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RE: Rollover workarounds for TS?



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Gang -
the answer to the issue of being able to do fancy things with the data
server have been answered below...
see the "attitude" in-effect at Omega.
We are TOTALLY locked-out of doing anything related to the data
platform.....unless you can get the highest level of approval....from "you
know who".


Mr. Simms,

Our development contracts with existing data providers prohibits us from
designing or providing technology for our products to interface with
competing data platforms. Because of this, distribution of the sub-server
API is regulated by our Corporate Development office, and they select which
companies are granted licenses for this API.

They are currently not accepting any new applicants at this time, so we
unfortuneately, cannot accomodate your request.

Kind Regards,

Omega Research Inc.


-----Original Message-----
From: M. Simms [mailto:prosys@xxxxxxxxxxxxxxxx]
Sent: Monday, November 22, 1999 2:02 PM
To: orsp@xxxxxxxxxxxxxxxxx
Subject: FW: Support for Global Server - ADVISE


What's going on here ?
We have a terrific idea which will interface Tradestation to a reliable,
high-speed data feed !!!!
It will help to sell more TS product !!!

What's all of this nonsense about "current obligations" ????
Doesn't make sense !!!


-----Original Message-----
From: Developer Support [mailto:DevSupport@xxxxxxxxxxxxxxxxx]
Sent: Monday, November 22, 1999 11:15 AM
To: prosys@xxxxxxxxxxxxxxxx
Subject: RE: Support for Global Server - ADVISE


Mr. Simms,

Projects of the nature you have described require the use of a SubServer API
which at this time is under the strict management of our Corporate
Development Department. From what I understand, registered Omega Research
Solution Providers may apply for this technology, but due to current
obligations (contractual and otherwise), no new applicants are being
considered to receive the API at this time.

For more information about this, you can try contacting our ORSP management
group by emailing orsp@xxxxxxxxxxxxxxxxxx

Omega Research, Inc.


> -----Original Message-----
> From:	TechSupp
> Sent:	Wednesday, November 17, 1999 4:44 PM
> To:	Developer Support
> Subject:	FW: Support for Global Server - ADVISE
>
>
>
> -----Original Message-----
> From:	M. Simms [mailto:prosys@xxxxxxxxxxxxxxxx]
> <mailto:[mailto:prosys@xxxxxxxxxxxxxxxx]>
> Sent:	Tuesday, November 16, 1999 8:18 AM
> To:	Omega Research
> Subject:	Support for Global Server - ADVISE
>
> We want to write an interface to a data provider.......
> noticed there were sparse technical notes in the DEVKIT for TS2000i
> regarding the ability to update the server from another source.
>
> Where can we get the necessary sample code and more detailed documentation
> to do this ?
>


> -----Original Message-----
> From: Larry Wright [mailto:lwright@xxxxxxxxxx]
> Sent: Tuesday, November 23, 1999 12:32 PM
> To: Omega List
> Subject: Re: Rollover workarounds for TS?
>
>
>
>
> On Tue, 23 Nov 1999, Val Clancy wrote:
>
> > the best you can do is:
>
> Unfortunately, I agree with you. If this is the best one can do with
> TS/Omega, we're in trouble. Data manipulation should NOT have to be as
> hard as you describe! It would NOT be this hard if TS would allow easier
> data access in/out, especially for ***tick data***.
>
> I forsee the Historybank as another you-will-do-it-our-way approach by
> Omega. It will have only the most 'vanilla' data, and will not take into
> account the *many* ways traders like to manipulate data. IMHO, a terrible
> alternative to opening up TS *tick* data access.
>
> > Build your historical testing ascii database:
> > - pick a bar interval for your database, 1 min for instance.
>
> This is a *lot* more work if you use tick charts...
>
> > - merge individual contracts manually ( cut/paste ) or use
> fileappend for
> > automatic
> >   operation.
> > - when back adjusting data you can use different  contract merging
> > techniques.
>
> It IS very important to provide several ways to merge contracts, and very
> unlikely to happen with Omega's you-will-do-it-our-way approach
> to things.
> Different traders have different needs. 'Merge contarcts' is easy to say,
> much more work to do :-).
>
> >   your system code could contain rollover exit / reentry signals, no
> > backadjusting necessary
>
> Some of us like continuous contracts (but not all :-)...
>
> >  in this case or you can set up "ave tick volume match" rollover fairly
> > easily by using
> >  data1, data2, dataN setup and dumping into a file from multiple data
> > streams.
>
> A good approach...
>
> > - keep your "SP rollover" workspace saved and ready to be used
> at any time
> > - if you get holes in data, write it down in your database log,
> patch data
> > and append it
> >   to your ascii database. same thing for bad ticks.
>
> With the difficulty in working with TS, this is a real pain - also, I'd
> rather not have to maintain two (or more) different data bases and try to
> keep them in sync and up to date.
>
> > - use ascii database for historical testing and real time data
> for trading
> > and appending
> > to your database.
>
> This *still* does not leave us with an easy way to use rollover data in
> *real time* for new contracts (a workaround has been suggested, though).
>
> *Please* don't misinterpret this as an attack on what you said. Don't get
> me wrong - I really do appreciate your detailed suggestion for the best
> way to deal with this. It is, indeed, about the best one can do now. I do
> believe this is a major area of concern for many traders, and has been for
> MANY years, with NO adequate response from Omega despite years of asking.
>
> Omega seems to stress how "easy" it is to use TS. For such a basic thing
> as *tick* data input, output, or contract manipulation, I don't think
> so...
>
> Larry
>