Creating continuous files of tick data from multiple futures contracts

Discussion in 'Data Sets and Feeds' started by Jock, Jul 13, 2007.

  1. Jock


    I am wondering if anyone is aware of software that can create continuous back-adjusted data from tick or 1-minute interval, futures data.

    I am aware of organizations like CSI and TickData that have software that can create continuous data using their own proprietary format data. However I need a program that will work with third party data, most likely in ASCII format.
  2. Jock


    Anyone have any thoughts on this?
  3. eSignal has continuous contract charts.
  4. morph


    MetaStock comes with a tool called The DownLoader that can convert data from formats such as Excel and ASCII then you can merge these converted files into a single file. MetaStock's file format is limited to 65500 records though, so I am not sure this would be too effective for you, with tick data.