[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: daily data collection



PureBytes Links

Trading Reference Links


> You can sure Hans Esser that I will never bother to try to help you in the
> future. 

No problem - You have never done before and there are enough friendly, 
helpfull AND knowledgeable people here who will do !

> You response to me was extremely rude and unappreciated.

> Manning Stoller

.....but at least MY answer was correct - hope you learned sth from it. If you 
need further advice re FOREX do not hesitate to contact me - youre welcome

rgds hans

 

> 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
> > >
> > >
> > >
> 
> 
>