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If you find one, please post your solution. Right now the only solution is to create an array in Excel and import it each 5 sec :-) this is a rather daunting task in real-time. Tomasz acknowledged the key problem in the AB Help for the foreign() function:
"Please note that if you have data holes in currently selected symbol then in order to synchronize bars Foreign function will remove bars that exist in Foreign symbol but do not exist in currently selected symbol."
This unscientific approach makes the accuracy of all TA analysis depend on the underlying ticker. It assumes a perfect database which, in EOD is rare, and in real time simply does not exist.
What is needed is a real-time reference array that can be made current and contains bars for all time periods, i.e. creates empty bars in real-time when data doesn't exist.
best regards,
herman
For tips on developing Real-Time Auto-Trading systems visit:
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Friday, December 28, 2007, 11:59:48 PM, you wrote:
> Hello,
> Forgive me if it seems like I am restarting a thread out of my
> original, but the previous thread got badly broken when Yahoo dropped
> a number of replies, so I thought to try again fresh.
> I really need a reference ticker of 200k 5 second 24 x 7 bars. I
> need it as a template to make continuous contract futures data that
> RT charts can use.
> For a reference ticker, all the data fields OHLCV OI can be set to
> one (1). The only data that I need to be able to change is the time
> stamp. Once made, every 5 seconds, the reference ticker would be
> read, all the bars shifted one bar, and the last bar time stamp
> increased by 5 seconds, then written back out (ATC). This is a bit
> of an over simplification, but you get the idea.
> The only thing I don't know how to do is rewrite the time stamp on a
> bar.
> I would appreciate any specific ideas as to how I could do this --or
> another way to get my continuous 5 second RT perfect reference
> ticker. Perhaps there is a dll way? Speed of maintaining the RT
> ticker is important.
> I have tried many different approaches for a couple of weeks and end
> up with a roadblock with each way so far. Herman has discussed the
> problems in the UKB, but none of the solutions so far will work for me.
> Best regards,
> Dennis
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