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In a message dated 98-12-22 13:34:26 EST, you write:
<< Has anyone else observed the phenomena of prices for CPQ in the
$21-$23 range since early December? I seem to be getting (from BMI)
3-6 ticks per day in that range, most in the $22 range, with the
volume on every such trade 100 shares. I have seen 3 today so far.
I do not see similar behavior on any other stock.
Rod >>
Please note that in addition to intraday data being affected by
bad ticks in the above range, daily data are also affected:
During the market hours, the daily bar for CPQ covers the full range --
from a genuine intraday high to a low reflecting bad ticks. However,
the final daily price --after the daily data from BMI have been collected --
shows a range of only 22.5 -- 22.
I was wondering whether BMI had been sending wrong data for CPQ
after the close, so I checked with them. That was about a week ago.
They said they send out correct daily data and that the problem is
caused by a bug in TS. They told me that they spoke with Omega
about it and that Omega is working on it.
I also checked with Omega's techsupport. I am not sure the person I
spoke to understood fully what the problem was. Having referred to a
bad tick problem, she claimed that their programmers were working on
a patch.
Daily data for CPU show a similar problem.
Can we hear from Omega what's going on?
Igor Uhrik
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