Data Manager Software?

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Roscoe
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Data Manager Software?

Post by Roscoe » Wed Jul 13, 2005 7:00 pm

Does anyone know of any "Data Manager"-type software? What I want is an application that integrates futures data from a wide range of EoD vendors into a single, consistent format (which may include mapping symbol names to a uniform standard and adjusting decimal places, etc, etc.), preferably combined with flexible continuous contract building and an automatic daily data downloader/updater.

There must be something out there but I have yet to find it – any suggestions will be warmly welcomed. TIA!

-w.
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Post by -w. » Tue Sep 12, 2006 10:28 am

I'm not sure if that's what you're looking for: http://www.mechtrading.com/index.htm

If it is I'd appreciate your feedback. I'm considering to purchase it for transferring eSignal-data for use with TBB.

ecritt
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Post by ecritt » Tue Sep 12, 2006 11:32 am

Dana at Dmaxx might have a solution; probably custom work though.

http://www.dmaxx.com/



MarketQA from Quantitative Analytics would probably solve it.

http://www.qaisoftware.com/marketqa_A.html

Roscoe
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Post by Roscoe » Tue Sep 12, 2006 6:34 pm

Thanks wojo, I will dig into this and report back.

Thanks ecritt, I would love to use their DataManager package but Dmaxx will not split it out of the suite and I understand that the cost is very high and the package is 'lease only'. MarketQA looks interesting though.

Essentially I am looking for software that I can own. At the moment I have a custom package that does symbol mapping and decimal point shifting but I still lack a flexible rollover module.

jankiraly
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Post by jankiraly » Tue Sep 12, 2006 7:06 pm

Way back in the misty past, when the preferred TA software vendor was Omega Research and their preferred data vendor was Dial/Data (get it? You tell your modem to Dial in order to download price Data), I wrote a rollover package. For some stupid reason I've still got it on my disk, with source code update comments dated 24 Sept 1997. The good news is, the entire program is only 320 lines of code, of which half is housekeeping & I/O & other non-mission-critical slop. Thus if you decide to write your own rollover software, it isn't going to be a huge task. Knock it out in an afternoon, debug it after dinner, done.

I'm not offering my code and besides, you wouldn't want it; Written in 1996, it expected its input data in a now-obsolete format from a now-defunct vendor, and saved its results to a now-obsolete filesystem.

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