|
PureBytes Links
Trading Reference Links
|
I just went through this exercise (for TS4 only).
I suggest that you first print out your existing portfolio, at least for all
futures, cash items, and indexes. Then find the corresponding BMI symbol
names and note the changes on your printout. Note that some BMI index names
are QUITE different from Signal. For example, $COMPQ in Signal becomes
@CCO in BMI.
Copy out your ENTIRE Signal database of collected data, then backup the
entire Omega directory tree.
Reinstall TradeStation 4 specifying that both servers, Signal & BMI, are to
be installed (this permits you to run Signal if and whenever you might wish
to do so). Do the reinstallation into the same directory as the existing
installation.
Manually (there's no conversion!) reconstruct your portfolio in the BMI
server, being sure to use the BMI symbol names. If you've made changes or
additions to your symbol universe (in Signal), be sure to repeat those
changes and additions to your BMI symbol universe. Note especially any
changes you may have made to session times. (It's probably a good idea to
check as many of your symbols as possible, certainly all futures, cash, and
index symbols, for the values of "price scale" and price & volume
multipliers - some of these differ between Signal and BMI and if you do not
set them to be compatible, you will lose data when you do the paste-in.)
Also make sure that, except for indexes, the exchange shown for each BMI
symbol agrees with its Signal counterpart - don't rely on the defaults for
this.
Paste-in the file copied-out from Signal. The server will automatically
recognize the Signal-to-BMI correspondence for SOME of the symbols and
will paste the data properly to the correct BMI name. But some will not be
pasted and, unfortunately, there is no report showing which were not pasted.
Instead, if you do a "custom" paste, the dialog box will show the symbols
from your portfolio for which it recognizes counterparts in the OMZ file.
Look at this list carefully to determine what symbols are missing.
After the paste-in, in the portfolio (I believe that it is sufficient to do
this in the portfolio only and not in the symbol universe) temporarily
rename the symbols which did not get pasted in to their Signal names and
repaste. It may save a lot of time if, before doing the repaste, you exit
BMI, rerun the Signal offline server, and do another copy-out, this time
just for the symbols not pasted into BMI. Then exit Signal, rerun the BMI
server, and repeat the paste-in.
After all symbols are pasted in, restore the changed symbol names (if you
changed any) to the proper BMI names.
I suggest that you make a final check by charting both 1-tick data and daily
data for each symbol, certainly for each TYPE of symbol (stock, future,
cash, index). If some data appear to have lost significant digits (345 is
now reported as 3, for example), you have a scale and/or multiplier problem.
Good luck.
Carroll Slemaker
PS - NOTE CAREFULLY: Most or all of the above applies to TS4 ONLY.
----- Original Message -----
From: Larry Wright <lwright@xxxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Sent: Monday, September 13, 1999 11:54 AM
Subject: Signal -> BMI: converting data
> I'm considering converting from Signal to BMI for TS4 & TS2k, even though
> I have my own software to access the Signal feed.
>
> It seems BMI contract names are different. Will this cause any problems
> with the new BMI install? Do they need to be renamed before installing
> BMI? How about old contracts? The infamous Symbol universe?
>
> Is the best approach to save everything and read it back in?
>
> Any other things to watch out for?
>
> Thanks much...
>
> Larry
>
|