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Response from BMI:
The issue with incorrect quotes on the stock symbol CPQ (Compaq Computer) is
being caused by a problem in the Omega Reaseach software. They are aware of
this issue. The problem is that TradeStation does not have an Exchange
Filter so the software cannot tell the difference between CPQ
(Compaq Computers) and CPQ (Some Fish Company in Toronto). This also
happens on other stocks that have the same symbol and trade on different
exchanges. Please contact Omega Research regarign a fix for this issue.
Thank you,
Jeff Wald - BMI Technical Support
___________________________________
At 02:55 PM 12/22/98 EST, you wrote:
>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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