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Hello Brian,
I'll give you a quick response but feel free to ask addl q's.
Historical download: yes, for current contracts and historical indices
and continuous contracts (not adjusted, daily). For non-curent you
can request by email/website and usually receives a file for import in
1-2 hours.
Tick correction: they correct ticks throughout the day although I
have recieved very few. A lot less than Quote.com for example.
Data refresh: At night and over the weekend the satellite will
refresh, correct and fill in any missing data. So if you have to
reboot during the day, there is no easy way to fill in the gaps during
the day but this will be done overnight.
Data limits: one of the downsides to FS is that it only retains ~250
days of < daily bars(5 min, tick, etc. They refer to this as variable
data. Not sure on amount of daily bars it retains.
Backtesting: In light of restricitons on # days I sometime use TS5 for
backtesting on continuous contracts i either build or buy or I simply
backtest by contract, which in some ways I like.
Import/Export: asci can be "inserted" into fs's files but it is
tedious. there are quicker ways involving macro express but I don't
mess with it. you can export fs data to an asci file but I find it
much easier to cut and paste it from the Data Window in TS4.
Cost: The basic sat setup costs me $350 which includes $50/ mo KU
transmission fee and $25/mo Exchange Processing Fee (??). So roughly
it costs me $250 more per month than a typical interenet feed. For
than I get to spend virtually no time screwing with data downloads,
correcttions; virtually no data interuption (except for sun spots a
bit in the summer and heavy rain), I get to use TS4.
Downsides: no stocks or mutual funds, somewhat limited index coverage
(e.g. industry), 36" dish on my garage.....
Ironically, I've been awaiting the DTN via Dynstore option. I may
seriously explore than as it seems you get all the pluses of FS and
non of the negatives.
What is you expectation for the reliability, ease of use etc. of DTN
Satellite + TS4?
Friday, February 01, 2002, 9:43:00 PM, you wrote:
B> I've heard great things about Futuresource. Does futuresource offer
B> historical data download? How do they correct ticks and republish them to
B> TS4? Does the TS4 version for futuresource have support for auto tick
B> correction? Do you archive your data outside of TS?
B> I have TS4, 5 and 6. All are on separate lines. Around Mar of 2000 I was
B> having problems with DTN and had to rely on the internet and another DSL
B> line. But they've fixed those problems and have been stable for quite
B> awhile. The nice thing about DTN is that you get decent stability with
B> stocks and futures. I also have the battery backup which has saved me
B> several times in winter as the wind tends to blow around here. Those are
B> invaluable. AS far as I'm concerned TS4 will live forever in my approach.
B> Why change what has been working? As long as there's a feed that supports
B> it or some significant trading advance that it doesn't support, I'll
B> continue to use it. It's wierd running a 16 bit app these days. Wait until
B> 64bit becomes the norm, we're on TS10 and we're still running Tradestation 4
B> on NT! :)
B> -----Original Message-----
B> From: Jim Johnson [mailto:jejohn@xxxxxxxxxxxxxxxx]
B> Sent: Thursday, January 31, 2002 5:12 AM
B> To: Brian
B> Cc: List, Omega
B> Subject: Re: TS6 and the internet feed
B> Hello Brian,
B> Agree, Agreed, Agree! For last two years I've been running
B> FutureSource (satellite) with TS4 on one machine and TS4, now TS6 by
B> internet. FS is bit pricey relative to internet but data maintenance
B> time is nil,interuptions nonexistent. I use DSL mainly but retained a
B> regular ISP in case Verizon's network goes down (infrequent). Each
B> machine is on a separate circuit in my house, have backup keyboards,
B> mice, and of course a battery power supply. There is only one of
B> me--but I'm working on it :)
B> Thursday, January 31, 2002, 1:58:30 AM, you wrote:
B>> I don't know how serious traders do it. Put up with an internet only
B> feed.
B>> I would never have the confidence to do that. My Sat delivery is rock
B> solid
B>> in my experience. Mainly I don't worry about surprise disconnects in the
B>> middle of the trading day. With the internet, even when there's not a
B>> network issue per se something can affect your connection that prevents
B>> delivery of data. The are many points in the delivery line. Take today
B> for
B>> instance. It's 12:30, the markets rocking and what does AT+T decide to
B> do?
B>> Run bloody tests on the feed. The internet feed was down until around
B> 1:30.
B>> This is just one example and I can think of several. The internet is
B> just
B>> to unstable to trade reliably on, which is why you need redundancy if
B> you're
B>> going to use TS6 IMO. Then there's omega doing upgrades during market
B> hours.
B>> That's a whole other can of worms. Won't even go there.
B>> Good thing I don't rely on TS6 and the internet to trade.
B>> B.
B> --
B> Best regards,
B> Jim mailto:jejohn@xxxxxxxxxxxxxxxx
--
Best regards,
Jim mailto:jejohn@xxxxxxxxxxxxxxxx
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