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>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
What about tick data? Surely you don't carry the overhead of the
OHLCOIV fields for a single tick? I've always thought a reasonable
simulation of higher-resolution timing could be had by taking all
the ticks during a particular minute and interpolating them evenly
throughout that minute, giving them "simulated seconds."
BTW, how are you storing data internally?
>I will continue to answer publicly asked questions on this list however as
>long as the owner thinks the post are of value. mb
No problem, feel free to continue. :)
--
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