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Hello Edward,
I asked this same question last week so I have some info for you and
possibly others who are interested.
I received two programs and two ela's for creating continuous
contracts. One program I couldn't get work bec of a visual basic
error (I think). The other I couldn't figure out how to use. Both
are unsupported so I put them away for another time.
The two ela's I haven't tried yet but appear to link two consecutive
contracts rather than a longer set of contracts.
I am currently comparing Tick Data Corp's (www.tickdata.com) Tracker
software with one newly produced and not yet available from CIS
Futures. The two don't produce the same values--varying by as much as
20 point (SP's) over a 4 year period.
Tick Data is my supplier of choice unless I can determine that CIS is
producing equally accurate computations. The CIS data for SP's seems
to be excellent with intraday tick volume very comparable (e.g. w/i
several ticks in a 5 min interval).
CIS provides update download free of charge within 1-2 days. You can
get an immense amount of data from CIS for very little money--it is
worth checking (www.bayou.com/~smcg/cdata).
No affiliation with either company.
Best regards,
Jim
Wednesday, January 17, 2001, 11:15:27 AM, you wrote:
ES> List Memebers,
ES> Is there a utility program, ela code or TS add-on that will build intra
ES> day continuous
ES> contracts out of historical intra day contract data ? I have been using
ES> Pinnacle Data
ES> EOD that has a "build" utility and I was wondering if there was
ES> something simuilar
ES> for intra day.
ES> Edward
--
mailto:jejohn@xxxxxxxxx
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