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Trader Phil (5150@xxxxxxxxxxxxxxx) wrote:
>>Dick, how do you like the Windows version of Ensign? Can it keep up with
archiving tick data on all 50k options and use only 40M?<<
I used the Windows version of Ensign last fall, when it was fresh
out of the oven. I wasn't overly impressed, but I gather it's gotten
better in the meantime. I could not live with the "all or none" approach
to building intraday options (I typically keep intraday on just OEX
options, but in order to do that with Ensign/Windows, you have to keep ALL
options, something I don't have the floor space for <g>) The program lets
the user specify which markets to build chart files for (i.e., NYSE or
NASDAQ), but once specified, *all* symbols from the market selected get
saved. That's a lot of overhead, but I suspect Ensign had received a lot
of pressure to increase intraday chart capacity beyond the 500 in the DOS
version, and this was the easy solution (for them!).
Another restirction of the Windows version which I wasn't happy
with is the setting of number-of-bars to maintain per file. The same
setting applies to *all* chart files... options, futures, and all the rest.
So if you want a year's worth of data (e.g., 250 bars) for daily futures,
you also get 250 bars of data for intra-day options. In my case, that
would be too much for options and not enough for futures.
On the plus side, the Ensign support is great and Howard Arrington
(Mr. Ensign) knows the data business like the back of his hand (as well as
the BMI feed). I like being able to fetch the latest binaries from their
web site, www.ensignsoftware.com.
I looked at ASPEN a while back... neat program, and saves EVERY
tick on all markets. But I believe the feed and formats were proprietary
(this is back 8-10 years now...) and as I recall it was pretty expensive.
I can correspond further off-line (don't want to stir things up on
a sore subject here) if you're interested.
Dick Crotinger
Decade Technologies
decade@xxxxxxxxxxxxxx
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