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using (var tf = TeaFile<Tick>.OpenWrite(filename)) creates and opens the file. the using directive and the brackets mean that at the cloing bracket the file is closed. so if you want to capture data from a provider you open the file oncy for the lifetime of the application and then all tf.Write for every tick. Before the app closes you close the file ...


You can use Thomson Reuters Tick History to get intraday data at 1 minute interval. However, you need to pay for that. Many university provide access to this database.


Bonds are generally quoted in terms of Clean Price in the US market even though you would settle the transaction in terms of Dirty Price or the all-in price. This is because Clean Price does not include accrued interest on a daily basis which makes it relatively stable and static requiring infrequent updates or monitoring. The price change can then be neatly ...


The quoting convention for almost all bonds is clean (without accrued) rather than dirty (with accrued, all-in). Generally, bonds are quoted dirty in two cases: 1 A distressed bond that's expected to default (after default it trades on recovery) 2 In some foreign markets, it's just a market convention that all bonds are quoted dirty. (For example Brazil ...

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