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Philippe,
Copy your data in the PDS folder to a new folder so if you mess up you
can just copy it back.
Export the data from the new contract, August, and choose the exact time to
start the export in the date and time window. 16:01 Then rename the
symbol with some slight change like adding a 8 after it. Then rename
the July contract to the correct August name and import the data. Now
the July data is joined with the new August data for only after 16:00
and the correct August symbol. I hope I understand what you have
asked for. If not perhaps you understand what I have done and can
fix it up. If there is a mistake then simply shut down the GS and
Charting then copy the contents of the PDS folder you copied out
earlier back to the current PDS folder and start all over.
Jimmy
Friday, July 30, 2004, 10:55:51 AM, you wrote:
P> Futures Roll over data's manipulations in 2000i GlobalServer :
P> At each roll over contract date, In order to have a NON adjusted continuous
P> contract I need to do a little manual adjustment in the global server symbol
P> datas :
P> 1- one contract (july) ends at 16:00 on the last trading day( 07/30/04 )
P> 2- The next month contract (august) is running from 8:00 am for the same
P> day. So there is a period of double.
P> 3- I want to keep the july datas values until the last quotes at 16:00 and
P> start the august contract with the values of the 16:01 quotes (one minute
P> time frame) in order to have a continuous non adjusted contract, accepting
P> the gap between the values at that time.
P> The problem is
P> - How to insert the values for the July last day contract (from 8:am to
P> 16:00) to the august contracts beginning at the row for 16:01 the same day ?
P> Or
P> - How to add the values of the new august contract to the july contrat but
P> only from the rows of vales after 16:00 (from 16:01 to 8:00 Pm)
P> It is around 680 rows to insert or add at each roll over !
P> Do somebody knows how to do that in one easy operation ?
P> Otherwise I will be obliged to
P> Either
P> ignore the august datas from 16:01 to 8:00 on the roll over date and begin
P> the new contract the following day,
P> Or
P> DO not takes the july real values until the last day at 16:00 and have the
P> new august contract beginning the day before.
P> But this is not ideal at all for my purpose as it is frequent that my roll
P> over are done near the last trading hours of the roll over date.
P> Any advice would be very welcome.
P> Thanks.
P> Philippe
--
Best regards,
Jimmy mailto:jhsnowden@xxxxxxxxxxxxx
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