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Unfortunately Hänschen Esser does this all the time.
We call him the 9o'clock postman
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> From: hans esser <he96@xxxxxxxxxxxxxx>
> To: Manning Stoller <mstoller@xxxxxxxxxxxxx>; omega-list@xxxxxxxxxx
> Subject: Re: daily data collection
> Date: 01 June 1998 07:35
>
>
> > 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
> > > >
> > > >
> > > >
> >
> >
> >
>
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