Sources of Data

Data are available from Performance Trading Technologies (PTT, Inc.) for various markets of interest in the format used by The Profile Analyzer™ 1.0 . PTT, Inc. supplies rolling updates of commodity database (.cdb) files on a subscription basis. You may optionally add new data to one of these databases on a day-to-day basis using the TPA Database Editor .

The TPA Database Editor is also the tool you use to add free-form text notes to the database note field (which may then be searched using the Note contains question) and numerical and formula-based information to the TPA Spreadsheet (which may then be searched using either the Spreadsheet quantities or the Spreadsheet relationships questions).

The data that must be added each day by the user to keep the database current are: the open, high, low, close and tick volume for each period of the day, the day's open interest and volume (for all contracts taken together) and the opening range (taken in TPA to be the first minute's trading range).

Occasional inconsistencies in the data, which PTT, Inc. acquires from various exchange sources, are avoided by a data scrubbing step on our pre-processing.