|
PureBytes Links
Trading Reference Links
|
Here's the data format fir TraderWare, some questions were asked about time
stamps down to the second. We are trying to build an accurate
MMDDYYYY,HHMMSS,Open, High, Low, Close, Open Interest, Volume
Use -1-1-1 for the time if you have eod data
we are using a second time stamp on the data, other software vendors don't
or if they do products like Omega don't use them. This allows allot of
errors to occur and assumptions when backtesting a system. You will be able
to resolve a system and its entry down to the tick or group of ticks and or
time interval. we are committed to making sure a system test is as
realistic as possible so it will not fool anyone. you can not obtain this
type of accurately without a second stamp on the real time and historical
data.
subscribe to the Traderware list @ http://www.markbrown.com/list.htm
I will continue to answer publicly asked questions on this list however as
long as the owner thinks the post are of value. mb
|