how to combine monthly future data into one with globalserver

R

robinxing

I collect HSI future data with globalserver

now I wanna combine the future data into one continuous data

is there any way

thank you
 
You do not mention your data vendor and your data interface.

There are a few ways to do this but it depends on what your interface to your data vendor is.

If you are using MetaServer RT then you can just rename the symbol in MetaServer. If you are using HyperServer then you need to change the contract name itself. In both cases you have to change the expiry date in Global Server.

If you have 1) a large price jump and if 2) you are using longer periods indicators and if 3) the price jump affects the indicator too much then you can always adjust the price. But this demands meticulous note keeping and it can very, very quickly mess all your data up. Unless it is absolutely mandatory then don't do this.

Maria
 
thank you

I am using metaserver 3.2 and globalserver as data feed

I have collected serveral months' data

I wanna combine the historical data into one continuous

is there any way?
 
there is a way..it's a bit tedious.. but i have done it.

let me see if i can explain the process.
say you have 3 hsi symbols you wish to combine.
HSI M7
HSI U7
HSI F7

export HSI F7 data (and save for futher use). then delete the symbol.

change the name of HSI U7 to HSI F7. now import the original HSI F7. see?

again, export HSI F7 data.. delete the symbol. change HSI M7 to HSI F7.. import again, and etc, etc..

i think this will work only if the symbols are setup in similar fashion. specifically as futures,(or stocks).. they should be identical. save your exports for backup just in case.

it's the only way i could find.. there may be an easier way..

hth,
bb
 
Quote from robinxing:

thank you

I am using metaserver 3.2 and globalserver as data feed

I have collected serveral months' data

I wanna combine the historical data into one continuous

is there any way?
More...

Hi robinxing,

Do you use TS2000i or TS 8.x? If you use TS8.x, how do you connect global server and TS8.x?

thanks
 
Quote from BigBubba:

there is a way..it's a bit tedious.. but i have done it.

let me see if i can explain the process.
say you have 3 hsi symbols you wish to combine.
HSI M7
HSI U7
HSI F7

export HSI F7 data (and save for futher use). then delete the symbol.

change the name of HSI U7 to HSI F7. now import the original HSI F7. see?

again, export HSI F7 data.. delete the symbol. change HSI M7 to HSI F7.. import again, and etc, etc..

i think this will work only if the symbols are setup in similar fashion. specifically as futures,(or stocks).. they should be identical. save your exports for backup just in case.

it's the only way i could find.. there may be an easier way..

hth,
bb
More...

With MetaServer RT you do not need to have the symbol name in Global Server the same as the symbol collected. Am now using HyperServer RT where it is necessary to have the same name.

Basically what I do is watch the daily volume and when the daily volume of the new contract month overtakes the existing contarct month then I change. All I do is change the name of the symbol collected and make sure the expiry date does not get in the way.

As BigBubba mentioned in your case you'll have to export and then import after doing a rename of the symbol. Only way to do it.

Maria
 
BigBubba

it really works

but usually at the end of the month

the data of minute is not continuous

becoz of low trade volume

how to deal with the problem

thank you
 
and there is another problem

for example I collect the data of July on June 26th

at the same time I collect the data of June until the end of month

I wanna know will the data of June from 26 to 30 be overwritten

when I import the data of July

thank you
 
Quote from robinxing:

and there is another problem

for example I collect the data of July on June 26th

at the same time I collect the data of June until the end of month

I wanna know will the data of June from 26 to 30 be overwritten

when I import the data of July

thank you
More...

I don't think your data will be correct. If im not wrong, the quotes of the last day in a contract will be calculated on a different base than the the first data on the new contract, due to time value.
If you look at the last quote from a contract and the first quote i the new contract, the price will be completely different.

There are continuous contracts but they recalculate the quotes to avoid the gap problem.
 
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