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I tried this once with 5min SP data that could be read from a
back-adjusted ascii file in realtime.
The code was humungous. I abandoned the idea when I realized
that the new contract could only read bars(date and time) that
corresponded to
bars that existed in the new contract. So missing bars previous to
rollover in the new contract became missing bars in the backadjusted
pre-rollover portion.:-(
dave stanley
<<<
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 :-).
>>>
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