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PureBytes Links
Trading Reference Links
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Check out Tracker from Tick Data, Navigator from Genesis and
Tradelab. Let me know if you find something that allows you to
specify the type of continuous contract you want to create.
Val.
David Powell wrote:
> I need to work on intraday data outside TradeStation.
> Is there a low cost automated add-on that will take out the
> opening/closing gaps on intraday data that's in ASCII format ? Years
> ago it seems like there was a way to back-adjust contract rolls on daily
> data, but I don't remember how it was done.
> Any pointers would be greatly appreciated.
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