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I have had quite a few responses to my request for one minute data (but no
data). Most want to know why I need one minute instead of tick... forgive
me for answering here instead of individually (there were quite a lot of
questions).
There are three trade record fields in the edit symbol/ history to save
tab. 1 tick, 1 minute and 1 day. Since I don't system trade and don't
care that much to have each and every tick, I save about 15 days of tick
data and several hundred days of one minute data. My thinking is that the
one minute resolution setting takes a lot less drive space and that the
tick data for the recent past is there if I need it for something. I have
always made the assumption that the one minute bars were built from tick
data and then saved as a new record and that if I had a gap in my data,
that I could download tick data from history bank and that my one minute
bars would be rebuilt.
Friday morning, I had my first 2000I crash. I reset the computer, noted
that the screens were updating and that the data was flowing. I then
proceeded to take the rest of the day off (this will teach me to take time
off huh?). That evening I began working up my charts for Monday, I noted
that my quote screens were updated but that my intraday bond charts (with
all of my notations, trendlines and so on) ended at 9:20 AM.... the time
of the crash.
I began looking at the data and realized that there was an ending date of
June 25, 2000 on the end of the file. I called tech support, they had me
deleted this data (all data after Jan 25th) and went to history bank to
download the missing data. (Omega tells me that BMI probably put a bad date
stamp on a tick but if that happened, wouldn't everyone have trouble with
the file?).
Anyway, several have made the point that they think the one minute bars are
built directly from the tick data so this morning I again deleted all of my
data from the 25th and have repeatedly tried to download tick data from
history bank. I have checked, futures, 1 day and intraday for the 25th.
The download process shows .... downloaded and distributed, but if go look
in my edit symbol tab no intraday data shows up for the 25th (for bonds or
notes but it shows up in the S&P and other contracts). Is is possible that
history bank tick data isn't updated through Friday and that this is what
is causing the problem....
Anyway, If I can't figure out how to get my one minute bars then I will
bite the bullet, download several weeks of tick data from history bank
(maybe) and rebuild my charts tonight. Your thoughts would be appreciated.
Thanks,
Stewart.
Stewart Taylor
Taylor Fixed Income Outlook
Voice: 501-219-9774
Fax: 501-228-0963
E-Mail: staylor@xxxxxxx
Web Site: http://www.cei.net/~staylor/
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