[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Data collection following close of session



PureBytes Links

Trading Reference Links

Jay,

I use BMI delayed via cable, and I know they are sending the daily data
after the close.  You are right, someone there is talking nonsense.  In the
past, when I've spoken with different tech support people at BMI, I've
gotten wildly different answers, so this is no surprise.

I start collecting quotes at 4:30 and continue for 90 minutes.  I used to
collect for a shorter time, but often got screwy volume figures (too low.)
BMI said a longer collection time would cure that.  It helped a lot, though
my volume numbers are still not perfect.

I'm in the process of upgrading from TS ver 3.01 (yeah, I'm a fossil) so I
enter the time, rather than minutes after the close.  My reason in starting
at 4:30 is that, with 20 minute delay, I figure they are still sending ticks
down until 4:20.
--Chris


> - Does BMI (cable) - not just data vendors in general - really send
> the day's O-H-L-C after the completion of the day session?  (the
> less-than-satisfactory conversation I had with BMI tech support
> indicated that data is only sent during the period that the market
> is open - from my obervations, this is not correct).

> - What values should I plug into the two fields in the TradeStation
> Server screen described above?

> - Would the fact that I am receiving delayed data from BMI impact
> whether I can receive this data, and/or how I should set the
> data collection period?