Custom Intraday Scale Dataset
Author: marron
Creation Date: 3/17/2009 5:33 PM
profile picture

marron

#1
Is there anyway to create a non-standard timeframe dataset (45 minutes dataset, 90 minutes dataset, ... ) in WL5.1? and if it does, please show how?! Thanks.
profile picture

Cone

#2
For which Provider?
profile picture

marron

#3
Thank for reply, Cone. I currently use Fidelity as data provider. If it's not possible with Fidelity, which data provider makes it possible or the best/simple way to make it?

profile picture

Cone

#4
I'm trying to understand why you want these DataSets first. Why don't you just create a DataSet using the "highest common denominator" timeframe (15 min for a 45 min DataSet; 30 minutes for a 90 min DataSet, etc.) and then just select the scale that you want in the Scale control?
profile picture

marron

#5
I want to create the uncommon denominator timeframe dataset, 72 minutes.

I understand what you suggest& tested it before I post the question, take forever (1000 symbols/300 bars)... so ... .
profile picture

Cone

#6
For 72 minutes, you should have created and updated a 1 or 3 minute DataSet first. If it seems like it takes forever, I suspect you didn't do that because the scaling 5 years (all) intraday to 72 minutes from an updated DataSet takes far less than ½ second per symbol - and that's not even my fast machine!

If you insist on creating and maintaining a DataSet for non-native scales (more work intensive for almost no benefit), then you can create ASCII DataSets for that. Be sure to upgrade to 5.3 for the latest ASCII Provider with it's binary caching mechanism. See the User Guide for details.
profile picture

marron

#7
You're correct, it runs faster on updated 3-minutes dataset. Lifelong learning .. , good to have people like you around ... . Thank again Cone.