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James,
Sorry but in this case you happen to be wrong. Windows on Wall Street uses the
Universal Market Data Server and consequently does have every single transaction
and bid/ask change. I'm using it with DTN satellite connected at a speed of
460kbps and I'll go head to head with the exchange T&S. In fact, I've done it
for several symbols, including options and nothing is missing.
Ted
James Fulton wrote:
> Ted Wrote:
>
> Why should having more than 10K symbols leave you with many missing ticks,
> unless the server is inefficient. I can collect every tick on over 200,000
> symbols (including options on equities, indexes and futures) using the
> Universal
> Market Data Server--even though this can be in excess of 3,000,000 trades
> plus
> several million bid/ask changes on a busy day. Is there a limit to the
> number
> of trades/bid-ask changes TS5 can handle if the entire symbol universe is
> collected?
> ****************************************************************************
> *********
>
> You've answered your own question " unless the server is inefficient
> " , with collection of all bids and asks for the activity bar option, you
> WILL drop ticks on a very large database. Plus if you are running multiple
> systems with many open workspaces you WILL drop ticks............you may
> have a better solutions but Omega,WindowOn Wallstreet and others don't. A
> time and sales comparison with the exchanges will offer many surprises.
>
>
> -=-jimmy-=-
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