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Cache Manager - Show Dates Available
It would be great if Cache Manager could show quickly and easily the dates available for each symbol, along with any exceptions based on a selected holiday list and time frame.
As an example (of the information, not necessarily the presentation format): ES #F - daily - 1000 dates available 01/02/2005 to 12/31/2009, 2 exceptions exception #1: 7/5/2008 missing exception #2: 8/1/2009 missing This would make it much more clear without having to go in and look at file details for each symbol what you have and what you don't have, and also make it more clear what possible gaps need to be addressed. When it comes to minute or tick data, there could be adjustable number of minutes e.g. 30 minutes, and if there are no trades for more than 30 minutes in a row and it's not a holiday, the assumption could then be that the day is incomplete. This would allow the user to specify their own threshold to re-check the data, avoiding nuisance re-checks, but help distinguish partial days from complete days. This could perhaps be stored even at the Symbol Info Manager level, so that auto-download would know to re-verify previous days in the cache if it sees that they're incomplete according to the symbol's own standard.
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Bruce DeVault bdevault@quantevo.com www.quantevo.com Last edited by Bruce DeVault : 01-02-2010 at 02:31 PM. |
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