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Just what does this have to do with TradeStation or Trading. NOTHING, IT HAS TO DO WITH MARK BROWN.
NOBODY CARES !!! GET IT OFF OF THIS LIST.
-----Original Message-----
From: Roger D. Rines [SMTP:rdrines@xxxxxxxxxxx]
Sent: Wednesday, May 05, 1999 1:21 AM
To: Howard Jackson; Mark Brown; TraderWare-List@xxxxxxxxxxxxx
Cc: Omega List
Subject: RE: Final Proposed Data Format
This assumes the data will be stored as ASCII.
If that is that true it would be unusual.
# 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
> .
> .
> .
>
>
>
>
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