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Global Server in TS2k (DTN Sat in my case) stores data in 1 tick,
1 minute, 5 minute, and 1 day format, along with other stuff like
bid/ask info, implied volatility, etc. Individual symbols can
save all or only some of these formats. TS seems to use the
largest available appropriate data size to build charts so, for
example, if a symbol contains 5min data, TS will use the 5min
data to build 5min bars, 10min bars, etc.
This seems to be OK as long as everything is consistent. But if
you start importing data from someone who has different settings
than you, it gets very messy.
For example if part of a symbol's history has 5min data but part
doesn't, TS might show a chart with no data in the "no 5min data"
part even though the symbol contains 1 tick and 1 min data for
that period.
I have somehow gotten into a state where some of my futures
symbols (such as SP) contain 5min data, but others (such as ND)
do not. Supposedly this is all controlled by the Symbol
Collection Templates and should be the same for all symbols, but
it's not on my system. My templates say it shouldn't collect
5min data. But on the other hand the templates don't appear to
be active, even though I seem to be creating new symbols as if
they were. !? So I don't know WHAT'S creating new symbols and
setting up their data-collection defaults.
How SHOULD I be running this? I *think* I can select all futures
symbols and force their collection templates to be the same, and
delete the 5min data that exists anywhere. If I "ought to" have
5min data, is there any way to *generate* 5min data for
everything? (Worst case I think I can export the data, then
import it and tell GS to build the appropriate bars, but I'd like
to avoid that if possible, at least for all symbols in the
portfolio!) Then I should probably turn on the Futures
collection template so symbols get created properly from now on.
GS is usually self-consistent with this mess, but when it isn't,
it's not pretty.
Thanks,
Gary
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