|
PureBytes Links
Trading Reference Links
|
The problem with CQG bar data is that you have to convert it for use in TS.
For example, the time associated with a TS generated 5 minute bar is on the
close of the bar, ie, the time for the first spoos RTH bar is 8:35 CST.
OTOH, the time associated with the same CQG 5 minute bar is on the open of
the bar, ie, in the example above it's 8:30.
MT
FWIW, CQG does have the cleanest data in the industry, IMO.....standard
disclaimer, just a long time customer
At 11:51 PM 7/11/00 -0500, M. Simms fw:
>From: Kay Sandoval [mailto:kay@xxxxxxx]
>Here is some general information on the DataFactory historical data,
>including prices. The futures data is provided in individual contract
>months, not in a continuous adjusted period. It can be provided in a 5
>minute interval <<<snip>>>
|