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To add to this thread, I have switched from Genesis to Pinnacle Data and have found their
EOD service and software satisfactory. Their standard service provides you continuous
futures only contracts rolled with their own proprietary, fully disclosed, method. It is
specific for each commodity and occurrs with the shift of volume from the current to the
next future contract. This appears to be the best time to roll as this is how I trade,
leaving
the contract when volume is exceeded by the next contract future. This may not be the
best roll time if you are analyzing specific time hits such as with Gann techniques.
Fortunately, their service gives you for "free" the individual contracts and
automatically appends to them with the normal evening update. There is also some dos
based data utilities that can specify your own custom roll dates and whether you wish "no
adjustment", "backwards adjustment" or "forward adjusted" continuous contracts. These can
be done individually or over the whole protfolio. You can change any of these settings
and build templates to duplicate them, rebuilding your continuous files at any time.
So far, I like the open architecture that their software affords, since it is dos. I have
no problems running any of it directly under win95 as a shortcut without going into dos
mode.
You have the choice of metastock (7 field, or less) or ASCII file architecture. The
updates will automatically append either or both.
I have not used this data in Tradestation but have in many other software for EOD.
Hope this helps,
See U
Tom
planeacres@xxxxxxxxxxxxxxxx
ps: no affiliation, no benefits, customer only, satisfied so far.
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> From: Scientific Approaches <sci@xxxxxxxxxx>
> To: Omega Mailing List <omega-list@xxxxxxxxxxxxxxx>
> Subject: Re: Prophet EOD data
> Date: Tuesday, December 16, 1997 9:32 AM
>
> Craig wrote:
>
> > I had a good experience with DOS ACCESS for about a year
> > or so, and then I had major problems. One day, I just
> > couldn't connect to their database anymore when I dialed
> > up. They recommended I buy a new modem because I supposedly
> > had what they call "broken teeth". Even though everything
> > else I use the modem for functioned OK, they still insisted
> > it was a hardware problem on my end. Well, the new modem
> > didn't work out and I still couldn't log on. I couldn't
> > figure out why and neither could they, although Prophet has
> > a history of denial about it's own problems that it realizes
> > it always had, IMHO. <SNIP>
>
> Even though we have a real-time data feed, we have been downloading "All
> Markets" EOD futures data from Prophet's Web site the past two years,
> because TradeStation has no provision to create back-adjusted continuous
> futures contract files. (I recently have written software that creates them
> automatically from data in the Omega Server database.)
>
> There are serious errors in Prophet's data. A long time ago we noticed
> silver futures open, high, low and closing prices were the same each day for
> months. I asked them about the problem. They said they knew about it, but
> they had much more serious problems to worry about. They never sent a fix.
>
> I asked them for the contract roll-over rules they follow. They sent rules,
> but we have found they don't follow them. They told us they roll after
> three days of higher open interest in a new contract, but we have found they
> roll on contract expiration dates. That is a bad time to roll, because open
> interest in an old contract is very low then.
>
> A couple months ago we noticed a few days of data for last May is missing in
> all their files. We have emailed and telephoned them many times since
> trying to get a patch. They promised several times to send one, but didn't.
>
> Last Friday they sent two huge files they said would have to be processed in
> sequence to solve the problem. I started the first one running Friday
> evening. It is now Tuesday morning. It is still running.
>
> Their software is awful. Their user interface is terrible. I can't imagine
> how they can make processing take so long. Nightly updates run for hours.
> Several files are being updated, but even so, I can't imagine why the
> process takes so long. My own software creates years of back-adjusted EOD
> futures contract data in seconds. It even creates extremely long back-
> adjusted intraday futures files very quickly (35 seconds a year for back-
> adjusted 15-min bar data on Pentium/90 computer, for instance). There is no
> need for their processing to take so long.
>
> -Bob Brickey
> Scientific Approaches
> sci@xxxxxxxxxx
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