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Synopsis

Set of tools to convert, merge, filter and export tick data files.

Problem 1:

I have a tonne of end of day MetaStock data. I have this tool XYZ but it expects data in OMZ format, one stock at a time. I have found this converter ABC: http://www.example.com/ABC.html but they discontinued the software and they don't respond to my emails. Does anyone have any other converters or a copy of ABC?

Problem 2:

HELP PLEASE!! I've just spent almost two days trying to import intraday Metastock data into XYZ and I've given up. Importing Metastock EOD data is however very easy; but I don't know what the problem is when I try to import 1-min or 5-mn intraday Metastock data into XYZ.

Problem 3:

I am currently using a local real time provider that streams live data to my Metastock Pro v8 Real Time Program but sometimes I lose my internet connection and end up with gaps in my intraday charts. However I am able to get access to info showing course of trades for individual stocks on a website. I cut and paste this information into excel and save it as an ASCII text file. Quite a laborious task! I then use XYZ to convert the ASCII file into Metastock format but I get errors that say: Warning #2052: No data from source file converted and Error #2056: Invalid source file format. I was wondering what the problem is.

If you don't know what we're on about you'll be fine, you have no real use for uterus and need not read on. The uterus experiment attempts to provide a concept to solve aforementioned problems.

It's the vision of a bunch of guys with a strong emphasis on data integrity and maintainability. We constantly moan about the lack of standards, poor documentation of market-typical solutions and longevity of established formats, well, if there is such a thing as an established format.

While there are several good solutions out there to store massive amounts of intraday tick data, there is not a single good way to actually get the data there. Every data provider comes up with their own more or less suitable ad-hoc idea of a file exchange format.

Many solutions just work as advertised, no doubt about that, but, and that's a big but, on a one-off basis! Certainly it's fine to expect that a local Australian dealer that provides ASX data will stamp their ticks in AEST and AUD. Fine, as long as you remember New South Wales' daylight saving time rules. And fine, as long as you remember that some electricity futures are quoted in NZD. Mixing such data with Northern-American data requires you to put up with the oddities of different time zones and currencies, at best your program allows you to bring them into shape, i.e. convert them to a common time zone or currency. That's not an automatic process however and data from a different data vendor needs different treatment.

DISCLAIMER:

Being deliberately vague, uterus promises nothing and keeps probably even less. It is irregularly maintained and by no means complete.

The ute file format - provides a container for chronologically sorted quote and tick data - allows to store meta data within the file (contract specs, etc.) - is optimised for cli tools to automate common tasks

The ute tool set solves frequent tasks on the command line - mux' takes several other formats and converts them to ute -print' can generate output suitable for sql import, diff, grep, etc. - shnot' generates snapshots of the market at specific times -chandle' generates a market summary, candles of equal length - diff' shows differences between two or more ute files -grep' finds all ticks in an interval or all ticks of an instrument

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