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Looks like Omega shuts down their collection machine from late
afternoon until late in the evening. I DL'd some refresh data from last
week and they all were missing *some* of the session2 trading until
late evening for the SP and ES, when it began again. The hole was
around 4pm - 11pm chicago time, and not exactly the same each day.
I don't think Sam's is correct here, since a save after the day close
should include all electronic trading from the *previous* afternoon/
evening/overnight which is considered part of that same day.
rich
At 01:06 AM 8/3/98 -0400, you wrote:
>
>Gary,
>
> Unless things have changed (radically) since I was there:
>
> The lucky Omega employee waits late in the day, possibly after his
>scheduled work hours, and then downloads the data for the day. He next
>copies it to the FTP site. They try to get the data up on the web as
>quickly as possible. Realize that this process is no less arduous or time
>consuming for them than it is for us. The effort required pretty much
>rules out a repetition of the process the next morning...
>
> As to why there is no data for the evening session... The night session
>has not yet occurred when the sample if taken. Up to this point when you
>paste in data it replaces the previous data with the "newer and better"
>sample. It is not an insert, not a merge, it is an overwrite.
>
>Samuel
>
>
>At 10:30 PM 08/02/98 -0600, you wrote:
>>I seem to have some bogus settings in my US and currencies contracts.
>>
>>My symbol universe shows US as having 2 sessions, but data only plots
>>for the day session starting at 8:30 ET. An evening session shows in
>>the charts (6:30-9:15pm ET), but no data plots. Looking at the tick
>>data, it shows data collected from 00:00 through roughly 17:00 -- no
>>data during the evening session.
>>
>>Why don't I have any data for the evening session? Note: I don't
>>currently get CBOT data on my BMI feed, so this data was downloaded
>>from Omega. Is that the problem?
>>
>>Thanks,
>>Gary
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