|
PureBytes Links
Trading Reference Links
|
Denis,
The ES typically ticks about 35K times in a 24 hour period. I don't use
eSignal, but my results are similar. I'm lucky to get two days loaded. The
Nasdaq 100 is even higher (45K ticks/day). If you plot Cum(1) that will
count the number of trades or ticks and that should match the number of
records that you see in the Downloader.
The overnight session accounts for only about 3K of the total ticks, so its
effect should be negligible on the results you are seeing.
I believe the limitation gets back to a single precision non negative
integer limit, but that's just speculation on my part.
This of course makes it difficult/impossible to test any tick based systems
on such a liquid market as the index futures.
Dave Nadeau
Fort Collins, CO
-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]On
Behalf Of Denis Brink
Sent: Friday, June 29, 2001 7:15 PM
To: metastock@xxxxxxxxxxxxx
Subject: large intraday files
Does anyone on the list have experience with managing large intraday files
in MS Pro (7.2) ?
1. I set the realtime chart max file size to 65,500 and opened (from
eSignal) a tick chart of ES U1. The chart looks ok (apart from a few gaps)
but the cum() function shows 112,923 records. which sounds about right as
the period covered is 6/07 to 6/29. The first question is should this be
possible to contain this number of records?
2. Next I opened the downloader tools/copy. It shows the dates of the file
as only 6/25 to 6/29, and after copying to the offline directory the copied
file contains only the dates 6/25 to 6/29, and the cum() functions shows
only
64,236 records. So it looks as though the Downloader is truncating a file
that MS can handle ok.
Is there a way around these limitations?
Denis
_________________________________________________________
Do You Yahoo!?
Get your free @yahoo.com address at http://mail.yahoo.com
|