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PureBytes Links
Trading Reference Links
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<<mm-dd-yyyy,hh:mm:ss,price,size,x>>
What does the x stand for?
Also are you recording bid and ask price changes and bid /
ask size changes? If so, how are you handling this?
I collected some bid / ask data and I found it increased the
size of my data file by about 5 times. Do you use a
compression routine for collection of ticks? If so, what
routine, and how does it compare to straight text files?
Is the time assigned by the exchanges for minutes and your
clock for seconds? Do the exchanges transmit seconds? I
think not. So how do you handle several ticks which occur on
the last second of the minute?
This sounds like a platform that could work and be useful to
a trader, if it doesn't get too caught up in fancy bells and
whistles (please no talking heads or such). When you're
ready, I'd be interested in beta testing this.
I'm also curious if the CPU usage is high, (like TS) or if
most of the usage consists of maintenance of an Internet
connection?
Patrick White
-----Original Message-----
From: Mark Brown <markbrown@xxxxxxxxxxxxx>
To: Jim Osborn <jimo@xxxxxxxxxx>; omega-list@xxxxxxxxxx
<omega-list@xxxxxxxxxx>
Date: Thursday, April 29, 1999 6:36 PM
Subject: Re: Data Formats
jimo here is the proposed data tick data format
mm-dd-yyyy,hh:mm:ss,price,size,x
sorry about the omission of my previous post i have much on
my mind..mb
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