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Strategies & Market Trends : Bottom (and Top) Pickers, Unite! -- Ignore unavailable to you. Want to Upgrade?

To: HairBall who wrote (142)	1/19/2001 4:54:29 PM
From: Michael Watkins	Read Replies (1) \| Respond to of 214

Hi LG, Yes, Tradestation collects data for all the symbols. With the older version of TS, there was no option - it can't read history data on the fly like WindowsOnWallStreet, QCharts, etc. Re disk space, its surprisingly little. I have history on major stocks going back for decades, indicies back to the 20's, etc and it never was more than 100MB of data. The data can be converted into any interval I want, to as small an interval as that I collect it in. I keep ticks around for 10 days. 1 minute bars for 1000 days. And daily forever. So if I want to see 135 minute bars - no problem. 224 tick tick charts? Ok. 324 ticks to a bar? Sure. But my charts are 5,15,45 minute for the most part. Some 65 minute; 130/135; depending on whether its stocks or futures I am looking at. I trade futures more than stocks, mostly position trade stocks. If I miss a day, or even a portion of a day, I have two options. 1 - Omega maintains historical data and every night I can refresh the 'hole' from them for free. 2 - Dynastore has a companion product called Dynaloader which I can set to download tick data from QFeed. It works best if done after hours, but on occasion I have patched an intraday hole in real time. I can fix my stored data in a couple minutes - it takes QCharts days or weeks to fix theirs LOL! If I decide to cover a new symbol I can get historical data both from Omega and also from QCharts via Dynaloader. Re Tradestation Pro - have you tried it on eval yet? I suspected they reused the same data server infrastructure that WindowsOnWallstreet used for years (I used to be a WOW user myself). Teresa is using TS Pro and also has her old TS 2000 setup going, so she's able to compare differences. One thing about the older TS 2000 is that I can define holidays on my own if the application has not been set up for them. Hence I never have problems with holidays with data in them. Its a little more work, but a very workable solution. But perhaps with a finite life...