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i have been renamimg the contract and then adjusting by a multiplier (see
server)based
on the closing ratios of the old/new.
for daily i subscribe to pinnacle and i import their data.
im sure there are other alternatives though.
tv
Larry Wright wrote:
> Rollover time is coming up soon, and I am reminded of how hard it is to do
> data manipulation with TS. I like to have a bit of rollover data when a
> new contract starts - a continuous contract that can be run in *real
> time*. JimO has been kind enough to provide this for the S&P, and it
> would be nice for other contracts as well.
>
> Does anyone know of a workaround that would allow older data to be either
> inserted into the TS server (preferred) or read by EL (from file?) until
> some rollover date? The EL route might be a kluge, but workarounds often
> are :-).
>
> The easy way, of course, would be for TS to have a server capability for
> ASCII out/export and in/import for TICK data as well as daily data. I've
> been asking for this basic capability for many years, but I get, instead,
> more eye candy...
>
> Am I the only person that finds this useful?
>
> Larry
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