|
PureBytes Links
Trading Reference Links
|
You need one step inbetween. Use a program like Hypertools for XPO to
change the ASCII to XPO. Then import.
Jimmy
Now that MetaServerRT has a built-in IBDownloader for filling data holes
using IB's history data server, keeping continuous contracts continuous
without begging for .XPO files is easy.
However, my GS database has:
1. a tick hole from 16:08:42 on 6/7/2006 to 16:17:50 when the price
jumps from 704.08 to 711.3 That's a big jump between the M6 and U6
contract, if that's in fact what it is, related to the expiration.
2. a tick hole from 06:18:25 on 6/8/2006 to 07:29:01
I can't pin down the exact culprit, but it appears related to a history
download intended to fill a different data hole. However, I had also
just changed ER2M6's file to ER2U6 in GS to maintain a continuous contract.
There's a MetaServer behavior needing some fixing that complicates the
case. It is related to a nice addition to IBDownloader allowing 1
second tick history downloads of less than a trading day. The developer
has a fix on the to-do list. But, I've not figured out exactly what the
bug leaves behind in the GS database.
I'd like to fill the two data holes above.
Question: Would an ASCII import into GS work for tick data? In the
couple of years using TS2ki I've not done an ASCII import, only XPO
Liam
|