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Re: Final Proposed Data Format



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I don't think you speak for everyone, at least you didn't get my vote as
group spokesman...I for one do care. Also be aware the posts were
approved by the owner of the list...



>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
>> .
>> .
>> .
>>
>>
>>
>>
>
>
>