PureBytes Links
Trading Reference Links
|
Abhijit,
I am not sure the GS will build minute bars from tick data. It will
build 5 minute from 1 minute data that is in or imported in the GS.
Sounds like if you delete those resolutions after you import the tick
data then let the GS absorb that then add those resolutions for 1,5
and daily then the GS will build the bars. Sounds fun.
Hypertrader will do nearly anything. There are a ton of options that
you have to watch carefully to make sure you have them set correctly
to get the data in right. I'm not an expert but I imported data using
Hypertrader XPO but the guy that sent it didn't have daylight savings
time so I had to split the data so I could set the offset from GMT
correctly. At least I think that is what it was. Also depending on
the data you get emini data could be day session or 24 hour session.
Daily numbers will be very different if you import it to GS thinking
it is for day session only but it was 24 hour data. I try to take a
look with excel or notepad to see what I have before I try to use
Hypertrader.
Monday, July 19, 2004, 1:26:20 PM, you wrote:
AD> Whoa Natalia,
AD> That's what I call support!! Worked great.. sort of. It created minute &
AD> daily, but the data isn't making sense to me. On index futures, I have
AD> now got saturday & sunday daily, and the days where there should be a
AD> daily bar, the numbers aren't maching up (no regard to session times, I
AD> think). But maybe asking you (HyperTrader) to support GS is a bit too
AD> much - hehe.
AD> Thanks Natalia.
AD> Abhijit
AD> Customer Support wrote:
>> Import the data in GlobalServer, then delete the resolution 1, 5 and daily
>> and click ok.
>> edit again and additional the intraday and daily.
>>
>> Natalia Bersano
>> HyperTrader Tech. Support
>>
>>
>> ----- Original Message -----
>> From: "Abhijit Dey" <omegalist@xxxxxxxxxx>
>> To: "'omega list'" <
>> Sent: Monday, July 19, 2004 8:56 PM
>> Subject: Can GS make proper daily bar from imported tick data? (ts2000i)
>>
>>
>>
>>>If I have a .xpo file containing tick data only covering multiple days,
>>>how do I create minute & daily data (as per session setup in GS)
>>>*without* using 3rd party tools? Is it possible? Importing it in GS
>>>doesn't create minute & dailies, it seems.
>>>
>>>Thanks,
>>>
>>>Abhijit
>>>
>>
>>
--
Best regards,
Jimmy mailto:jhsnowden@xxxxxxxxxxxxx
|