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It's a valid point.....exactly WHICH is the standard !!!
I am not yet using the RT feed, but will be soon......Yikes, luckily I use
sess1begintime instead.....which should be OK....
Logically, a bar is an image of recent "history" for an elapsed interval of
time.
Based on that definition, then Omega is "correct"......but if 90%+ of the
data vendors have defined it the other way, then Omega should comply.
> -----Original Message-----
> From: Patrick White [mailto:simgenie@xxxxxxxx]
> Sent: Wednesday, July 12, 2000 2:39 PM
> To: prosys@xxxxxxxxxxxxxxxx
> Subject: Re: FW: Tick data request - AKA Highway robbery for historical
> tick data
>
>
> Are you talking about Omega's sess1firstbartime or CQG's method
> of figuring
> sess1firstbartime?
>
> What did they say when you asked them?
>
> Thanks,
>
> Patrick White
> ----- Original Message -----
> From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
> To: <multitrak@xxxxxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
> Sent: Wednesday, July 12, 2000 12:01 PM
> Subject: RE: FW: Tick data request - AKA Highway robbery for
> historical tick
> data
>
>
> 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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