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Hello,
Actually dear Att broadband recently killed moved domains so now
you can reach me at:
coastreseach@xxxxxxxxx
After about four months of intense work I completed a suite of 20
applications to do all the tasks necessary to convert, check,
process and back adjust ascii data. You can then convert the data
into Omega format if you wish, or you can import it directly into
TS2K.
The applications are:
Convert.exe
Check.exe
Bump.exe
Align.exe
Trim.exe
Clean.exe
LinkD.exe
Link1min
CopyVol.exe
Bench
$Shift.exe
Util.exe
CISTick.exe
CMETick.exe
CMEDaily.exe
Update.exe
After spending many months coding a complex system for a client
I realized that the data I had from a "good" source was still dirty. I
began to source different vendors in an effort to find good data but
eventually had to write a suite of tools to do the job myself.
I call these 20 applications, Data Suite Pro. They cover the
conversion, evaluation, cleaning and back adjusting functions. They
can handle ascii data from many popular sources including the free
data available at the CME FTP site:
ftp.cme.com/pub/
They convert and combine the CME files to produce 1min ascii
data with volume. I have made a cleaned, back adjusted SP large
contract (using methods outlined by Bob Faulks) going back 5
years with no problems.
I am willing to sell them individually or as a set for a reasonable
price. If you are interested In buying them let me know and I will
send you more information.
Kind Regards
Mike
On 19 Mar 2002, at 10:04, Ray Gurke wrote:
> List... After digging through my Omega archive, I tried contacting "Mike"
> at the email address below, but just get a bounced "undeliverable" message.
> Mike (or anyone who may know Mike's current email address).. if you're still
> out there, would you please email me privately.
>
> Thanks,
>
> Ray Gurke
> ray@xxxxxxxxx
>
>
> ----- Original Message -----
> From: "Mike" <pooltreatments@xxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Tuesday, April 24, 2001 1:38 AM
> Subject: Re: Making a Continous Data File
>
>
> > I have written a stand alone application to do this. It is a little more
> > complicated than it seems because the value of the contract jumps by
> > about 12 points when it expires. This requires back adjusting all the
> > contracts.
> >
> > My prog also checks the data for missing bars, bad ticks, bad data etc
> > etc, creates synthetic data to smooth over any minor potholes and back
> > adjusts all the contracts so that you get one smooth continuous contract
> > of the future you are interested in. It makes a file of 1 min ASCII data
> > that can be imported into TS.
> >
> > Problem is that so far all the data I have got has some big holes. Now
> > if someone wanted to trade ....
> >
> > Regards
> > Mike
> >
>
Regards
Mike
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