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Re: Looking for "Cleaned" Downloadable Intraday Data.



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Yes, there documentation is in a file right along with the data.

Earl

-----Original Message-----
From: M. Edward Borasky <znmeb@xxxxxxxxxxxx>
To: eadamy@xxxxxxxxxx <eadamy@xxxxxxxxxx>; RealTraders Discussion Group
<realtraders@xxxxxxxxxxxxxx>
Date: Sunday, January 10, 1999 11:25 AM
Subject: Re: Looking for "Cleaned" Downloadable Intraday Data.


>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
>>>
>>>
>>
>