Creating continuous files of tick data from multiple futures contracts

J

Jock

I am wondering if anyone is aware of software that can create continuous back-adjusted data from tick or 1-minute interval, futures data.

I am aware of organizations like CSI and TickData that have software that can create continuous data using their own proprietary format data. However I need a program that will work with third party data, most likely in ASCII format.
 
MetaStock comes with a tool called The DownLoader that can convert data from formats such as Excel and ASCII then you can merge these converted files into a single file. MetaStock's file format is limited to 65500 records though, so I am not sure this would be too effective for you, with tick data.
 
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