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I think this is an excellent point. It always much more informative to talk with
concrete examples and numbers.
I just performed most of the steps you described and here are the results:
>Bob Fulks wrote:
>Perhaps an example might clarify the issue. Assume you have TSPro and
>an account with TRAD so that you can connect to their data. Assume
>you have no data on your machine.
>Now you want 500 days of 30 minute NDX data on a new chart so that
>you can use it to develop a trading system and trade something. Can
>you build such a chart by downloading the 500 days of data from TRAD?
It took exactly 9 second for ts pro to open 30 minutes 500 days NDX Chart in TS Pro
(cable modem with @home service).
But, the first bar on the chart is dated 11/06/2000 so there is no data for NDX before
11/06/2000, so it is not a 500 days chart.
>If so, can you disconnect from TRAD, turn off your computer, turn
>your computer back on the next day and do backtesting on a system
>using the 500 days of NDX data you downloaded the day before?
I turned the computer off and turned it back then opened TS Pro in off-line mode.
It took ~5 sec. to open the same chart in off-line mode. As long as option "Delete Data
from Cache if not accessed for X days"
set for at least 1 day you should be able to open the same chart on the next day in
off-line mode.
>If there is a bad tick that is say, 0.13 at 3:16pm on 8/13/01, that
>makes one of the 10 minute bars have a low of 0.13, can you go into
>the data stored on your machine and delete that single bad tick and
>redraw the chart?
No. You can not delete a bad tick from the cache or edit data in the cache (at least i
do not know how). I can send you an ASCII file for ndx I just saved so you could
evaluate the quality of the data (144Kb).
>Then, 10 days later, can you reconnect to TRAD and download all the
>10 minute data for the 10 days you missed and have it seamlessly
>connect with the 500 days of data you downloaded previously - no
>holes?
As soon as you go to on-line mode ts pro would redownload all 500 days again, but i am
not sure if it really redownloading all data or add just newest data to the cache.
>If you later notice that you are missing data for 4/13/01 for 75
>minutes beginning at 11:20 am, can you get that missing data from
>TRAD somehow?
No, to my knowledge.
Thanks,
gary
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