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#476635 - 03/17/19 22:17 Blog Post: Continuous Futures Data in Zorro
AndrewAMD Online
User

Registered: 02/21/17
Posts: 631
Loc: 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

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#476660 - 03/20/19 15:59 Re: Blog Post: Continuous Futures Data in Zorro [Re: AndrewAMD]
chsmac85 Offline
Junior Member

Registered: 10/07/18
Posts: 50
Loc: AZ
Thanks for your contributions to the board Andrew!

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#476701 - 03/24/19 21:34 Re: Blog Post: Continuous Futures Data in Zorro [Re: chsmac85]
AndrewAMD Online
User

Registered: 02/21/17
Posts: 631
Loc: 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.

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#476702 - 03/25/19 00:02 Re: Blog Post: Continuous Futures Data in Zorro [Re: AndrewAMD]
OptimusPrime Online
Junior Member

Registered: 08/09/18
Posts: 70
Thank you Andrew
_________________________
Thanks so much,

OptimusPrime


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