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In a message dated 98-06-02 21:53:20 EDT, CwWaring@xxxxxxx writes:
>
> I am trying to backtest using 5min intraday data. I'm on TS 4.0 b19.6.
>
> 1.I have collected the S&P contract since july 1997 by renaming the the old
> contract to the new contract ie sp8h is renamed to sp8m. The old data is
> retained and the new data gets added/appended. At least, I think that is
> happening.
> How could I determine the beginning and ending dates in such a file?
>
> 2. when I apply a system to my files say the 5min SP I only get data and
> system trdaes for about 14 days (12x8hrsx14 days=1344bars)( actually I
> should
> note that I collect both sessions so maybe many more bars, but nowhere near
> a
> limit?). This rolls forward each day or so, picking up the next day and
> dropping the oldest. I would like to have a much longer system history.
I think I have answered my own question. In the data section of the file-
portfolio and after double clicking the particular symbol the data collection
mode screen comes up - the quote + data history has a 15 day retention
default. So, all this time I thought I was collecting a yaers worth of data I
was not. Maddening.
Where could I get/purchase Tick data files (about one year?)for the financial
futures? Will any other SP indices or cash serve as a proxy for continuous
data? E.G., Could I get the SPY tick data? and use it as continuous test
data?
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