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Hi Bob
I have tried to move session end time forward like you
did, but it didn't help. I am getting post market
data, but prices are overwritten with closing price of
the day. Volumes are ok.
I am using esignal. May be it's the problem.
Please let me know if you have changed any other
setting to accomplish collecting correct post market
data.
thanks
ed
--- BobR <bobrabcd@xxxxxxxxxxxxx> wrote:
> 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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