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Richard,
Qfeed has a great deal of data on their servers. Accessing it in a quick,
reliable manner, is somewhat problematic however. We are currently beta
testing DynaLoader but are finding that some Qfeed servers are better than
others and some times of the day are also better than others. I suppose
that is why when you pull up a tick chart of a symbol in Qcharts and attempt
to scroll backwards, it sometimes fills in quickly and sometimes does not.
Ditto for T&S data in Qcharts. We have however downloaded much much more
than just a few hours of tick data. When the kinks are ironed out, we'll
release DynaLoader.
Ron
-----Original Message-----
From: Richard Josslin [mailto:TaoOfDow@xxxxxxxxxxxxxx]
Sent: Monday, February 21, 2000 16:45
To: dynastore-qc@xxxxxxxxxxx; omega-list@xxxxxxxxxx; ron@xxxxx
Subject: Re: [dynastore-qc] Refresh Dynastore omz???
From: Richard Josslin <TaoOfDow@xxxxxxxxxxxxxx>
Dear Ron & Group,
I wish to raise two issues re historical (refresh) data, both of which are
problematic for me:
1. Omega website refresh data ---
The best that I have been able to do re historical data is to download
DBS/Signal
data from the OmegaResearch website. Procedurally, I find that process very
easy. Substantively, however, the Signal data has perhaps 25% of the ticks
that
the QFeed has. Perhaps if one were trading on a longer time perspective,
possibly 5-or more Minute charts, this paucity of data would not be
noticeable
or
detrimental. I am trading off of 2-Tick charts, however, and the paucity of
the
Signal data makes it almost useless for me. I only use it to make
longer-term
historical charts, such as 15- or 60-minute charts, and for that, it seems
to
work for me.
If anyone has discovered a better way of obtaining historical data, I would
appeciate knowing about it.
By the way, the note on the Omega refresh data website regarding it being
available free "for a limited time" has been there for months. Not that
they
couldn't discontinue the service or begin chargng for it at their whim
immediately, only that their statement is stale, and they have taken no
action
on it for months.
2. QChart (Quote.com?) data ---
My understanding is that QCharts has a relatively small limit to the amount
of
data it is able to chart. For example, QCharts with the nearby S&P charts
for
me only several days of 1-Minute data and only an hour or two of Tick data.
So, as long as predigested data (that is, digested such that it is placed in
bars of a predetermined size) is acceptable, QCharts allows at least one
day's
worth of data to be charted (eg, in 1-, or 5-Minute charts). However, if
raw,
undigested Tick data is desired, QCharts does not allow even one-full day's
worth of data to be charted, at least with the nearby S&P. I conclude that
it
is unlikely that QCharts will be a satisfactory source for downloading
historical S&P tick data, even on a day-by-day basis. I do hope that I am
wrong on this issue. Perhaps Quote.com data is not so restricted in size as
is QCharts.
Where I believe that I am left for nearby S&P historical data is
1. Either using the Omega Signal data, which I can easily get for many
prior
days although it has only approximately 25% of the total ticks as are
available with QCharts, or
2. Using the QCharts data (when DynaLoader becomes available), which does
not
appear to have omitted ticks, although I can only obtain approximately the
last hour or two of Tick data.
I am reminded of the Greek giant Procrustes who stretched or amputated his
captives sufficiently so that they were just able to fit into his iron beds.
Sincerely,
Richard
Ron Dawes wrote:
> From: "Ron Dawes" <ron@xxxxxxxxx>
>
> Your question about refresh data applies to all feeds not just Dynastore.
>
> There are several options: the Omega site, (it does have last weeks data),
> other commercial tick vendors such as Gentick, Tick Data, CIS data, or you
> will be able to use our upcoming product DynaLoader which is now in beta
> testing to pull data from Quote.com and create OMZ files which can be
> imported.
>
> Ron
>
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