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Blog Post: Continuous Futures Data in Zorro #476635
03/17/19 21:17
03/17/19 21:17
Joined: Feb 2017
Posts: 1,018
Chicago
AndrewAMD Online OP
Serious User
AndrewAMD  Online OP
Serious User

Joined: Feb 2017
Posts: 1,018
Chicago
Hi guys,

I have another educational contribution on my blog.

This is part 1 of a mini-series on acquiring continuous contracts historical data for Zorro. This part focuses on the data acquisition:
https://www.vitaltrades.com/2019/03/17/continuous-futures-data-in-zorro-1-data-acquisition/

In a follow-up post, I will show how to parse the data into Zorro's T6 format.

Enjoy! Let me know if there are any questions. laugh

Andrew

Re: Blog Post: Continuous Futures Data in Zorro [Re: AndrewAMD] #476660
03/20/19 14:59
03/20/19 14:59
Joined: Oct 2018
Posts: 70
AZ
C
chsmac85 Offline
Junior Member
chsmac85  Offline
Junior Member
C

Joined: Oct 2018
Posts: 70
AZ
Thanks for your contributions to the board Andrew!

Re: Blog Post: Continuous Futures Data in Zorro [Re: chsmac85] #476701
03/24/19 20:34
03/24/19 20:34
Joined: Feb 2017
Posts: 1,018
Chicago
AndrewAMD Online OP
Serious User
AndrewAMD  Online OP
Serious User

Joined: Feb 2017
Posts: 1,018
Chicago
Part 2 is out and can be found here:

https://www.vitaltrades.com/2019/03/24/continuous-futures-data-in-zorro-2-parsing-csv-to-t6/

Bonus round: I had to convert a large batch of Stock/ETF CSV's into t6, so I shared some of my batching code.

Re: Blog Post: Continuous Futures Data in Zorro [Re: AndrewAMD] #476702
03/24/19 23:02
03/24/19 23:02
Joined: Aug 2018
Posts: 87
O
OptimusPrime Offline
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OptimusPrime  Offline
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Joined: Aug 2018
Posts: 87
Thank you Andrew


Thanks so much,

OptimusPrime


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