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Re: daily data collection



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You can sure Hans Esser that I will never bother to try to help you in the future.
You response to me was extremely rude and unappreciated.

Manning Stoller



hans esser wrote:

> Manning Stoller wrote:
> > If you are using Dow Jones Tradestation (now Bridge Telerate
> > tradestation), the new day starts at 22:00 GMT and goes until 21:58 the
> > next day. Volume is posted
>
> Volume cant be posted as there is NO such thing for FOREX - PERIOD !
>
> > and represent the price changes.
>
> Thats not volume, but number of ticks !
>
> > Normal for the DM would be around 4,500 a day.
>
> There is nothing "Normal for the DM" - thats just the number of ticks *you* get
> on *your* DJ Tradestation - and if someone receives LESS or MORE ticks in
> FOREX it hardly matters, as its not LAST trade (as from a FUTURES
> exchange), but *just* a price indication from a bank - and in FOREX to have
> MORE ticks doesnt mean its a better feed - in difference to regulated FUTURES
> markets.
>
> FYI, ystd I had on my DBC feed - 9500 ticks for the DEM
>
> - is that normal ? No, there is no normal
>
> - is that better than BMI ? No, there is no better
>
> Do I recommend DBC - NO, its useless on FOREX !!!
>
> > Open interest refers only to the futures market and not to any cash market.
> >
> > Hope this helps.
> >
> > Manning Stoller
> >
> >
> > hans esser wrote:
>
> No, I didnt write that - I wrote the answer to that question
>
> rgds hans
>
> > > > I am new to TS and experienced a problem with dayly data collection. I
> > > > collect FOREX data and there are some days where no open price for a
> > > > day collected and also no volume and open interest. So I need to
> > > > manually edit daily data after the session. If anybody can point me
> > > > what's wrong - really appreciate. Thanks. Dmitry
> > >
> > > FOREX is a 24 hour market - it does NOT stop or START during the week  -
> > > any decision to set whatever times as settings to make DAILY charts is
> > > just random and will be different on a other part of the world.
> > >
> > > EOD chart for S&P looks (nearly :-)) the same everywhere - but for FOREX
> > > it can be real different.
> > >
> > > There is not such thing as VOLUME or OI on that market at all - for days
> > > you have it - BIN IT !
> > >
> > > rgds hans
> >
> >
> >