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Re: Forex Data



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> After repeated attempts of trying to get Omega Research to add FOREX
> TICK DATA to their download list, 

As we see from this and another request aswell as my several ignored 
requests, there is demand for that, but OMEGA does not care - wonder 
why ?

> I have decided that someone has to
> take control of this area and do something about it. Once my website
> is finished, I am going to make all DAILY and TICK data collected in
> TradeStation 4.0 available for anyone to download. 

VERY GOOD !

> I currently
> collect 23 currencies, 24 hours a day from 15:00 hours Sunday to
> 15:00 hours Friday, MST, Denver, CO, USA. My data provider is BMI.
> They transmit data from 32 banks in 19 cities, 

I use DBC, they have some 60 contributing banks - however they 
majority of their prices is input by just two no-name-banks. I 
suppose those banks have their REUTER or whatever linked to datafeed 
and automaticly flood DBC with the data.

As we know, FOREX is NOT last trade by bid/ask indication, each data 
feed has more or less tick and it cant even be said whats better. In 
active time (US morning, when europe and US trade together) I 
sometimes get as much as 60 ticks per minute on USDDEM from DBC - I 
told them several times that this is rubbish and filling up their 
uplink and probably delay other data even more, but they dont care - 
or actually dont know a better way........

I have seen one of the no-nam-bank putting in more than 10 prices per 
minute - I think they make money with providing prices, rather then 
with dealing.......

> covering 139 major, minor and exotic currencies. 

DBC has aswell a hughe list, of all b.s. currencies around the world. 
I would prefer they do less and they do it better....

> A list of my current coverage is listed
> below. Some I have just added today from numerous requests from
> another discussion group. Any requests from you will be considered
> and accommodated as needed. Oh, yes it is free for obvious legal
> reasons. I will inform everyone of the address upon completion of
> the site.
> 
> Sincerely,
> 
> Richard J. Chehovin
> 
> ARP,ATS,AUD,BBD,BEF,BGL,BMD,BRR,BSD,CAD,CHF,CLP,CNY,CSK,CYP,
> DEM,DKK,DZD,EGP,ESP,FIM,FJD,FRF,GBP,GRD,HKD,HUF,IDR,IEP,ILS,INR,
> ISK,ITL,JMD,JOD,JPY,KRW,LBP,LUF,MXP,MYR,NLG,NOK,NZD,PHP,PKR,PLZ,
> PTE,ROL,SAR,SDD,SEK,SGD,SKK,RUR,THB,TRL,TTD,TWD,USD,VEB,XEC,
> XEU,ZAR,ZMK

Richard, I dont understand what you collect - FOREX always is a pair, 
i.e. 2 currencies and its internationally agreed to use ISO codes, 
which you do above, but you just show 1 currency. 

Is GBP = GBPUSD ? 
- how about GBPDEM another major currency, and GBPJPY ?

DEM is obviously USDDEM, but what is USD ?

Aswell would like to know how you handle "bad inputs" - with DBC some 
banks put in "slightly" wrong prices, like 20-30 ticks on USDDEM, 
which can be ignored, actually have to be ingored as you cant keep 
deleting ALL of them, on GBPDEM you sometimes get wrongprices asmuch 
as 100-200 pips away, that cant be tolerated but again is lots of 
work and one can not check all the currencies - how do you ?

And finally do you get GOOD daily charts in TS - I dont with DBC/TS

thanks
rgds hans

~~~~~
....and bear in mind 
that high reward does not come without its partner high risk !