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This would be a good capability, but it is a completely different topic.
What I want to do is capture the contents of the TS6 "Time-&-Sales" window.
This window shows time to the second, it shows ALL updates including those
that are received after the nominal close of the market (the actual closing
value on some indexes is often significantly different from the final value
shown on a chart because of updates that occurred after the arbitrary 2-min
"dribble" cutoff for charts), and the times shown sometimes differ
significantly from what is shown on a chart.
In addition to providing more complete data (because of the chart "dribble"
cutoff), this would provide a way of checking completeness and timeliness of
the data from the feed (it appears to me that the time showing in the T&S
window is the actual time of receipt of the update, taken from the
subscriber's system clock).
Carroll
----- Original Message -----
From: "Free" <free707@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, January 13, 2002 9:26 AM
Subject: RE: TS6 - T&S Capture???
> How about the other way, i.e. using 3rd party data (records prior to TS6's
> database) and putting into the cache to merge with TS6 data stream? The
idea
> would be to increase the historical tick or 1-min data for testing in TS6.
>
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