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The GS will build minute bars from tick data but not daily bars. Infact to
get the trade volume data to appear on the one and 5 minute bars, it is
critical not to download one minute data from esignal. You want the GS to
make the conversion to the higher period minute bars so it will also sum the
trade volume. It is also critical to download daily data first to create
the "placeholders". Then download the tick data. Do the two step process.
That procedure has worked consistantly for me with esignal data. Sounds
like BS but it works, and hasn't anything to do with HyperTrader. Just
thought I'd throw this in there incase anyone is having problems with the GS
and esignal Active X plug in. Only issue I have now is getting twice the
ticks of the CME....esignal never responded to my inquiries except with a
boilerplate nonsensical answer, similar to the CME's, I.e. contact your
datavendor, with the addition that their historical daily file contains all
the trades, but it doesn't include volume tick by tick.
BobRA
----- Original Message -----
From: "Jimmy" <jhsnowden@xxxxxxxxxxxxx>
To: "Abhijit Dey" <omegalist@xxxxxxxxxx>; "Omega-List"
<omega-list@xxxxxxxxxx>
Sent: Monday, July 19, 2004 12:56 PM
Subject: Re[2]: Can GS make proper daily bar from imported tick data?
(ts2000i)
> 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
>
>
>
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