PureBytes Links
Trading Reference Links
|
> Because of the bad time stamp problem, I do not have intraday
> data for most of Friday (BMI).
I posted this to the Omega list yesterday:
> From: "Gary Fritz" <fritz@xxxxxxxx>
> To: omega-list@xxxxxxxxxx
> Date sent: Fri, 16 Jun 2000 15:28:29 -0600
> Subject: BMI DATA
>
> Hi all,
>
> Thanks to a benefactor who chooses to remain anonymous :-), I have an
> OMZ file with the following symbols for today:
>
> @na,@nd,@nu,@prem,@cco,indu, DJ0m/u,IRX,TYX,FVX, NDX,
> ND0m/u,DSP0m/u,SP0m/u,ES0m/u, NQ0m/u, SPX, Tick,Trin,Tiki, Tran,
> TY0m/u, Util, VIX
(and it also has EC and JY)
>
> You can find it at ftp://ftp.frii.com/pub/fritz, file Data0616.omz
> This FTP site is case-sensitive! Please try to get it from the FTP
> site before emailing me -- I usually get bunches of "can't FTP, please
> email it" requests when I post things to my site, and I figure I could
> get buried with this one. :-)
>
> Note: my friend warns he had a lower tick count today than usual.
> Looking at the data, he has ticks in every minute, but not as many as
> you'd expect. E.g. if you look at something steady like NDX, it
> usually pops out 4 ticks a minute. This data shows 2-4 ticks for most
> minutes. NDX had 1419 ticks today vs. 1850 or so normally. DSP and
> other symbols also have lower tick counts than usual, but that could
> be due to lighter trading today.
>
> Still, it's better than the mess I had before.
>
> Gary
|