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David,
This problem is propably again related to the way how the server
stores the data. It doesn't store the data "as is" it stores only
differences from tick-to-tick. In between they store the real quote
occasionally. If any difference between two ticks is too big then the
algorithm stores a wrong price. All internet hype stocks and other
stocks that move in big jumps are effected by this problem. The only
solution to this problem is to make a new category of symbols in the
symbols universe (e.g. hype-stocks) where the minimum tick is higher
than in reality. You loose resolution with this method but it
eliminates the problem. (The recommended setting for Yahoo, ebay, AOL
etc. is 100 dollars minimum tick :-)
Gerrit Jacobsen
> David Powell wrote:
> >I get NASDAQ stocks real-time and would have to spend at
> >least an hour per day, per stock deleting bad ticks.
>
Gerrit Jacobsen
http://www.tickscape.com
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