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I'm desperately looking for a software/utility that is able to create
continuous files starting from tick by tick contract files.
It should allow the user to input the dates of the rollovers and the
adjusting factor to apply to previous contracts to eliminate rollover
gaps. Excel files cannot handle more that 65536 rows of data so I can't
open tick-by-tick files without losing data!
Equis Downloader maybe presents the same problem and isn't able to
adjust prices (adding/substracting gaps)!
All that should be based on ascii format.
There is plenty of complex technical analysis softwares but as far as I
know there isn't a simple utility like the one described above!!! I
really hope to be disproved by anyone's suggestion.
How do you solve the need to create continuous files for system testing?
Thanks for any help.
Best Rgds
Oscar B.
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