feeding data into GS

[jsg123ph]

Hi,

Is it possible to feed data into Global Server thru DDE? Or any other means than importing data into it thru the menu?

My problem goes this way:

Our chart is a Daily Chart, our symbol is Globex... like 6A for Australian Dollar. But we want only the OHLC of a certain time. In the above symbol, we only want the 14:20 upto 21:00 times. So we need to filter the data (5min data) that we have downloaded (from dynloader) and compute the Days OHLC then import that into GS.

Right now, we are doing it manually and it takes a lot of time. So, I am planning to make a tool that will feed that data into GS automatically. I will also make a tool to "FILTER" the data and also a tool to "COMPUTE" the Daily OHLC and feed it into GS.

We need to execute this routine many times during the days trading because we want to be updated of the current High and Lows.

I hope you can suggest me a better way to achieve this things.

Thanks,
Neil

[ACM]

reply

Neil
If I understood correctly what you want to do you should be able to accomplish that in real time or through downloads by storing only 1 Minute Trade Record.
In the first image below you see the Sessions tab for 6J U5 followed by the History to Save tab. The result is shown in the last image where you can see that the Daily chart (inset in a 60 minute chart) is based on the 1 minute data since no daily bar is being downloaded/saved
Alex

[jsg123ph]

Hi Alex,

Thanks for your reply. That helps somehow. But I still have question. Please correct me if I am wrong here.

Collecting realtime or Downloading minute/tick data will gather whole days data. When a symbol trades 24 hours, then GS will store those 24 hours of data even if we only store 1min data.

Charting tick and minute data will based on session times. When we have session of 14:20 - 21:00 and we chart 5minute data, then it will start to plot at 14:20 and ends at 21:00. Unlike DAILY CHART, it will compute OHLC based on the whole days data.

What I want is to only get the OHLC of 14:20 - 21:00 and that would be the OHLC in the DAILY CHART. So, We need to somehow filter the data or limit the GS data to just in between the session times, if possible.

In the above session, the first tick to hit 14:20 will be the opening price and the last tick that hits 12:00 will be the closing price and H & L will be computed on that range of time. The resulting OHLC would be the one I want to plot on DAILY CHART.

I hope I have explain my question well. Please ask if something is confusing.

Thanks a lot,
Neil

[ACM]

Neil

What I want is to only get the OHLC of 14:20 - 21:00 and that would be the OHLC in the DAILY CHART. So, We need to somehow filter the data or limit the GS data to just in between the session times, if possible

I believe I already provided you with the solution. Set up any one of the CME Globex currencies with the same exact settings for Sessions and History to Save as the ones shown in my prior reply. For all other settings use the defaults provided by GlobalServer.
Download 1 minute data for the last (for example) 3 days using the Plugin.
Then create a 1 minute chart for that symbol and check the Open of the first bar of a session. Find the High and Low for that session (still using the 1 min chart). Lastly check the Close of the last bar 1 minute bar of the session.
Once you have these values create a Daily chart for the same symbol and check the OHLC values of the daily bar corresponding to the same session.
You will see that the daily OHLC values will match exactly those you retrieved from the 1 minute chart. This is irrespective of any data that may be stored in GlobalServer.
Alex

[jsg123ph]

yes, I understand your previous post and I have tried it also. It works fine. The problem is we need to import daily historical data and have a daily chart. We want to store daily OHLC, not 1 minute. We store 1 minute only for the current days data becase the current days data should come in realtime. At the end of the day, we collect the daily OHLC and put it on a text file. The next day, we import it into GS (we will delete previous data in GS first before importing) and wait for the realtime data to come. But should update only in between session times. I doubt if this is possible.

[ACM]

Neil
The 1 Day Trade Record will contain the trading activity of the full Globex session because that is how the CME transmits that data. If you want (see your quote below) the daily chart to reflect only the prices traded within the pit session times, ie 7:20-14:00 CT, then the only solution I know of is to have TS2k use 1 Tick or 1 Minute or 5 Minute Trade Record data (which is based on the Sessions you define) to create the daily bar.
Alex

Originally posted by jsg123ph
What I want is to only get the OHLC of 14:20 - 21:00 and that would be the OHLC in the DAILY CHART.

[spike500]

Originally posted by Alexis C. Montenegro
Neil
The 1 Day Trade Record will contain the trading activity of the full Globex session because that is how the CME transmits that data. If you want (see your quote below) the daily chart to reflect only the prices traded within the pit session times, ie 7:20-14:00 CT, then the only solution I know of is to have TS2k use 1 Tick or 1 Minute or 5 Minute Trade Record data (which is based on the Sessions you define) to create the daily bar.
Alex

Alex,

i think you are right.
There are 400 minutes in the period that has to be covered for the daily OHLC. So instead of taking daily data he should make a 60 minute chart, and replace the 60 minutes by 400 minutes. This would create a daily chart as he wants, based only on the limited data. The daily data cannot be used as it will always cover a longer period.