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Jim Sullivan <jimsul@xxxxxxxxxxxxx>
> > >The Indian Stock Exchange - NSE, plans to have a special
> > >trading session this saturday.
> > >Question: TS ignores Saturdays and Sundays. How to make TS chart the
> > >saturday data ?
>
> You might be able to do this by adding these as new symbols in the
> Symbol Universe. I think this is the only place you can tell TS that
> you want to look at data for Saturday.
> You will probably have to set up a special exchange in the Exchange
> Universe Setup.
But that will only work if it's the same symbol, right?
I want to do something a bit similar. The SPX and some other
indices, for some stupid reason, broadcasts "yesterday's close" as
the "first tick (or first few ticks) of today." The next ticks then
move to today's first price. This causes a bogus extra-long bar if
you have a gap open, and you don't get an accurate indication of the
gap from the SPX data. It's even worse with some indices like NDX.
I'd like to have both the regular SPX data (starting at 9:30 and
including the bogus "yesterday" tick) AND a "fixed SPX" (starting at
9:31, missing the first minute of trading including the bogus ticks).
I think the 9:31 start time is probably the only way to get rid of
this -- if anyone has a better idea to ignore those first ticks
(preferably in realtime, but not required) I'd love to hear it. I'd
rather not delete the ticks from my database if at all possible.
When I asked about this a few weeks ago, someone suggested a solution
that wasn't pretty, but might work in a pinch: start your 9:30
charts, change the symbol to start at 9:31, then start the 9:31
charts. I'd really like to avoid this if I could.
I'd rather have TWO symbols, the 9:30 one and the 9:31 one. Then I
could use whichever one I need for a particular use, compare them,
etc.
As I understand it, TS will only accept symbols that are already
being transmitted by the data service (BMI in my case). So you can
have two S&P symbols (SP for day & globex, DSP for day-only), but
only because BMI transmits BOTH SP and DSP. Correct? So I can't
create a "new" 9:31 SPX symbol because BMI doesn't transmit it.
But these comments about setting up a symbol in a different exchange
make me wonder if there IS a solution. Could I set up an "SPX"
symbol in another exchange, say MIC or whatever, and set it to start
at 9:31? Would the Server receive the standard SPX data in both that
symbol and the original 9:30 symbol? Or would it fail because MIC
doesn't broadcast an SPX symbol? Would it work for historic data?
Thanks for any help --
Gary
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