|
PureBytes Links
Trading Reference Links
|
I have written an application that converts the CME data, including
volume data in a single one minute ascii file that can be imported
into Tradestation.
It took me about 18months of trying various methods that would do
this quickly before I found the best way and it is no small task due
to the size of the files and the amount of data.
Also their data is zipped so it must be unzipped into memory to
avoid the timeconsuming step of writing each unzipped file to hard
drive and then reading the data from that.
I do not feel that my work on these apps is worth nothing so I
would not be prepared to simply give them away. I will however sell
them for a very modest fee considering the amount of time and
effort in them. I think you would feel the same way if you had spent
over a year working on one of your systems!
pls contact me privatly if you are interested.
On 20 Sep 2002, at 8:23, Robert Linders wrote:
> This is a multi-part message in MIME format.
>
> ------=_NextPart_000_003F_01C2607E.F25D1ED0
> Content-Type: text/plain;
> charset="Windows-1252"
> Content-Transfer-Encoding: 7bit
>
> Hi List,
> Since I don't mind to pay somewhat for my data I visited the CME website to
> buy Russel 20000 e-mini.
> It did not trade for very long so I decided to buy all of it (a little over
> 1 year of data).
> DARN $550 for just one e-mini for one year ??
> And for $550 you still have to write a program to convert it to something
> TS2000 will take (of course no service from the CME to deliver a conversion
> program of any type).
> They do email you updates for a small fee....... ($8 per symbol per day).
>
> I guess trading really is a game of fear and greed. Fear for the traders and
> greed for the exchanges and brokers. That CME some time ago increased the
> non professional exchange fee from $10 to $60 per month is just an other
> example of their unlimited greed.
>
> Anyway sorry that hardly anybody reponded to my request for the historic CME
> files so we could create some programs and put it all on the traders2traders
> website (free for all to download).
> Thanks
> Robert
>
> ps. I have quote.com and ODS and could immediately download the data I
> needed (it is just that the quote.com data is less reliable =has a few gaps
> etc.=).
> =================================
> Robert Linders
> Orlando
> Robert@xxxxxxxxxxxxxx
> =================================
>
> ------=_NextPart_000_003F_01C2607E.F25D1ED0
> Content-Type: image/jpeg;
> name="Clear Day Bkgrd.jpg"
> Content-Transfer-Encoding: base64
> Content-ID: <003e01c260a0$796bb190$0301a8c0@xxxxxxxx>
>
> /9j/4AAQSkZJRgABAgEASABIAAD/7QVoUGhvdG9zaG9wIDMuMAA4QklNA+0AAAAAABAASAAAAAEA
> AQBIAAAAAQABOEJJTQPzAAAAAAAIAAAAAAAAAAA4QklNBAoAAAAAAAEAADhCSU0nEAAAAAAACgAB
> AAAAAAAAAAI4QklNA/UAAAAAAEgAL2ZmAAEAbGZmAAYAAAAAAAEAL2ZmAAEAoZmaAAYAAAAAAAEA
> MgAAAAEAWgAAAAYAAAAAAAEANQAAAAEALQAAAAYAAAAAAAE4QklNA/gAAAAAAHAAAP//////////
> //////////////////8D6AAAAAD/////////////////////////////A+gAAAAA////////////
> /////////////////wPoAAAAAP////////////////////////////8D6AAAOEJJTQQIAAAAAAAQ
> AAAAAQAAAkAAAAJAAAAAADhCSU0ECQAAAAAD9wAAAAEAAACAAAAAgAAAAYAAAMAAAAAD2wAYAAH/
> 2P/gABBKRklGAAECAQBIAEgAAP/+ACdGaWxlIHdyaXR0ZW4gYnkgQWRvYmUgUGhvdG9zaG9wqCA0
> LjAA/+4ADkFkb2JlAGSAAAAAAf/bAIQADAgICAkIDAkJDBELCgsRFQ8MDA8VGBMTFRMTGBEMDAwM
> DAwRDAwMDAwMDAwMDAwMDAwMDAwMDAwMDAwMDAwMDAENCwsNDg0QDg4QFA4ODhQUDg4ODhQRDAwM
> DAwREQwMDAwMDBEMDAwMDAwMDAwMDAwMDAwMDAwMDAwMDAwMDAwM/8AAEQgAgACAAwEiAAIRAQMR
> Af/dAAQACP/EAT8AAAEFAQEBAQEBAAAAAAAAAAMAAQIEBQYHCAkKCwEAAQUBAQEBAQEAAAAAAAAA
> AQACAwQFBgcICQoLEAABBAEDAgQCBQcGCAUDDDMBAAIRAwQhEjEFQVFhEyJxgTIGFJGhsUIjJBVS
> wWIzNHKC0UMHJZJT8OHxY3M1FqKygyZEk1RkRcKjdDYX0lXiZfKzhMPTdePzRieUpIW0lcTU5PSl
> tcXV5fVWZnaGlqa2xtbm9jdHV2d3h5ent8fX5/cRAAICAQIEBAMEBQYHBwYFNQEAAhEDITESBEFR
> YXEiEwUygZEUobFCI8FS0fAzJGLhcoKSQ1MVY3M08SUGFqKygwcmNcLSRJNUoxdkRVU2dGXi8rOE
> w9N14/NGlKSFtJXE1OT0pbXF1eX1VmZ2hpamtsbW5vYnN0dXZ3eHl6e3x//aAAwDAQACEQMRAD8A
> 9LSS7JlWLMolMkkmpXSTpIqUnCinCQQySTSknWilJkpSQtKxSlJJBKk6ZOkFP//Q9LlJMnVZmVCY
> qRUUCpSRKUpkErSpBRhOkClkCkmCcJ1rVQmUk0JKUm7p0kEqSTSkUrU//9H0kKQUU8qoCzlclRTy
> opEqC6SSSSVwlokkihScJAJwEgEKCRTpiE6lLJJJkFLJJJJq5//S9JTJ0ypthcJJkpSUukklqipS
> kmhSARAQVBJOE6ctWCdJIooYlRKkSok6ppXBSRSCcodEv//T9JSSThVGwxITKZTQhSrUE6QCdOCC
> uEkySKF5Ugop0QgrpikSokokqCxTKSaEwrlBP8Eyfskh/9T0lSUSkCVUZ2SSYKSKFkkkgipSSdMU
> lLpFMmJStVLykmlOhaVJJAJ4RQslKSZBL//V9JTwkkqjOunUU4KchSQTpJKWJSTEppQtNLkpkk8I
> bqUAnSTIqZJSmSRQsmUlEoFIf//W9KCSSdVWdZIJQkkplKZNKSNopc6qMKSZBKycFOkB4pUq1JJ4
> CUI0i1kydMUClUpkkkEv/9kAOEJJTQQGAAAAAAAHAAMAAAABAQD//gAnRmlsZSB3cml0dGVuIGJ5
> IEFkb2JlIFBob3Rvc2hvcKggNC4wAP/uAA5BZG9iZQBkAAAAAAH/2wCEAAoHBwcIBwoICAoPCggK
> DxINCgoNEhQQEBIQEBQRDAwMDAwMEQwMDAwMDAwMDAwMDAwMDAwMDAwMDAwMDAwMDAwBCwwMFRMV
> IhgYIhQODg4UFA4ODg4UEQwMDAwMEREMDAwMDAwRDAwMDAwMDAwMDAwMDAwMDAwMDAwMDAwMDAwM
> DP/AABEIASwBLAMBEQACEQEDEQH/3QAEACb/xAGiAAAABwEBAQEBAAAAAAAAAAAEBQMCBgEABwgJ
> CgsBAAICAwEBAQEBAAAAAAAAAAEAAgMEBQYHCAkKCxAAAgEDAwIEAgYHAwQCBgJzAQIDEQQABSES
> MUFRBhNhInGBFDKRoQcVsUIjwVLR4TMWYvAkcoLxJUM0U5KismNzwjVEJ5OjszYXVGR0w9LiCCaD
> CQoYGYSURUaktFbTVSga8uPzxNTk9GV1hZWltcXV5fVmdoaWprbG1ub2N0dXZ3eHl6e3x9fn9zhI
> WGh4iJiouMjY6PgpOUlZaXmJmam5ydnp+So6SlpqeoqaqrrK2ur6EQACAgECAwUFBAUGBAgDA20B
> AAIRAwQhEjFBBVETYSIGcYGRMqGx8BTB0eEjQhVSYnLxMyQ0Q4IWklMlomOywgdz0jXiRIMXVJMI
> CQoYGSY2RRonZHRVN/Kjs8MoKdPj84SUpLTE1OT0ZXWFlaW1xdXl9UZWZnaGlqa2xtbm9kdXZ3eH
> l6e3x9fn9zhIWGh4iJiouMjY6Pg5SVlpeYmZqbnJ2en5KjpKWmp6ipqqusra6vr/2gAMAwEAAhED
> EQA/AOoZluG1hQ3TArqYpaxQ7fCrROKGtsVcadsVdthVvamBXYpcBgQ3TFk7FW8Vdtirgu+BV6rQ
> 1xSuGRZN0GKtU3+WFFOpirVBiq04UNYUOxVo4q49cVawoaritt1xVo4q7FDqHFLqHFW+ONpbpgta
> f//Q6jmU4bRGFXVxQ1XFXVxVquFDVcVawq7FXYq3gVvFXDFK4YEuOKrcKG8VXLgKQvGRZN4Eurir
> VcNIdXFXVxVrFDRwq7FWsULcKGjhQ1irWFXDFVwwJbxV2KXDArfbFX//0eo5lOI44ULcKHYqtOKH
> YVaxV2KHYpbwK3irhilvFXYEuOKGsKt4quGBK4HAluuBLWFXYENYVdXFWq4obrilrFDROFWsKGiM
> VawodTArsKuwKuGBLeKXYq3ir//S6kMynEaOKFuSQ7FVpxQ1hV2KHYpbwKuAxS7FXYq7FXYq1ire
> KuxVsYEt1wJbrirsVarih2KtHCrVcUN1xS6uKtE4UNVxV1cVbxVrFXYq7FDhilcMCW8Vdir/AP/T
> 6l2zKcRo4oaOFWsKHUwKtIwodhV1MCt0xS2MCuwq7FXYq0cUNVxVuuKXVxVsHFW8CXDFW8CXYodi
> rRwq1hQ7FXYq1ihrFWxilvFWsVdih2KtjAlvFLsVXYEv/9TqNcynDaJwq1hVvArqYq7FDVMVdhVr
> FXYq3irsVccCrckhrFWq4otuuK2uU4GTeBLYxVdgS1ih2KuphVxGKVuFi7FWqYq6mKt4q7FVuKGx
> ilumBXYVdgS4nCh1dq4rb//V6hXMtw2sKuxVsYFbwK6mKXEYoaOFVuFDWKG8Ut4q0Tiq3ChaThYt
> YVbGBV4OBkurkUtg4pdXFXVxVcMCXYq44qtOFDWFDsUuxV2KuxQ1TFWwMVbGBLsVaOKHYUNUHjil
> /9bp+Zjht4FdTFXYq2MCt4paOKrThQ1hQ7FDsUuJxVbhQ0ThQtwodireBV2BLsUrgcCW8VdilsHA
> q7Al2KtHFDVMKupirqYq1hQ7FXYq7FXYq7FXHAq3Ch1Ril//1+nVzMcJvFW8CXYq2MCt4paOKrTh
> YtYVdXFWq4odirWFWiMLFqmKupirsVbxS3gVvFK6uRS7CrYwJbwK3til2KupirWKGsKtYq6mKHYV
> dirVcVdXFDsVaxVrCr//0OmVzNcFcMCW8VXDAlumBLsVaJwqsJwsWsKGsVdirsVdirsUOxV1MUup
> irqYq7FW8CtnFXDFK4HAlvFXYFXDFLsCrTkkNYq7FXYq1hVo4oaxQ7FXYq7CrWKv/9HpmZrgNg4E
> rsUrhkWTZxVrFC0nChbkkNYodirsUupirsVdireKtgYFbxS1ihrFXDFW8UuGKrhgS3irYGBLeBXH
> Cqw4UNYq7CrsVdirsULcKGsVdirsVawof//S6Xmc69sYGS8ZFK7Al2FWq4qtOFC3ChrChvArsUt4
> FdirsVdireKXYq7FWjihwxVvFLeKrsCW6YEtjFXYEtHChacKHUxV1MVdTFWsKuxQtwoW4UOrirsV
> bwK//9PpWZzr2wcCVwOBK6uBLq4q0ThVrChbXChquKGwcUt4FcMUt4FdireKt4pdirWKupirdMCu
> pirdMUrhgS3gV2KW6Yq1TChaRirsUOxV2FVuKGicKrThQ7FDVMKt4Fdil//U6Xmc69rFW64Et1xW
> 3VxS6uKuOKFuFDsVdiq4YEuxV1cVcMUrsCWxgV2KtYVbxVsYEt0wK3TFLeBXYpbGKt4pdTAq0jJI
> apihxxVZhQ7ChacUNYVdireKuxVrFX//1el5nOvdilo4odXFXVxVsHFLeBWqYVdih2KXYq7FXUxV
> vAlvFWwcCW64FdhVsDAlsDAldgV2KXYq7FWxirYwJbxVojFWqYULSMKFpwoaOKFuFDsKuwK2Bilx
> xVb3wsX/1ulkZnOA1ihxxVrCrsVbwK2MUt4EupirsVdihqmFW8CXYq7FDsUtjAq7FK4YEtjAlvAl
> vFXYq6mKtgYFbxS7FXYq0cVWnChaRkkLTixW4UOxVwGKrsUtHFVtMLF//9fphzNcBrCho4q1hQ4Y
> q3XAlsYpbwK6uKXYq7FDsUuxQ7FXYq7FVwwMlwwJbAwJXAYEt0xVumBXUxS6mKuGKt4q7FXYq0cV
> W4ULTkmKwnChrCh1cCrhgS7Cl2KGu+KH/9DpmZrgOOKrDhQ1hQ3irhgS3irq4q6uKt1xVsYEuxS7
> FXYq3irYGBK4DAlumBVwxS2MCW8VdgS3irsVaxVvFXYq1XFWicKFhOFitOFC0nJIaxQ7FK8YEhdT
> Alo4qt74WL//0emZmuC7FC0jChrCrsVbwK1XFXYVdihwwJXDFLeBLeKuxVcBgS3TAlvAlvFW8Cux
> S2DirYwJbxV2KuxV2KuOKrScKFpOFC0nChaThQtwodireKrgMCV2RS474VW8TXrhtFP/0umHM1wG
> jhV2KupirqYq0RihrCrWKHYq3ileMilsDAlcMCXYpbAxVdgS6mKuGKt4Fdirq4VXA5FLeKXYq3gV
> 2KWjhQsyTEqZOSYra4ocThVrFW8Ct0xSuGBLeBWiaYVW8sNIt//T6YRma4LsUOxV2KXYq0cUNEYU
> NYVaxQuGBK7AyXDAlvAlvFW8VbGBLsVdirq4q1ihsYpXDAldgS7FXYq7FWicKrGwsSsOFitySGsV
> bwK7FVwwJbril1cVccVW079sNof/1OmGtMzXAarhVvAlcBgV1MVawq1TFDVMK07jja06mKtjAlcM
> CW8CW8Vdirq4q3XFXYFdirsVbxSuGBK7AlwxVxxVquKrSckxWnChbhVo4oapih2KuxVvFWxgS3TF
> LqYFaoOnbwySH//V6Z45muA0BhVcBgSuGRS7CrRxVrCh2KuwK7CrgMCrsUuxV2KuxV1cCuxVdgS3
> il2KuxVcMCW8Ut1wK0Tiq2uFDRwoW4UNYVdih2KtUxQ6mKupirYwJXDAlvFKygrXvhYP/9bpmw+e
> ZrguxVcMCW8VdirsVdTArVMKHYq7FW8UuxV2KuxVrFW6YFdhVdgS3gS7FW8CuxS6uKt1xVquFDVc
> VW1woawodirsVdirsVdirhgV2KrhgS2TQVxSs2rywsX/1+m5muC1iq4YEt4q7FXYpdih2KupgV1M
> VdhV2KuxV2KuxV2KW6YFbxV2BW8Ut4FdirRwq1XFDq4VarirWFDsVdTArsKt0wJdirWFDsVdilvA
> rm3FBiFLu+Kv/9DpprXMxwGsKVwwK7FW8UuxV2Kt0wJbpirsVW4q7Ch2BLYxVumKtUxVvFXYFdhV
> 1cCt4pdirROKtYUNYUOxV2KuxV2KXYFXYq7ArVMKuxV2Ku7Yq1irt6e+KH//0emnrma4LWKuxVvF
> W64FdilcMCVwwJccVawoaxVrFW8VbwK2MUuxV1MVaxQ1hVvFXVwK6uFVtcUNVwq1XFDYxS3irsCt
> 0xS3TFXUwK3ilrFDRwq1hQ7FXYq7FX//0um9zma4LsVaxV2Kt4FbGKVwwJbwK3ilo4oawq1hQ2MC
> VwGBLsVdirsVaOFDWKt4q0cVW1woaJwoaxQ7FK4YEt4q3gS3irYwJbwK7FWjhVacKGsKGsVdXFXV
> xV//0+m5muA1ilvArsVbxVvFLYwJXYEuxVo4oW5JXYobGBK4YEuxV1cVaxQ44VW4q3XFWicKFuFD
> WKHYpdiq4YEt4q2MCW8Vb6YEt4EuOFC04oW4UOwq1irWKHdsVf/U6bma4LsVbwK6mKXAYq3irYwJ
> XYEuxVo4oaphV1MVdTFVwwJcTiq2uFDq4q7FWsUNE4VawoaxV2Kt4FbAxS3irYwJdTFW8Ct1xS1X
> FDq4pdhQtwoaxVonCh2Kt4Ff/9XpmZrgtjArYxS3irsVdirYwJbrirq4FbxS4jFWsUNjFLsVaOKF
> pwoarhVuuBWicKtYUNYq7FW8VbpgS3irsVcDgVuuKW8VaxV1cVbrirWKupirVMULSMkhrFW8Vf/W
> 6Zma4LYwK3il2Kt4q7FXYq6uBWxilcMCW8CtEYVaxVvFWjhQsJwsVuFW8VdirsVdgVumKXUxV2Kt
> 4q7FWsVbxVvAlrFXYq7CrsUN1wJaxVo4ULcKHYof/9fpmZrgtjpgVvFLeKuxVrFXYq1ihcMCVwwJ
> XYGTsUNYVdiq04QhZkmLWKHYpdirsVbwKuGBLsKuxV2KuxV2KtYq3irsUuxV2KHYq7FXYq1XFWsK
> GsVf/9DpoGZjgt4q7FLq4odil2Kt4qtxQ2MUrxgSuyKXYqtrhV2KHHCq0jChbhQ7FWsVbxV2KuxV
> sHAreKXYq7FXYq7FXYq7FLsCuwoaxVxOKGsKuxVrFXYq/wD/0emjpmY4LeKuxV2KuxS7FXVxVrFD
> YxSuGBK6uBLVcUOwq7FWicVawoaOKtUxQ3TFWqYq7CrWKt4quGRS7ClsDArqYq7FWsKuwK3irRxQ
> 1hQtOFXYodirsUuxV//S6dmY4LsVdTFW6YEtHCrWKHYq7CrYwK3iybrgV1cVawq3gVrCh2KuxV2K
> uxV2KtHFDWFXAYFXDAluhGLJvAh2KtHCrWFWxgVxxVaSMKGsKGsVdTFXHFDsVdil/9Pp1MzHCbAx
> V2BXYVaOKtYodirsVcMVXVxS6uKuqMVdUYq7FXYq1irq4q7FWxgV2FLsUNEV2xQuQb79sBLIBcSS
> SCMCW9sCt7YpawoWmlcVcAK4UNbYqtNKYUNbYodirsKuxV1MCXYUOxV//9TqG2ZbhuxV2BXYVccV
> LWFDRxVrfFDsKtYq2OuKuHfFWx0wK75YpbFMCu2xV2KtbYVbxVv4cCW9sVb22wJbwJdhVoVxQ3ir
> RxVw98Vawq12xQ44q0cKtHFDWKGsKt4EtiuKt4q//9k=
>
> ------=_NextPart_000_003F_01C2607E.F25D1ED0--
>
Regards
Mike
|