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To: Defiant who wrote (25)6/18/2002 12:48:43 PM
From: fut_trade  Respond to of 50
 
I wrote programs in Java and C to do the analysis. I collected tick by tick data directly from the CME so I know it's accurate. Then I make 1-minute bars from the tick data - and from the 1-minute bars I derive everything else up to yearly bars.