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Re: Creating Continuous Contracts



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On Friday, March 09, 2001, 12:42:54 PM, Michael Watkins wrote:

>>PS, if you are going to fix this after the new contract starts heavy
>>trading, what I would do is delete all data in your exported SPH1
>>file  after the close on Wednesday.

What I do is export only the dates up to the roll, apply the split,
then import. That way you only change the old dates. This way, you can
add any number of old contracts to a file.

>>Let me know if all this works for you.

I've been doing this abomination for a while - it works.

>>ALWAYS make backups of your data!

VERY VERY important! This messy procedure is just begging to get
fouled up. When I'm on my third or fourth contract, late at night,
it's eeeeeezzzzz to make a little mistake. I've used the backups more
than once. :-)

Every time I do this, I have to think what marvelous marketers Omega
has. They produce a secret data format, prevent anyone from using it,
provide no tools for data maintenance, offer crappy refresh data with
many problems (and no alternative because of the closed format), and
create one of the messiest set of data problems I can imagine.

Then they come riding in on a white horse, saying what wonderful
people they are by providing data in TSpro. If they had provided
decent tools or, better still, opened the format, there would already
exist tools with FAR better capabilities than what they will provide
in TSpro.

And people buy this line, too.

ztrader