All GomRecorder Indicators

[petrpe]

Hello,

In case somebody is also trying to convert data from IQFeed QCollector to Gom’s data format.

My friend made for me a small java utility that converts data into the same format like you get from Esignal version of QCollector.

I have included the file into attachement. Just unzip it and call it via java:
Java Convertor start.csv end.csv

The final file will have following format:
Date Time;Last;LastSize;Bid;Ask

Here is how some sample dat look like after conversion:
01/12/2010 08:54:44;1135.00;2;1134.75;1135.00
01/12/2010 08:54:44;1135.00;2;1134.75;1135.00
01/12/2010 08:54:44;1135.00;2;1134.75;1135.00
01/12/2010 08:54:44;1135.00;2;1134.75;1135.00
01/12/2010 08:54:44;1135.00;2;1134.75;1135.00
01/12/2010 08:54:44;1135.00;2;1134.75;1135.00
01/12/2010 08:54:44;1135.00;2;1134.75;1135.00
01/12/2010 08:54:44;1135.00;2;1134.75;1135.00
01/12/2010 08:54:44;1135.00;2;1135.00;1135.25
01/12/2010 08:54:44;1135.00;3;1135.00;1135.25
01/12/2010 08:54:44;1135.00;3;1135.00;1135.25
01/12/2010 08:54:44;1135.00;1;1135.00;1135.25
01/12/2010 08:54:44;1135.00;1;1135.00;1135.25
01/12/2010 08:54:44;1135.00;5;1135.00;1135.25

GomFileConverter works fine with theese data, but there must still be some „misunderstanding“ in the data. As you can see from the included screenshot, the final readings are just positive, no negative delta at all. Any hint where could be the problem? After I solve this I post here the solution so other can go this road directly.

Petr

[gomifromparis]

Problem is that with the esignal version, ticks, bid ans ask are split on different lines :
see example
30/11/2009 22:30:26;1093;3;; //tick
30/11/2009 22:30:26;;;0;1093 //ask
30/11/2009 22:30:27;;;1092,75;0 //bid

In your file all values are together so the bid/ask values are never updated.
Is it possible to configure QCollector to export bid/ask values on different lines, like the eSignal version ?

[thrunner]

Appreciate all your good work.

Does anyone know how to interpret this data from 12:03 Eastern (1/13/10) in the ES emini? There was a huge spike in volume, about 150,000 contracts in 1 minute, but no change in price of 1137.50. Subsequent data correction from CME (using tradestation feed, showed 15216 contract for 12:05 5 min bar) showed that this volume was corrected out of existence. If you are following with uncorrected feed, the spike is still there. The following chart was collecting using Zenfire feed.

[petrpe]

Thank you Gomi for your feedback.
No the IQFeed version of QCollector cannot separate the data into different lines. Interesting, one software so many deviations
It would however be possible to go via Investor R/T export which is also not spliting the lines. That is just a tip for others if someone will investigate the same problem. I finaly ended with direct Investor R/T export for now which works great.
Thank you,
Petr

[Ricam]

ES volume spike on January 13 was real

See below:

Appreciate all your good work.

Does anyone know how to interpret this data from 12:03 Eastern (1/13/10) in the ES emini? There was a huge spike in volume, about 150,000 contracts in 1 minute, but no change in price of 1137.50. Subsequent data correction from CME (using tradestation feed, showed 15216 contract for 12:05 5 min bar) showed that this volume was corrected out of existence. If you are following with uncorrected feed, the spike is still there. The following chart was collecting using Zenfire feed.

Karl Denninger did an article about this. These trades DID occur.
http://market-ticker.denninger.net/a...-Was-This.html

[thrunner]

See below:
Karl Denninger did an article about this. These trades DID occur.

Yes, thanks for the url. There are many explanations bandied about, but none very convincing. Tradestation data correction did initially correct the volume downwards to 15216 for the 5min data. CME did not correct the data and subsequently confirmed the high volume about 12 hours later when they published the time and sales:

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_quotes_timeSales_globex_futures.html

The 5 min bar volume stands as 241317 currently reported by TS (use Ctrl-R) to reload new data.

[nolantx]

GomFileConverter IRT files

I cannot get the conversion of an Investor RT file to work.

Is the 'IRT' option of the Input File Format for straight InvestorRT (ESH0_ticks for example) files or some other format using QCollector ?

Any assistance appreciated.

[floyd084]

Gom Volume Profile

I was wondering if anyone knew how to make the Gom volume profile save data on a daily basis for NT7. Currently it either builds a profile cumulatively, or it resets every session break but doesn't save the last sessions data on the chart. Does anyone know how to change this?

[gomifromparis]

No, it is designed for IRT and it should work...

I cannot get the conversion of an Investor RT file to work.

Is the 'IRT' option of the Input File Format for straight InvestorRT (ESH0_ticks for example) files or some other format using QCollector ?

Any assistance appreciated.

[nolantx]

GomFileConverter IRT files

I'm using the input files located in InvestorRT\Admin\@ESH0_ticks.txt

Is this the correct location and format ?

I constantly get an 'Index was outside the bounds of the array' error.

Heres the first few lines of the file to outline the format:

-
- Source: DTN IQFEED Account 215495. Investor/RT 10.1.1 @ESH0 Tick Data Downloaded 01/11/10 08:47
-
@ESH0 01/10/10 17:19:12 1143.250000 10 1143.250000 1143.500000
@ESH0 01/10/10 17:19:12 1143.250000 3 1143.250000 1143.500000
@ESH0 01/10/10 17:19:12 1143.250000 3 1143.250000 1143.500000

[gomifromparis]

I just checked, it should be
instrname tab date time tab price tab volume tab bid tab ask

[mpe66]

If I get Investor RT, would I also need to get Qcollector? Or is Investor RT all I need to export data and backfill my charts with delta etc?

Mpe

[gomifromparis]

no you don't need Qcollector, IRT export is enough

[dj22522]

GomCDNonCumulative

Using:
GomCD in NonCumulative Mode
As in attached snapshot is it possible to correct the zero line "overshoot"?
Or have I set up the indicator incorrectly?

P.S Gomi, thx for everything you've contributed and your help.

Kind Regards

[gomifromparis]

Hi,

no you can't because the bars are HiLo bars so sometimes they get around the open (0 level)

You can also use the GomDeltaVolume in Delta mode but the bars won't be up/down.