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>From what I saw in the ctree structure it is not quite correct to say
that the "reference price" is the first tick of the day. The first
tick of the day is ONE of the reference prices. Omega stores the tick
data in fixed length records. Each record starts with the symbolname,
date, time, reference price. Whenever a new record starts a new
reference price is created. When records are full a new record is
appended and always one is appended at the start of the day since the
date changed.
Due to this mechanism it is impossible to restore the original data
when a reference price is wrong.
What they should have done in my opinion is to make some check. So
whenever a price is out of the range that can be represented by this
difference storage mechanism then a new record should start. This way
all data (even wrong ticks) would be stored correctly.
There exists a tool called Data Junction which lets you look at the
ctree files. However you have to figure out the structure by
yourself.
Gerrit
> >The "reference price" is the first tick of the day, stored as a
> >thirty-two-bit unsigned number - LOTS of range there. All subsequent
> >ticks are stored as signed sixteen-bit offsets from that reference.
> >So, the most serious problem is an error in that reference price,
> >because it affects every tick of the day. For word-length
> >limitations to affect things, the difference from that initial tick
> >would have to be plus or minus 32768 or greater.
>
> I agree completely with what you indicate but I would like to clarify that
> the 'plus or minus 32768 or greater' must take into account the price scale
> used in the Symbol Universe. For instance, I had to change the scaling on
> the INDU from 1/100 (plus or minus 327.68) to 1/10 (plus or minus 3276.8)
> after the first 400 point daily Dow change dashed past the allowed limit and
> blew the day of tick data. Likewise, most stocks are scaled to 1/1000 (plus
> or minus 32.768) and I have been bitten a few times in the past by losing a
> whole day of tick data due to the opening price being incorrect by more than
> the scaling limit. I have never tried it but I suppose you could regain
> historical tick data by rescaling the symbol in the Symbol Universe and then
> pasting in tick data downloaded from the Omega Research ftp site.
>
> Bob Scott
> rlscott@xxxxxxxx
>
>
>
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