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Hello M.,
That is encouraging. I asked Steve to do that and he sent me a trial
of it. I ran a couple of continuous series with that and Tick Data's.
The results were off enough that i hesitated to use it. The two use
different roll triggers and but the differences seemed a bit wide to
attribute the diff to that. That project then fell off the screen so
I can't say for sure. I will contact Steve and make sure I have the
latest version and try it again. Let me know what else you learn.
If his software is accurate, the data is a great buy.
Best regards,
Jim Johnson
Friday, April 20, 2001, 11:55:17 AM, you wrote:
MS> Jim - I understand the continuous contract generator has been updated and
MS> now has 3 different options for stitching together futures contracts.
>> -----Original Message-----
>> From: Jim Johnson [mailto:jejohn@xxxxxxxxx]
>> Sent: Thursday, April 19, 2001 10:38 PM
>> To: scott hoffman
>> Cc: omega-list@xxxxxxxxxx
>> Subject: Re: C.I.S. Tick Futures Data?
>>
>>
>> Hello scott,
>>
>> I bought their tick data collection. Be advised that last I checked
>> their continuous contract generator is forward adjusted, not backward
>> as is most common. Otherwise, I found the data to be fine although I
>> never did any kind of exhaustive testing. For my SP systems testing I
>> feel more comfortable with Tick Data and their continuous contract
>> generator is clearly easier to use.
>>
>> Best regards,
>> Jim Johnson
>>
>> Thursday, April 19, 2001, 5:53:16 PM, you wrote:
>>
>>
>> sh> Anybody have experience with these guys?
>> sh> www.bayou.com/~smcg/cdata.htm
>>
>> sh> $495 gets you everything vs. $4500 with TickData Corp.
>>
>> sh> SH
>>
>>
>>
>> --
>> mailto:jejohn@xxxxxxxxx
>>
>>
>>
--
mailto:jejohn@xxxxxxxxx
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