FEATURE POLL. DATA MANAGEMENT (2)
- Andrew Kirillov
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- Joined: 28 Jul 2005
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FEATURE POLL. DATA MANAGEMENT (2)
Data Management Features (2)
Last edited by Andrew Kirillov on 19 Jun 2008, edited 1 time in total.
It also would be very helpful to set a breakpoint for a symbol so that no data before this breakpoint and (if possible) all data behind this breakpoint will be updated with new data from the datavendor (if it supports backfilling).
This would make it possible to construct continious contracts with custom roll-dates.
For adjusting the old data backwards also a Modifying Data Feature (like in GlobalServer) would be nice. To adjust bigger amounts of data outside MC is always very painful and needs export and reimport.
This would make it possible to construct continious contracts with custom roll-dates.
For adjusting the old data backwards also a Modifying Data Feature (like in GlobalServer) would be nice. To adjust bigger amounts of data outside MC is always very painful and needs export and reimport.
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
1. Online/Offline Indicator will show if you are working in the Offline or Online modeWhat does it mean?Does this Custom basket symbols also mean native Spread Charts/Symbols?
- Online/Offline Indicator
Data Window
SVN support
Thanks
2. Data Window will show a grid with quotes
3. SVN is a source repository
Spread Charts/Symbols is a custom basket subsetDoes this Custom basket symbols also mean native Spread Charts/Symbols?
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi Joerg,It also would be very helpful to set a breakpoint for a symbol so that no data before this breakpoint and (if possible) all data behind this breakpoint will be updated with new data from the datavendor (if it supports backfilling).
This would make it possible to construct continious contracts with custom roll-dates.
For adjusting the old data backwards also a Modifying Data Feature (like in GlobalServer) would be nice. To adjust bigger amounts of data outside MC is always very painful and needs export and reimport.
Could you please specify why you would need that?
Thank you!
Hi Marina,
yes, of course: It´s all about building cont. contracts where the history of former contracts is adjusted to the price level of the current one. For trading systems this seems to be the best practice for getting consistent signals.
With breakpoints it would be possible to reload just data behind of the roll date. Otherwise you overwrite parts of the data of the old contract while reloading and destroy the history. You get a price-gap somewhere in the history which you can´t correct without modifying data.
To save reloading would mean to be online exactly on the close of the last active trading day of the old contract or another chooses roll date (for getting all of it´s data) and afterwards don´t reload anymore because you nearly always would overwrite the old contract or don´t get the whole new contract.
Modifying data would allow to adjust data up to the date I like (it differes from market to market).
All in all it would make custom cont. contracts possible.
What do you think?
Thanks a lot
Joerg
yes, of course: It´s all about building cont. contracts where the history of former contracts is adjusted to the price level of the current one. For trading systems this seems to be the best practice for getting consistent signals.
With breakpoints it would be possible to reload just data behind of the roll date. Otherwise you overwrite parts of the data of the old contract while reloading and destroy the history. You get a price-gap somewhere in the history which you can´t correct without modifying data.
To save reloading would mean to be online exactly on the close of the last active trading day of the old contract or another chooses roll date (for getting all of it´s data) and afterwards don´t reload anymore because you nearly always would overwrite the old contract or don´t get the whole new contract.
Modifying data would allow to adjust data up to the date I like (it differes from market to market).
All in all it would make custom cont. contracts possible.
What do you think?
Thanks a lot
Joerg
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
If you use TS8 as data source for MC, you already have custom continuous contracts.
You can already create your own spread charts\custom basket symbols using an indicator showing the difference between different data series in a multi-symbol chart.
My preference would be for a data window similar to TS8's Time & Sales. This is very useful for getting a feel for momentum, and is a fairly basic feature for a charting platform and should've already been implemented.
IMO a Trade Manager should be higher than all of these on the priority list though!
You can already create your own spread charts\custom basket symbols using an indicator showing the difference between different data series in a multi-symbol chart.
My preference would be for a data window similar to TS8's Time & Sales. This is very useful for getting a feel for momentum, and is a fairly basic feature for a charting platform and should've already been implemented.
IMO a Trade Manager should be higher than all of these on the priority list though!
synthetic is not NATIVE ;)
Again! There is a difference between native and synthetic spreads/combinations/baskets!
I need native!
People have very often problems to differentiate this fact. Of course synthetic spreads/combinations/baskets are possible in a lot of programms... but not native spreads/combinations/baskets!
I need native!
People have very often problems to differentiate this fact. Of course synthetic spreads/combinations/baskets are possible in a lot of programms... but not native spreads/combinations/baskets!