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User: David Wieringa
Tool: TS2000i Ver 5.00.0563 Date: 05/13/1999 (sp2?)
Hardware: Gateway GP7-450 (Pentium III, 128 meg ram, 35gig disk space)
OS: Win98 SE 4.10.2222 A
When loading ASCII data, TS2000i handles data that is outside of the
session times incorrectly.
I purchased intraday tick data from Genesis and used their tool to
formulate intraday 1-minute bars in ASCII format.
I then load these bars into TS2000i and formulate 10-minute bars on my chart.
The ASCII files at times contain 1-minute bars that trickle past the close
of the session (e.g. CBOT Corn closes at 1415, but I sometimes see bars at
1416, 1417, etc). TS2000i is using the first bar that is past the session
close, but ignoring all remaining bars. e.g. it will build the final 1415
10-minute bar using the 1416 1-minute bar from the input file, but ignore
the 1417 1-minute bar and all that follow it -- until the next day's bars.
I assume that this is a bug, and that if working properly it would either
ignore all input bars past the end of the session or otherwise use them
all. ...rather than use 1, ignore the rest.
I've verified this behavior a number of ways -- including modifying the
input files by hand.
Dave
---
david_wieringa@xxxxxxxxx
Scottsdale, AZ
(NOTE: Mail to my david_wieringa@xxxxxxxx address has been delayed lately
-- often upto/over a week. Please send mail to david_wieringa@xxxxxxxxx
for now.
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