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Just a hunch since I haven't tried it, but perhaps the equity history time
settings could be configured using the same time partitioning like the
globex futures. One problem with just expanding the start and stop session
times to include a wider period of time is that the data feed(s) may have a
time marker that initiates session 1 and maybe another at the end of the
session. That session marker might be messing up the charting of the data.
bobr
----- Original Message -----
From: "ed garib" <egarone@xxxxxxxxx>
To: "Bilo Selhi" <citadel@xxxxxxxxxxxx>
Cc: <omega-list@xxxxxxxxxx>
Sent: Thursday, August 16, 2001 10:38 PM
Subject: Re: premarket quotes
> HI Bilo.
>
> I'm sorry for a late response. I was way for a few
> days.
>
> First: thank You for a long response.
>
> So You are saying it's impossible to get premarket
> quotes into TS2k.
>
> Like I wrote in previous email; I have changed
> session1
> start time to 8:00 for NASDAQ in exchange directory
> setup window, and I have changed open time in edit
> symbol window to 8:00 for all NASDAQ stocks in my
> global server.
>
> Before 9:30 I am getting volumes right in a chart, but
> instead of candle bars, closing price of the day
> before
> is displayed. Actually closing price of the day before
> is overriding the actual premarket prices, and I
> don't know how to fix this problem.
>
> I guess nobody in omega-list is using premarket
> prices because nobody responded with solution.
>
> Thanks again
>
> Ed
>
>
>
>
> --- Bilo Selhi <citadel@xxxxxxxxxxxx> wrote:
> >
> > this is a major problem with Tradestation at
> > the moment, not providing pre- and after market
> > price-time series for equities ( they do provide
> > quotes )
> > a system can not be currently written
> > to execute pre or after market. risk can not be
> > adequately managed with overnight positions.
> > at same time pre and after market activity is
> > very important since it has substantial amount
> > of momentum, especially in pre market.
> > many stocks are now trading with volume pre market
> > and after market on earnings reports...
> > however the users can not take advantege of
> > premarket
> > momentum or aftermarket volatiltity to make money
> > or manage risk.
> >
> > i consider Tradestation not being able to have
> > access to bar data pre and after market a
> > considerable problem that needs to be
> > addressed asap. it is THE major limitation at
> > the moment.
> >
> > it was pointed out to them even before
> > Tradestation Pro came out but they weren't
> > listening... now NY and Nasdaq stocks
> > can have 1M pre of after market volumes...
> > sadly they have enough experience
> > to handle the problem based on the extended
> > hours futures trading.
> >
> > this problem can be easily corrected on the
> > their side.
> > - enable servers to collect data pre market
> > and after market 7:30 AM to 9 PM
> > - call this "extented hours session" and allow the
> > user
> > to plot that data on the charts as bar data, as an
> > option.
> > - allow EL code to be executed on those bars.
> > - after market close, filter out "late trades"
> > flagged
> > ticks, about 5 minutes right after the close.
> > to avoid building bars based on late ticks...
> > all late ticks are tagged by the exchanges and
> > can be easily filtered out or back-inserted in time.
> > - on TS Pro the limit orders can be executed
> > thru most of the ECNs. so the limit order
> > routing will still work. market orders generated
> > by the system can be executed as limit orders
> > at last traded bid or ask price... it is not big
> > deal
> > to adapt the existing order routing for after and
> > pre
> > market... monitor the ECNs best bid and ask...
> > execute "market" ( only limits are allowed after
> > or pre market ) buy orders at best ask and
> > market sell orders at best bid. limit orders
> > are not affected... stops ( markets ) become
> > active limits.
> >
> > WHY NOT DO THE RIGHT THING, TRAD???
> > WHY IS IT SO DIFFICULT TO DO???
> > WHY NOT DO IT ON A FULLY PROFESSIONAL
> > LEVEL???
> >
> > ps. the only way to manage overnight risk now
> > is by hedging with futures that limits the overnight
> >
> > gain potential and is not the proper solution.
> > if pre and after market data is included the
> > systematic
> > risk can be easily managed per individual stock
> > provided there is access to pre and after market bar
> >
> > data and limit order executions.
> >
> > ----- Original Message -----
> > From: "ed garib" <egarone@xxxxxxxxx>
> > To: <omega-list@xxxxxxxxxx>
> > Sent: Sunday, August 12, 2001 1:27 PM
> > Subject: premarket quotes
> >
> >
> > > Hi everyone.
> > >
> > > I am getting premarket data in TS2K.
> > >
> > > But there is a big problem. All premarket prices
> > are
> > > overwritten by official closing prices from the
> > day
> > > before. So i am getting one flat price line in TS
> > > charts before market opens.
> > > My real time feed is esignal and premarket prices
> > are
> > > fine in esignal charts.
> > > If anyone knows a solution to this problem please
> > > share it.
> > > Any comments will be very appreciated.
> > >
> > > Thanks in advance
> > >
> > > Ed
> > >
> > >
> > >
> >
> >
>
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