE SOURCE OF INTRADAY RT DATA (Tick,
1,5,15,60 Min Charts and Quotes) for the following futures and FX
Pairs:
- Indices:
N100
DJI
SP500
DAX30
CAC40
N225
FTSE100
SPI200
TAIWAN
HANG SENG
- Treasuries and Commodities:
30Y BOND
10Y NOTE
CRUDE OIL
GOLD
SILVER
COPPER
COFFEE
- CURRENCY PAIRS
- US and EUROPEAN SSF's
Try this WS: http://www.gcitrading.com/gci_cfd_charts.htm
At this time I am downloading some futures quotes manually and I
would appreciate very much if somebody will try to make a downloader
script for downloading those data, because manual downloading is
very time consuming. Please let me know.
Regards,
Martin
Currency
--- In amibroker@xxxxxxxxxxxxxxx, "Silvarius" <silvarius@xxxx> wrote:
> Sorry Yarrol, I don't know of any sources providing free intraday
datas for
> cash CAC index.
>
> Best regards, Jérôme ULRICH
>
> -----Message d'origine-----
> De : Yarroll [mailto:komin@x...]
> Envoyé : mardi 9 septembre 2003 01:42
> A : amibroker@xxxxxxxxxxxxxxx
> Objet : RE: [amibroker] Att Jerome Ulrich, RE CAC futures cont.
>
>
> Jerome,
>
> Thank you very much, your views are very much to the point.
> This is best perhaps, to generate signals based on cash and trade
those in
> futures.
> Do you happen to know where can I find CAC40 cash data, intraday
15-minute,
> and going back to July 1999?
>
> I know of the Russian site, but they have it from 2002 onwards, I
think.
>
> Thanks. Best regards,
>
> Yarroll
> ***
> http://republika.pl/yarroll999/
>
> ----- Original Message -----
> From: Silvarius <silvarius@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, September 08, 2003 5:32 PM
> Subject: RE: [amibroker] Att Jerome Ulrich, RE CAC futures cont.
>
>
> > Hello Yarrol,
> >
> > Being a day trader, I never hold any overnight position, and so
don't use
> > any continuous contract for my backtests. I don't like the idea
of
> > continuous contract as it adds a new layer of data manipulation.
In orther
> > terms, you calculate your indicators on datas that are
not "true" ones.
> > Facing your problem, I think I would try to use cash datas to
calculate
> > longer term indicators, and use the contract trades on a short
basis (no
> > overnight calculation) to generate the "trigger" signal. But
this is only
> a
> > quickly thought idea.
> >
> > Best regards, Jerome ULRICH
> >
> > -----Message d'origine-----
> > De : Yarroll [mailto:komin@x...]
> > Envoyé : dimanche 7 septembre 2003 13:49
> > A : amibroker@xxxxxxxxxxxxxxx
> > Objet : [amibroker] Att Jerome Ulrich, RE CAC futures cont.
> >
> >
> >
> > Hello Jerome, List,
> >
> > How do you prepare continuous CAC contract from individual
contracts data?
> >
> >
> > I have converted data from Matif site into 15-minute Metastock
format from
> > scratch.
> > {You were right... Best to do it myself if I'm about to
periodically add
> new
> > data}.
> > However what I end up with is a pile of individual contracts
with just
> about
> > 3 months of active trading each, not much use for longterm
indicators.
> > There's no Open Interest in Matif data, so I have no choice but
to use
> > volume as a basis for the continuous contract.
> > Of course, there's much less problem with daily chart, but on
intraday
> > volume for a few sessions is now bigger in one contract, now in
another.
> >
> > Any hints, tips or tricks? Maybe an Excel spreadsheet with
formulas?
> >
> > Thanks. Best regards
> >
> > Yarroll
> > ***
> > http://republika.pl/yarroll999/
> >
> >
> >
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