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ok, one more time
-receive tick from receiver, don't know if it's good or bad at this
point
-tick plots on ts4 tick chart in real time correctly and at the proper
value, no bad tick evident yet
-check tick history and find blocks of bad ticks
-force a redraw of ts tick chart and now a block(s) of bad ticks appear
is this what you're finding? this is what i found and reported as
such to melody with gif snapshots for proof.
my question to melody was: were the ticks originally good and then
corrupted by the server -or- was initial block tick bad and the server
corrupted the rest of the 60 tick block?
TJ
---Ron Augustine wrote:
I think you may have a slight misunderstanding of what is actually
happening. From my research, I've found the following:
>
> The problem originates with a bad tick that is received from the
real-time
> data feed. This probably comes from the clerk incorrectly inputting
the
> data on the floor of the Exchange, but could also creep in somewhere
along
> the vast network of components that are involved in transmitting the
data to
> your computer.
>
> When the bad tick is received, it is stored in the Ram memory of your
> computer and this data is used to generate your charts. The initial
tick is
> charted at the value received and subsequent ticks are charted at
their
> correct value. You can correct the original bad tick on your
real-time
> charts in the normal manner-- thus, your chart would be displaying
correct data.
>
> The incoming data is also stored in your database at the same time
that it
> is charted. If the bad tick was the first of the day --or the first
in one
> of the 60-tick blocks-- it will be stored incorrectly, as will the
following
> ticks in that block. This is due to a compression scheme that is
employed
> to save disk space.
> Only when you close your chart and re-generate it --or generate a
new chart
> from the database data-- will the series of bad ticks appear on your
charts.
> The difference is determined by whether the chart was generated
directly
> from real-time data or from database data.
>
> The only way around the problem would be to have the server trap the
> incoming bad tick and compare it to a user defined set of criteria to
> determine if it should be discarded (For example: toss out anything
that is
> 1 percent different than the average of the past 5 ticks). This is
not
> possible in TS4, but I believe it will be possible in TS5.
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