Recent content by EliteInterest

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    Globex Time & Sales from CME

    Hi, It is Saturday, so I figured that I would bump the thread, maybe you can help out :) Also, does anyone know how to handle the cancel / correction field to accurately reproduce the T/S data? I am simply excluding all fields that have the cancel or correction flag, and am not sure if...
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    Dell Inspiron 9300 Laptop Like New Condition

    Dell Outlet: Inspiron 9400/E1705 (System Identifier: ZRRGRPH3) Inspiron 9400/E1705 Notebook: Intel Core Duo Processor T2300 (1.66GHz/667MHz FSB) Genuine Windows XP Pro System Price : $1,009.00 Promotion Discount : $150.00 Final Price : $859.00...
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    Globex Time & Sales from CME

    4:15EST just passed - hopefully someone that has gx*.zip files prior to 2001/10/24 might read this. :) Thanks.
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    Globex Time & Sales from CME

    Also, gx031008.zip is missing NQ data (as noted a few years ago in this thread) - does anyone have the updated version of this file - or the NQ time and sales for this date? Much appreciated.
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    Globex Time & Sales from CME

    Hello (again), Does anyone have continuous gx*.zip files prior to gx011024.zip? Again, you can PM me or post here. Thank you.
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    Globex Time & Sales from CME

    Middle of the night bump.. Thanks to all who have helped out. It appears that the only remaining gaps are: gx040409.zip gx050325.zip Does anyone know if there was trading on those days? Maybe you have a complete set and could take a quick peek at your vast collection? (or if you...
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    Globex Time & Sales from CME

    I noticed that someone that posted on this thread back in '03 did have that date (for at least the gx file) - tried PM'ing him - don't think he posts here anymore. Hopefully someone can help out.
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    Globex Time & Sales from CME

    Hi, Does anyone have any of the following files? gx050901.zip gx050325.zip gx041210.zip gx040810.zip gx040409.zip If you have any gaps going back to May 2003, but have these, we can set up an exchange. Or, maybe you have these and would be willing to help out. I am not 100%...
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    IB API Market Depth

    5 rows is all that CME provides.
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    ip address

    If you have a DSL or cable modem upstream from your firewall, you would probably need to shut it down for a bit and turn it back on to renew your WAN IP. Even then, if your internet provider has provided you with a static IP, this may not work.
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    Data Conversion

    This is my first attempt at perl and regex's: $data_file="some_input_file.txt"; $data_file_out="out_$data_file"; open(DAT, $data_file) || die("Open input file Failed.."); open(DATOUT, ">$data_file_out") || die("Open output file failed.."); @raw_data=< DAT>; foreach $line...
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    Globex Time & Sales from CME

    Hey brokershopping, I sent you a few pm's - they should have gone thru - if not let me know. I am on linux now toying with perl and regex's for some reason, so I don't have the email alert handy (i have email on windows) if a PM goes thru. perl seems like buckets of fun. Thanks.
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    Data Conversion

    Hi Stardust, I am happy you found a solution that works for you. Just for completeness, here are some additional details to get the program going. I realize you do not need to do this now, but just in case anyone reading this is interested in trying Qt.. - On Winows, download and...
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    Globex Time & Sales from CME

    Sunday afternoon bump.. I do have a need for this historical data.. It would be *greatly* appreciated if someone who has a nice collection of files from CME's ftp server would be willing to share. Otherwise, I would be willing to compensate for the media/postage costs or time involved in...
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    Data Conversion

    If you have a bit of programming experience, this sort of task is perfect for Qt - you can easily make a simple GUI and code up the necessary string manipulations. In fact, I suspect it might be easier to accomplish using QRegExp but I am not experienced with QRegExp. You can download the...
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