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In a message dated 00-03-13 04:13:52 EST, you write:
<< I've put SP rollover data up on my ftp site, this time
in TS 4.0 format instead of the TS 3.5 format I've used previously.
The site is:
ftp://ftp.eskimo.com/u/j/jimo
The data is in file: sp0mroll.omz
and its description is in file: sp0mroll.txt
I hope some of you find it useful. >>
Jim, in your description you state that the prices are adjusted by a factor
for
the March contract then renamed to the June.
What is the process for this? How do you adjust the prices when the data is
in tick format then create an omz file out of it.
I only would know how to do this if it
were an ASC file.
Thanks,
Jim
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