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Did you ever ask them why their "sess1firstbartime" is not "standard" ??
Why did they offset the end of the bar by the bar length ?
> -----Original Message-----
> From: multitrak@xxxxxxxxxxxxxxxx [mailto:multitrak@xxxxxxxxxxxxxxxx]
> Sent: Tuesday, July 11, 2000 11:38 PM
> To: omega-list@xxxxxxxxxx
> Subject: Re: FW: Tick data request - AKA Highway robbery for historical
> tick data
>
>
> 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>>>
>
>
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