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This "Data Management tool" would make a great open source project. Probably
something simmiliar to a MSSQL database with a table of some sort of
"standard international format" for the data description like ummmmmm
"exch_Symbol_contracttype_contractmonth_year_month_day_minute_tickno_format_
price" , and then anyopne who wants to add too it could pay someone/or self
develop the backend to a data provider and then a frontend to a charting
platform. Then eventually when it is massively popular , maybe a discount
broker might give free live data for it? maybe? or maybe make a nutella free
type of backend for testing systems or as a backup datafeed to fill in
missing ticks etc....? maybe even have a 50 - 1000 internet servers
mirrorred that self update when new data arrives? maybe?
You need a remeberable name ....maybe a good name for it would be 'goiter'
meaning big and ugly :O)
Hands up who wants to start .....?
Cam
-----Original Message-----
From: Ross Bond [mailto:Ross.Bond@xxxxxxxxxxxxxxxx]
Sent: Saturday, July 16, 2005 9:16 AM
To: Adam Hardy
Cc: omega-list@xxxxxxxxxx
Subject: Re[2]: CRB Infotech / final markets / end-of-day data
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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