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Hello Adam,
I'm looking for something similar - does anyone know of any standalone "Data
Management"-type software? What I want is an application that can integrate
futures data from a range of EoD vendors into a single, consistent format
(which may include mapping symbol names to a uniform standard and adjusting
decimal places, etc, etc.), preferably combined with flexible continuous
contract building and an automatic daily data downloader/updater.
This would allow the use of more than one data vendor and provide a common,
standardized data library.
Friday, July 15, 2005, 2:09:28 AM, you wrote:
> It would be interesting to find out what the CSI continuous / synthetic
> contract compilation software is like.
> The one from CRB Infotech offers the following optional parameters:
> - non-adjusted / back-adjusted / nearest / continuation compilation
> - roll-over day options, with choice of:
> * number of days before expiration
> * specific day of previous week
> * specific day of previous month
> * some others which aren't clear (!)
> - choice of which contracts months to include
> - whether to include VOI (for contract, not sum of all months)
> - output format
> This config allows me to do what I want, but it have problems with the
> data, so I wouldn't jump ship to another provider unless I really can't
> get the data.
--
Best regards,
Ross mail to: Ross.Bond@xxxxxxxxxxxxxxxx
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