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Hello,
I am constantly getting bad ticks in realtime from eSignal on ETFs
that I watch such as SPY and IWM. eSignal corrects them right away,
usually within one bar. However, AB keeps the momentary bad H or L
value forever on that bar. I fix these right now by doing a lot of
forced backfills. However, I have to realize that it must be a bad
tick, and the backfills take a very long time. I really only need a
back fill of a few bars --and I would like to be able to do it
automatically.
How do other people handle this problem?
Thanks,
Dennis
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