RE: Final Proposed Data Format

["Roger D. Rines" <rdrines@xxxxxxxxxxx>]

This assumes the data will be stored as ASCII.

If that is that true it would be unusual.




-----Original Message-----
From: Howard Jackson [mailto:hrjf4@xxxxxxxxx]
Sent: Tuesday, May 04, 1999 6:59 PM
To: Mark Brown; TraderWare-List@xxxxxxxxxxxxx
Cc: Omega List
Subject: Re: Final Proposed Data Format


Doing a quick test filling a file with the following
ticks
   19990101,120000,100.125,10000,1
with my notepad.exe I got the following numbers:

# Records      HD space taken by file
10             1KB
100            4KB
1000           36KB
7000           249KB

So if we collect 20 days of 500 symbols that trade
approximately 7000 ticks a day, we would end up with
something like a 2,480,000KB of hard drive
requirements.   Is that 2 thousand gigs of hard drive
space? oh my! am I missing something?

Good luck Mark... and BTW, why the hell are you
posting this here?

H

Note: I was using Win98 with FAT32 in the computer
which I ran the test.

--- Mark Brown <markbrown@xxxxxxxxxxxxx> wrote:
> Final Proposed Data Format.
>
>
> TraderWare Data Format
>
> Storage location
>
> \TraderWare\Data\Exchange\Symbol\EOD
> \TraderWare\Data\Exchange\Symbol\Tick
> \TraderWare\Data\Exchange\Symbol\Intraday
>
>
>
> Tick Data File Format
> Format
> YYYYMMDD,HHMMSS,Price,Size,Type
>
> where type =
>  0 for TRADE
>  1 for BID
>  2 for ASK
> Example
> 19990101,095902,23.5,100,1
> 19990101,095931,23.75,400,0
> 19990101,095959,23.75,500,2
> 19990101,100002,23.70,300,2
> 19990101,100023,23.65,100,1
> .
> .
> .
>
> EOD and Intraday File Format
> Format
>
YYYYMMDD,HHMM,Open,High,Low,Close,Volume,OpenInterest,TradeCount,Open
Bid,Ope
>
nBidSize,CloseBid,CloseBidSize,OpenAsk,OpenAskSize,CloseAsk,CloseAskS
ize
> Example
>
19991121,1459,10.0125,11.984375,9.875,10.25,825345345,2523423,34354,1
0.25,10
> 0,10.375,200,200,11.5,200,11.75,100
>
19991121,1459,10.0125,11.984375,9.875,10.25,825345345,2523423,34354,1
0.25,10
> 0,10.375,200,200,11.5,200,11.75,100
>
19991121,1459,10.0125,11.984375,9.875,10.25,825345345,2523423,34354,1
0.25,10
> 0,10.375,200,200,11.5,200,11.75,100
>
19991121,1510,10.0125,11.984375,9.875,10.25,825345345,2523423,34354,1
0.25,10
> 0,10.375,200,200,11.5,200,11.75,100
>
19991121,1530,10.0125,11.984375,9.875,10.25,825345345,2523423,34354,1
0.25,10
> 0,10.375,200,200,11.5,200,11.75,100
>
19991121,1600,10.0125,11.984375,9.875,10.25,825345345,2523423,34354,1
0.25,10
> 0,10.375,200,200,11.5,200,11.75,100
> .
> .
> .
>
>
>
>