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Thanks to everyone who wrote to let me know the rollover data is
useful to them; I certainly find it useful myself.
To those that are trying to figure out how to generate this sort of
data from TradeStation, I should point out that TS does NOT have
any facilities for doing this job.
I use a little C program that I wrote to make a file of the same
format as the 40bonn.dat file, the main working tick file where TS
stores its incoming data. To get this data into TS, I temporarily
rename the 40bonn.dat file and remove the 40bonn.idx file (while TS
is not running), then I copy the homemade .dat file in place of that
40bonn.dat file, and start up the offline TS server. TS then
rebuilds the "corrupted" index file, and thinks all I have on hand is
one SP contract. I then copy this data out to a temporary .omz file,
stop TS, remove the current 40bonn.dat and .idx files, rename the
original 40bonn.dat file back to its proper name, restart the offline
server, let it rebuild the idx file, and finally I paste-in the
temporary .omz SP data. Obviously Omega has not intended for this
sort of thing to be easy for us.
There are actually a couple of reboots involved because I do all the
C work on my Linux machine, and I do all my networking in Linux mode,
so my TS computer dual-boots between Win3.1 and Linux. Someday I'll
get around to setting up Samba to allow networking without the
reboots. Unless in the meantime I've replaced TS with something else
that doesn't require MSWindows at all.
So, don't feel bad if you overlooked this feature in TS. :)
Jim
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