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RE: NeoTicker (was Re: EL to VB translator)



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> -----Message d'origine-----
> De : Bob Fulks [mailto:bfulks@xxxxxxxxxxxx]
> Envoye : lundi 3 septembre 2001 03:08
> A : pierre.orphelin@xxxxxxxxxxxxxx
> Cc : omegalist
> Objet : RE: NeoTicker (was Re: EL to VB translator)
>
>
> At 2:03 AM +0200 9/3/01, Pierre Orphelin wrote:
>
> >As you are asking, better than guessing...
>
> Nice to have some real facts. Thanks.
>
> >1-TS Pro stores  the data collected in a cache, one file per item, no
> >limitation.
>
> How is your term "item" defined? Is an item the data for one chart,
> one data series, or what?

It is one data serie ( one symbol, if you prefer)

>
> >2-When you disconnect and reconnect, it checks the integrity of
> the database
> >and ONLY reloads what is missing.
> >Reloading saved workspaces with data already stored in the cache is very
> >fast
>
> Sounds good.
>
> >3-The data files are tick files or minute files, so when you load 18 min
> >bars , you got the 1 min bars stored in the cache.
>
> Good. (Like TradeStation has always done.)
>
> >4-Tick files are limited in historical length stored, but this
> has changed
> >or should change.
>
> Should definitely change. I have loaded 1000 days of SPX 1-tick bars
> into TS2000i (1.35 million bars) and it works great!

Yes. But at this time the tick  history is somewhat limited.

>
> >5-A next version  should be able to read ASCII files and allow local data
> >correction.
>
> Much better, but ASCII is pretty verbose for such data.

Ths is only allowed for people willing build for example their continuous
contracts

>
> >6-Data import from previous format is not allowed, and will probably not.
> >They want to stick with the data on demand database, their best
> protection
> >against piracy, and avoid  third party maintenance.
>
> This would be OK if lots of historical data is available. Is there a
> policy on how much historical data will be available? It seems as if
> the major benefit of backtesting would be lost if there is too little
> data for meaningful backtesting.

They plan to add more data and continuous contracts. I do not know more

>
> How about back-adjusted futures data. How far back will back-adjusted
> data go. What kind of back-adjusting will they do?

I do not know. I do not receive their futures data .

>
> Speaking of facts, is there a source on the TRAD website where the
> accurate technical specifications of TSPro are listed. That would
> save us a lot of guessing and testing.

Unfortunately not.
Mainly, what I know is  by trial and error process, I seldom ask TRAD when I
need to know something.


 Sincerely,

Pierre Orphelin