PureBytes Links
Trading Reference Links
|
Thanks I'll order mine today.
____________________Reply Separator____________________
Subject: Re: Tick Counts and Serial Ports
Author: Ted Reback
Date: 3/27/99 1:58 PM
I'm using the 920 card with DTN and UMDS. I hadn't realized it before, but I
can now see that I was missing several thousand trades and quote changes a
day. Running DTN at 460K with the 920 card and UMDS has increased my trade
count significantly, and I assume the bid/ask quote changes even more
dramatically.
Ted
----- Original Message -----
From: Sentinel <rjbiii@xxxxxxxxx>
To: <chrisbak@xxxxxxxxx>; Omega List <omega-list@xxxxxxxxxx>
Sent: Saturday, March 27, 1999 11:23 AM
Subject: Tick Counts and Serial Ports
> 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.
>
>
>
|