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RE: [amibroker] RE: PosQty and which trades are selected in backtester



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<SPAN 
class=359535109-29062004>As Don has already found out, our data called "SP1" 
matches that the pit-traded data from Brite Futures.  We provide both 
SP& 500 all-sessions combined (SP) and S&P 500 floor-session only (SP1) 
since some users want to base their analysis on the floor session 
only.
<SPAN 
class=359535109-29062004> 
<SPAN 
class=359535109-29062004>In DataTools, you can find out what each code is by 
clicking Tools -> Contract Details & Pricing, which will give you a 
summary of each futures contract.
<SPAN 
class=359535109-29062004><FONT face=Arial color=#0000ff 
size=2><FONT face=Arial 
color=#0000ff size=2> 
Best regards,
Richard Dale.
Norgate Investor Services- Premium 
quality Stock, Futures and Foreign Exchange Data for  markets in 
Australia, Asia, Europe, UK & USA -<A 
title=http://www.premiumdata.net/ href=""><FONT 
face=Arial size=2>www.premiumdata.net 
<FONT face=Arial 
size=2> 
 


From: Collectable Images 
[mailto:telecard@xxxxxxxxxxxxxx] Sent: Tuesday, 29 June 2004 9:28 
AMTo: richard@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
Looking for a data vendor for commodities

Hello 
Richard,
<FONT face=Arial color=#0000ff 
size=2> 
I was 
using SP and noticed that SP1 from your list matched  teh data from Brites. 
Dont understadn the differerence between SP and SP1 though.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Don

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Richard Dale 
  [mailto:richard@xxxxxxxxxxxxxxx]Sent: Tuesday, 29 June 2004 12:40 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
  Looking for a data vendor for commodities
  <FONT face=Arial 
  color=#0000ff size=2>Hi Don,
  <FONT face=Arial 
  color=#0000ff size=2> 
  <FONT face=Arial 
  color=#0000ff size=2>To deal with potential errors, we employ a computerised 
  checking mechanism that searches for unusual prices or discrepancies between 
  the open, high, low and close. In addition, the data is compared against a 
  number of alternative sources in order to highlight possible 
  differences.
  <FONT face=Arial 
  color=#0000ff size=2>I'll investigate and get back to you within the next day 
  on why these figures are different from Brite's data.
  <FONT face=Arial 
  color=#0000ff size=2> 
  
  Best regards,
  Richard Dale.
  Norgate Investor Services- Premium 
  quality Stock, Futures and Foreign Exchange Data for  markets in 
  Australia, Asia, Europe, UK & USA -<A 
  title=http://www.premiumdata.net/ href=""><FONT 
  face=Arial size=2>www.premiumdata.net 
  <FONT face=Arial 
  size=2> <FONT face=Arial color=#0000ff 
  size=2> 
  
  
  
  From: Collectable 
  Images [mailto:telecard@xxxxxxxxxxxxxx] Sent: Monday, 28 June 2004 
  9:58 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
  [amibroker] Looking for a data vendor for commodities
  
  Re accuracy of data vendors.This is the SP pit traded 
  floor contract data from Brite data and Norgate. Opening prices and some of 
  the high prices are different. Close and low prices are all mostly same 
  as each other.Can anyone suggest which is 
  correct???6/14/2004       1131.4  
  1131.4  1121.8  1125.5  141090  405798  
          20040614,<FONT 
  color=#0000ff>1133.90,1134.40,1121.80,1125.50,141090,405798  
          
          
         6/15/2004       
  1132.5  1137.8  1128.5  1133.7  158081  496785  
          20040615,<FONT 
  color=#0000ff>1125.40,1137.80,<FONT 
  color=#0000ff>1125.40,1133.70,158081,496785  
          
          
         6/16/2004       
  1133.5  1135.4  1130.1  1133    100481  
  548910          <FONT 
  color=#ff0000>20040616,<FONT 
  color=#0000ff>1133.20,1137.00,1130.10,1133.00,100481,548910  
          
          
         6/17/2004       
  1131.8  1133.5  1126.5  1131.6  71269   
  569862          <FONT 
  color=#ff0000>20040617,<FONT 
  color=#0000ff>1133.00,1134.00,1126.50,1131.60,71269,569862   
          
          
         6/18/2004       
  1129.5  1139.3  1129.5  1134    
  34485   573054          
  20040618,1131.30,1139.30,<FONT 
  color=#0000ff>1126.60,1134.00,34485,573054   
          
          
         6/21/2004       
  1134.7  1138.3  1128.5  1129.2  23959   
  570321          <FONT 
  color=#ff0000>20040621,1134.60,<FONT 
  color=#0000ff>1139.20,1128.50,1129.20,23959,570321   
          
          
         6/22/2004       
  1128.6  1135.7  1123.5  1134.9  39326   
  572372          <FONT 
  color=#ff0000>20040622,<FONT 
  color=#0000ff>1129.20,1135.70,1123.50,1134.90,39326,572372   
          
          
         6/23/2004       
  1133.3  1145.2  1131    1144.1  
  31745   573827          
  20040623,<FONT 
  color=#0000ff>1134.80,1145.20,1131.00,1144.10,31745,573827   
          
          
         6/24/2004       
  1142.2  1146.2  1139.5  1141.3  30222   
  577798          <FONT 
  color=#ff0000>20040624,<FONT 
  color=#0000ff>1144.10,1146.20,1139.50,1141.30,30222,577798   
          
          
         6/25/2004       
  1140.7  1145.9  1133.8  1135.2  32305   
  577798          
  20040625,1141.50,1145.90,<FONT 
  color=#0000ff>1133.80,1135.20,29000,0                        
   


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