|
PureBytes Links
Trading Reference Links
|
I have been working on a small application to build continuous contracts
and wanted a little peer review. I am attaching a contract for the
Swiss franc with this message. I have zipped (about 128 K) it as not to
take up too much bandwidth. I was hoping that some of you could run
your systems on this data series and then on your own Swiss Franc data
series and see if any discrepancies arise. If any obvious errors are
present in my data, please let me know. If you are interested, I have
zipped files for US Bonds, Gold, and Cotton as well (email me if you
want me to send them to you directly).
The reason I wrote this was so I could test and trade on the same data.
I now have the ability to create a new continuous contract daily, with
the proper alignment and naming conventions for the actual contract
which orders are being executed on. I was a little surprised to see the
magnitude of differences between different continuous contracts floating
around out there and wanted to create a standardized method for data
maintenance.
I encourage and welcome all feedback. Looking forward to hearing back
from you soon.
Best regards,
Andrew
-------------------------- eGroups Sponsor -------------------------~-~>
eLerts
It's Easy. It's Fun. Best of All, it's Free!
http://click.egroups.com/1/9699/0/_/152424/_/975444389/
---------------------------------------------------------------------_->
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxx
Attachment:
Description: "Sf.zip"
|