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Allan Kaminsky wrote:
> I have an interest in converting a large amount of tick
> data (both issues and days) into ASCII files. The procedure
> for doing this using the Server is unacceptably tedious: a
> file must be manually specified for each day of each issue.
> If you want 200 days each of 100 issues, that requires manual
> specification of 20,000 files.
>
> Does anyone have a more automatic way of doing this? If not,
> is there a published spec for the format of the internal tick
> database so that a program could be written to achieve this?
> All assistance is greatly appreciated.
We are close to releasing an inexpensive software product called TradeLab
that, among many other things, quickly exports tick, intraday, daily, weekly
, or monthly histories of any length in single operations. It also
automatically creates continuous futures contract files of various kinds
according to user definable templates. It is, of course, year 2000
compliant. Exported data files can have two- or four-digit Gregorian years,
or Astronomical Julian Day Numbers, as you choose. Please don't send
questions about it yet, because we are busy preparing a Web site that will
answer most of the questions.
Despite how it may appear, we didn't arrange for Allan to ask that question.
We don't even know him.
-Bob Brickey
Scientific Approaches
sci@xxxxxxxxxx
o
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