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Hi all, three questions:
1. On Monday my TS data shows roughly 1/10 normal volume in DSP8H.
Friday's and Tuesday's volume was normal, and I never rebooted or
restarted the server (or even TS) during that time. I've been gone
most of this week (and I'm away from my TS now) and I didn't think
to investigate other contracts or issues. Any guesses if something
was screwy with BMI?
2. I can't figure out how to get TS to acknowledge holidays.
I have my TS set up with the American holiday list, and the list
contains the holidays I expect it to have, and the exchange
uses the American list. But every holiday, I have a gap in my data.
Any suggestions how I might fix this?
3. Similarly, I can't seem to get TS to do what I would consider to
be "the right thing" with delayed data. I would assume that if
you tell TS the exchange is delayed by N minutes, that it should
take this into account somehow -- preferably by back-adjusting
the time. I.e. when the first delayed S&P tick comes in at
9:40, it should show a *time* of 9:30 -- because that's when
the tick happened. Instead, the data starts at a time of 9:40.
I don't care when the tick *arrived*, I want the tick to show
when the trade actually occurred. Is this an unreasonable
expectation, or is my TS misconfigured somehow?
Thanks!
Gary
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