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Is the format documented anywhere? I could write a Perl script to
interpret it if I knew what the format was.
--
M. Edward Borasky znmeb@xxxxxxxxxxxx http://www.teleport.com/~znmeb
If God had meant carrots to be eaten cooked, He would have given rabbits
fire.
-----Original Message-----
From: Earl Adamy <eadamy@xxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Sunday, January 10, 1999 07:38
Subject: Re: Looking for "Cleaned" Downloadable Intraday Data.
>You can download perfectly clean Time and Sales (tick) data for all CME
>contracts and expirations from www.cme.com via ftp for free every
evening.
>The site carries many months of historical T&S data files. You'll need
to do
>a bit of programming however to select, order, and format the data you
want.
>
>Earl
>
>-----Original Message-----
>From: Tony Parker <tgparker@xxxxxxxxxxxxxxxx>
>To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>; RealTraders
Discussion
>Group <realtraders@xxxxxxxxxxxxxx>
>Date: Sunday, January 10, 1999 12:08 AM
>Subject: Looking for "Cleaned" Downloadable Intraday Data.
>
>
>>I'm looking for a (free or subscribed) source of "Cleaned"
Downloadable
>>Historical Intra-Day Data. I'm also looking for a source of "delayed"
>>"Cleaned" Intraday Data that is in a downloadable format much like the
>Omega
>>Research Intraday Data but is "Cleaned" of all the Bad Ticks that I
find in
>>the Omega data.
>>
>>The trouble with the so-called "free" downloadable Intraday data found
on
>>the Omega Research Web-Site is that it's just as "Dirty" and as full
of bad
>>ticks as you get from any of the "live" RT (Signal, BMI, etc.)
sources.
>>
>>The trouble with the other sources (Future source, QTG, etc.) I've
checked,
>>that provide "cleaned" Data, either RT or "delayed" they don't provide
>>Intraday Data in a "downloadable" form that could be downloaded EOD
after
>>it the markets closed and "pasted" "cleaned" into Trade Station 4.0.
>>
>>I spend at least two hours every night cleaning the data
manually...and I
>>still get inconsistent results. There has to be another way!
>>
>>Ideas anyone?
>>
>>TIA
>>
>>Tony Parker
>>
>>
>
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