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Arnold Thompson <arnoldt@xxxxxxxxxxxxxxx> wrote:
>>I am in real need of end of data intraday tick data. <<
and
>>I have only found Tick Data that supplies end of day tick by tick
download availability. <<
Then "J.P. Oliver" <tropinc@xxxxxxxx> wrote:
>>Is this Metastock format you mention the same one used by Ensign? <<
I use Ensign to collect a wide variety of tick data from BMI, while
piecing together my own ticker plant. If it's tick data you're after
(and can handle the timestamp mixup for markets you don't subscribe to
in realtime), the BMI offer is unbeatable. Ensign also offers a service
to dump the previous 24hrs tick data (futures only) to you overnight
(one-time shot per day) for an extra fee, not sure how much, probably
under $50/mo.
When I lived in Boulder, I once went over to Tick Data (suburban
Denver, Broomfield I think) to pick up a floppy... this was back in '89
or so. They had quite a setup, just to collect futures data. My
interests are stocks and options, and I've always been interested in
tick data availability in those realms. After what I saw at Tick Data,
I pretty much understood what the problems were... reliability, data
capacity and redundancy, for the most part. The data vendors want
nothing to do with this problem... they've got their hands full just
delivering the tapes from the exchanges and making sure it is available
to their clients of varied technical skills (mostly not computer jocks).
The Ensign data format (for the histories) is published... I write a
lot of software using it. I've done several data conversions between
different formats, ASCII included, but not Metastock. From what I
understand about Metastock, the Ensign format pretty different. Each
record is 28 bytes, carved into 7 fields: date, open, hi, lo, cls, vol,
OI. For intraday data, the OI field is supplanted by the timestamp. I
think Metastock derives muchly from CompuTrac, with all of the history
and eccentricity that entails.
Hope this helps...
Dick Crotinger
richinger@xxxxxxxxxxxxxxxx
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