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In counting ticks I have noticed that DTN sends ticks that are equal to the last
tick for an hour or more after the market, closes and not a consistent time. If
you look at the Sessions Tab for a symbol you will see the session time and
Dribble, as well as Settlement. I seem to collect ticks for 2hrs. 30 min after
most sessions. So to do a tick count comparison wouldn't we also have to compare
the time of the first tick and last. Or the number of ticks between certain
hours of the day. The only ticks that show on a chart are the ones received
during the session time.
There also seems to be an issue of Hardware using DTN and the UMDS or Global
Server. The techies at DTN tell me that the amount of overflows on the box is
due to the shear volume of data they have available and that we will miss ticks,
using a standard 16650 URT
serial port at maximum baud rate of 115,200. They now recommend that we use a
High Speed
Serial Port card. DTN is recommending the 920 Card from
http://www.pacificcommware.com/texport.html Its about 79.00, dose anyone have
experience with it?
____________________Reply Separator____________________
Subject: Re: Update TS2000i Bill Cruz
Author: Chris Baker
Date: 3/27/99 11:18 AM
-----Original Message-----
From: gl <garywl@xxxxxxxx>
To: omega list <omega-list@xxxxxxxxxx>
Date: Saturday, March 27, 1999 1:24 AM
Subject: Re: Update TS2000i Bill Cruz
>if you look at historybank.com i downloaded 3257 spm9 ticks
>
I'm in EST, which Omega is in, and I got 3701 ticks with Global Server (The
Global Server counts ticks received since midnight). I've never used
HistoryBank.com - what time does Omega update the History Bank?
However 3701 ticks is only for EST - since midnight occurs later in time zones
west of EST, it seems the Global Server should collect fewer ticks for SP since
there are fewer trading hours until the close. However the number of ticks in
the Day symbol DSP should be the same for all users using the same feed.
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