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Moving the session stop time does enable the server to collect and chart
data, but I haven't tried moving the History Open Time ahead for premarket
quotes. When DTN told me that data for the issue and volume data keeps
changing until about 3.5 hours after 16:00AM ET I had moved the Session
Close Time to a later period and the data was stored and charted. Moving
the Open time ahead may not work because of the datafeed session start
signals that might occur at 09:30AM ET, just guessing here.
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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