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I use Tick Data Inc's data and construct individual
contracts (front month) in 1 min bar and output
them to text files.
then the merging is easy - pure text file merge
using notepad in NT (notepad in win98 or winME
cannot save/edit such a big file).
once the first version is created the maintenance
work is minimum.
works fine for me.
-Lawrence
--- Edward Spann <hannibal@xxxxxxxxxx> wrote:
>
>
> List Memebers,
>
> Is there a utility program, ela code or TS add-on
> that will build intra
> day continuous
> contracts out of historical intra day contract data
> ? I have been using
> Pinnacle Data
> EOD that has a "build" utility and I was wondering
> if there was
> something simuilar
> for intra day.
>
> Edward
>
>
=====
Lawrence Chan http://www.tickquest.com
Innovative Analytical Software for Trading Professionals
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