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

RE: SPUroll.zip at www.eskimo.com



PureBytes Links

Trading Reference Links

"Neil Harrington" <njh@xxxxxxxxx> writes:
>Thank you very much for posting that data. This makes the new front
>contract so much more useful. Can you provide this each quarter, or
>is there a program we can run ourselves? Who created the files? 

I'm glad someone else finds it useful.  Once I started using active-
contract data at rollover this way, it seemed like switching from
black-and-white to color.  No more waiting weeks for the charts to fill.

I can provide this data each quarter, at least through this millenium.
I created the files, from ascii data given to me from jackb, who uses
FutureSource.  The project began as a way to get make-up data into
TS 3.5 from FutureSource, which has excellent make-up data service.
Once I had the TS .dat generator built, it was trivial to adjust the
data.  One of these days, I'll add the capability to pull the data
directly out of the bonn.dat file.

TS 3.5 itself generates the .idx file, when presented with the .dat file
and the dummy name-holder.  Perhaps someone can tell me if TS 4.0 will
import TS 3.5 data given only the two files, without the .idx file?
If so, then perhaps TS 3.5 isn't a necessary piece of the puzzle.

>One suggestion to whoever created the files. Please round the numeric
>conversion to the nearest tick, as opposed to having tick values like
>1100.23.

Good idea.  I'll change that straight away.

Cheers,

Jim

PS: for those that have lost the ftp address (it's not really a web site)

ftp.eskimo.com/u/j/jimo