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Re: daily data collection



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absolutely right

----------
> From: Manning Stoller <mstoller@xxxxxxxxxxxxx>
> To: Khalid M. Mirza <kmirza1@xxxxxxx>
> Cc: he96@xxxxxxxxxxxxxx; omega-list@xxxxxxxxxx
> Subject: Re: daily data collection
> Date: 01 June 1998 17:34
> 
> Dear Khalid,
> 
> Let me explain why he was rude.
> 
> I specifically identified the Dow Jones feed in my answer to "volume" in
> FOREX. I did not say the the tic volume was normal for everybody but
> specifically for the Dow Jones feed. I was trying to be helpful and did
> not expect to be attacked.
> Now read his answer to me in effect telling me I don't know what I am
> talking about and changing the content of what I said.
> Do I understand that the prices and just indications? Of course I do - I
> helped develop the database for Teletrac in 1989-90.
> Do I know what the "volume" number represents, you bet I do.
> 
> I don't mind when someone disagrees or questions me. I do mind when the
> tone is rude.
> 
> Best regards,
> 
> Manning Stoller
> 
> 
> 
> 
> 
> 
> 
> Khalid M. Mirza wrote:
> 
> > I don't think Hans answer was rude. What's fair is fair. Take it
> > easy man. His answer was straight forward.
> >
> > Regards,
> > Khalid M. Mirza
> > Houston, Texas, USA
> > kmirza1@xxxxxxx
> >
> > -----Original Message-----
> > From: Manning Stoller <mstoller@xxxxxxxxxxxxx>
> > To: he96@xxxxxxxxxxxxxx <he96@xxxxxxxxxxxxxx>
> > Cc: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
> > Date: Sunday, May 31, 1998 8:42 PM
> > Subject: Re: daily data collection
> >
> > >You can sure Hans Esser that I will never bother to try to help
> > you in the future.
> > >You response to me was extremely rude and unappreciated.
> > >
> > >Manning Stoller
> > >
> > >
> > >
> > >hans esser wrote:
> > >
> > >> Manning Stoller wrote:
> > >> > If you are using Dow Jones Tradestation (now Bridge Telerate
> > >> > tradestation), the new day starts at 22:00 GMT and goes
> > until 21:58 the
> > >> > next day. Volume is posted
> > >>
> > >> Volume cant be posted as there is NO such thing for FOREX -
> > PERIOD !
> > >>
> > >> > and represent the price changes.
> > >>
> > >> Thats not volume, but number of ticks !
> > >>
> > >> > Normal for the DM would be around 4,500 a day.
> > >>
> > >> There is nothing "Normal for the DM" - thats just the number
> > of ticks *you* get
> > >> on *your* DJ Tradestation - and if someone receives LESS or
> > MORE ticks in
> > >> FOREX it hardly matters, as its not LAST trade (as from a
> > FUTURES
> > >> exchange), but *just* a price indication from a bank - and in
> > FOREX to have
> > >> MORE ticks doesnt mean its a better feed - in difference to
> > regulated FUTURES
> > >> markets.
> > >>
> > >> FYI, ystd I had on my DBC feed - 9500 ticks for the DEM
> > >>
> > >> - is that normal ? No, there is no normal
> > >>
> > >> - is that better than BMI ? No, there is no better
> > >>
> > >> Do I recommend DBC - NO, its useless on FOREX !!!
> > >>
> > >> > Open interest refers only to the futures market and not to
> > any cash market.
> > >> >
> > >> > Hope this helps.
> > >> >
> > >> > Manning Stoller
> > >> >
> > >> >
> > >> > hans esser wrote:
> > >>
> > >> No, I didnt write that - I wrote the answer to that question
> > >>
> > >> rgds hans
> > >>
> > >> > > > I am new to TS and experienced a problem with dayly data
> > collection. I
> > >> > > > collect FOREX data and there are some days where no open
> > price for a
> > >> > > > day collected and also no volume and open interest. So I
> > need to
> > >> > > > manually edit daily data after the session. If anybody
> > can point me
> > >> > > > what's wrong - really appreciate. Thanks. Dmitry
> > >> > >
> > >> > > FOREX is a 24 hour market - it does NOT stop or START
> > during the week  -
> > >> > > any decision to set whatever times as settings to make
> > DAILY charts is
> > >> > > just random and will be different on a other part of the
> > world.
> > >> > >
> > >> > > EOD chart for S&P looks (nearly :-)) the same everywhere -
> > but for FOREX
> > >> > > it can be real different.
> > >> > >
> > >> > > There is not such thing as VOLUME or OI on that market at
> > all - for days
> > >> > > you have it - BIN IT !
> > >> > >
> > >> > > rgds hans
> > >> >
> > >> >
> > >> >
> > >
> > >
> > >
> > >
> 
>