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Thanks to all who replied to my question about RSI variants.
You brightened my day.
That worked out so well that I've got another question. Some
time ago, I ordered some intraday data from CSI. It comes as
a straight data stream, not broken into bars. I had naively
assumed that a program intended to capture trading data as
it happens would be able to cope with the CSI files (at least
after they were converted to ASCII), but this doesn't seem to
be the case. Can anyone offer a lead to software that will
massage this stuff into N-minute bars?
[Someone on the Omega list (back when I was still stuck with
SuperCharts) had written a PERL routine to accomplish it
and was kind enough to send the text. Then I got super-busy
at work and buried it under one of the piles in my office, where
only an archaeologist will ever find it. Sigh.]
Thanks again.
Owen Davies
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