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At 4:57 PM -0700 8/18/01, Jack Griffin wrote:
>I guess when you wrote that you didn't note that I was
>only discussing the global server (because after all
>Max did say he was importing intra-day data into it,
>which I knew did not make sense and could be the
>problem) in my original reply. I hate it when people
>confuse the global server and Tradestation.
Sorry for the misunderstanding. I guess I thought "everybody knew"
that the ASCII import facility for the Global Server worked only for
daily data so I assumed Max Pierson was talking about TradeStation. I
cannot remember why I "knew" this other than if it worked, why would
people sell tools to convert ASCII files to OMZ and XPO?
The TS2000i on-line help certainly doesn't specify it clearly. You
can imply it if you read "between-the-lines" in that the import
process from Global Server Format and TS4.0 format have several more
steps (to build 1-minute bars, etc.,) that are not in the
instructions for ASCII import.
I checked the on-line help for TS4.0 and it was much more specific
with different sections for importing daily data (from many sources
including ASCII) and for importing tick data from OMZ files.
I did try importing an intraday ASCII file into the Global Server and
it accepted the data and cleverly stored the correct numbers in the
"Trade Record 1 Day" fields. For each date, it used the Open of the
first bar as the Open of the day and the Close of the last bar as the
Close of the day and used the highest High of any intraday bar as the
High of the day, and the lowest Low of any intraday bar as the Low of
the day. Now we all know that the posted daily numbers are different
than the numbers derived from the intraday data but it is interesting
that they took the trouble to actually extract the best numbers they
could.
Bob Fulks
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