Can you read me this data format?

Discussion in 'Data Sets and Feeds' started by Nana Trader, Oct 29, 2005.

  1. this from CME site T&S intraday data.

    DA 0510F 0946100001437A 00000400051024DA22 05102400000R 20051000N DA
    DA 0510F 0951120001436A 00000500051024DA22 05102400000R 20051000N DA
    DA 0510F 0955010001435 O 00000600051024DA22 05102400000R 20051000N DA
    DA 0510F 1229570001437 00001300051024DA22 05102400000R 20051000N DA
    DA 0510F 1309580001438B C 00001400051024DA22 05102400000R 20051000N DA
    DA 0510F 1310030001439B 00001500051024DA22 05102400000R 20051000N DA
    DA 0510F 1310160001439 00001600051024DA22 05102400000R 20051000N DA
    DA 0511F 0940310001369B 00000100051024DA22 05102400000R 20051100N DA
    DA 0511F 0940310001369 O 00000200051024DA22 05102400000R 20051100N DA
    DA 0511F 0941220001370B 00000800051024DA22 05102400000R 20051100N DA
    DA 0511F 0944180001370 00000900051024DA22 05102400000R 20051100N DA
    DA 0511F 0947500001372 00001300051024DA22 05102400000R 20051100N DA
    DA 0511F 1013460001370A 00001500051024DA22 05102400000R 20051100N DA
    DA 0511F 1013540001368 00001600051024DA22 05102400000R 20051100N DA
    DA 0511F 1028140001370B 00001800051024DA22 05102400000R 20051100N DA
    DA 0511F 1039030001369 00002100051024DA22 05102400000R 20051100N DA
    DA 0511F 1042320001370B 00002200051024DA22 05102400000R 20051100N DA
    DA 0511F 1042340001372 00002300051024DA22 05102400000R 20051100N DA
    DA 0511F 1052090001375 00002900051024DA22 05102400000R 20051100N DA
    DA 0511F 1053230001374A 00003200051024DA22 05102400000R 20051100N DA
    DA 0511F 1059010001374 00003300051024DA22 05102400000R 20051100N DA
    DA 0511F 1250280001373 00004000051024DA22 05102400000R 20051100N DA
    DA 0511F 1309520001374B C 00004100051024DA22 05102400000R 20051100N DA
    DA 0512F 1004200001352B 00000700051024DA22 05102400000R 20051200N DA
    DA 0512F 1004280001354 O 00000800051024DA22 05102400000R 20051200N DA
    DA 0512F 1010320001353A I00000850051024DA22 05102400000R 20051200N DA
    DA 0512F 1010320001352 00000900051024DA22 05102400000R 20051200N DA
    DA 0512F 1052250001355B 00001300051024DA22 05102400000R 20051200N DA


    More info here http://www.cme.com/trading/dta/hist/ftp_gtimeandsales3098.html
     
  2. may be the quotes i pasted here looks too jammed

    You can download them from the link and can tell me
    how to read them?

    Thank you
     
  3. I don’t know what the problem is. They define the format on the page you referenced. They clearly define what data format is. Each variable in contained in a fixed number of columns; all you have to do is parse the string into the fields that you want to use. Any language can be used to do this (e.g., Delphi, C++, Basic, even the data import utility in Excel).