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Follow-up - quote.com suggested building daily bars from their filtered
intraday futures data. I experimented a bit and found that specifying bar
length of 1440 (24x60) builds one bar per day from the intraday all
sessions.
Earl
-----Original Message-----
From: Earl Adamy <eadamy@xxxxxxxxxx>
To: realtraders@xxxxxxxxxxxxxx <realtraders@xxxxxxxxxxxxxx>
Date: Wednesday, March 31, 1999 6:52 AM
Subject: Re: FOREX: Combined day & globex data sources
>Depending on software, you may be able to construct a custom symbol which
>combines both sessions - I've done this with Ensign. DTN uses @prefix for
>night sessions so it takes a custom symbol to combine them. Quote.Com gives
>you choice of RTH or all sessions on intraday, all sessions on EOD. From
>what I've observed, quote.com's intraday futures data appears to be tightly
>filtered with bad ticks marked in yellow, however I'm not so confident of
>the quality of their EOD futures data - haven't checked it closely but I
>found several instances in the DMark where the daily prices bore little
>resemblance to the range of their all-sessions intraday prices.
>
>Earl
>
>-----Original Message-----
>From: BOTTrader@xxxxxxx <BOTTrader@xxxxxxx>
>To: eadamy@xxxxxxxxxx <eadamy@xxxxxxxxxx>; realtraders@xxxxxxxxxxxxxx
><realtraders@xxxxxxxxxxxxxx>
>Date: Wednesday, March 31, 1999 6:35 AM
>Subject: FOREX: Combined day & globex data sources
>
>
>>We lost our BMI feed at one location and had to install Signal..... Signal
>>DOES NOT have a symbol that combines BOTH day & globex data into one price
>>series. Signal has one symbol for day session and one symbol for globex,
>but
>>not a combined symbol. Has anyone been able to "combine" these price
>series
>>so that you have a continuous series to run indicators on, using Signal ??
>>Also, what other datafeeds are you using to give you a combined day &
>evening
>>price series ?
>
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