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PureBytes Links
Trading Reference Links
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As there are so many free EOD sources it also amazes me that TS doesn't take
advantage of them. If you're up for a bit of (lower level) coding, take a
look at UMDS (http://www.uniserv.com), and interfacing it to yahoo, for
example. Perhaps neoticker (http://tickquest.com) may be a better choice
than TS for your application. Just some thoughts.
Colin West
-----Original Message-----
From: Alex Matulich [mailto:alex@xxxxxxxxxxxxxx]
Sent: Friday, November 23, 2001 11:56 PM
To: omega-list@xxxxxxxxxx
Subject: EOD data frustration
I'm a new TradeStation user (TS2000i). I'm still on the steep part
of the learning curve, actually still at the bottom of the hill, so
to speak. A real newbie.
My primary interest is developing systems that don't require
attention during the day, making at most a couple trades per week
(or per month, a possibility that caused the TradeStation group
to reject me as a customer when I made an inquiry). For that
situation, I'd be using data having a resolution no finer than daily
bars.
One of the things I've been wondering about is, hasn't anyone
come up with a way to access various free EOD data sources (like
quote.com) to update a futures database? For daily-bar systems, I
can't imagine needing a real-time service like quote.com's QFeed or
QCharts when one can get perfectly good delayed quotes or EOD quotes
for free.
All the stuff I've seen that works with quote.com requires QFeed.
A few years ago, I developed a complicated thing that automatically
downloaded the complete commodity dump from Ira Epstein, Jack
Carl, Bohl, and other sources I could find, parsed them, sorted
out discrepancies through a kind of 'voting' scheme, and built a
new ASCII file that my own software could use. It was a real pain
to maintain because the various sites often changed their format
(especially Ira Epstein), and the URLs would change as well. I
guess I could resurrect it. Anyone interested?
Also, I had assumed that TS would automatically take into account
contract rollovers during system simulations. It doesn't appear to,
from reading the docs. Am I right?
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
//___) Unicorn Research Corporation -- http://unicorn.us.com
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