[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: Prosuite 2000i problems



PureBytes Links

Trading Reference Links

To Folks who have no problems:

Im curious about whether the satisfied customers have actually checked the
accuracy of thier data.  Do you call your broker and your data vendor and
get them to read off price quotes, bid/ask changes and intraday volume
numbers at random times during the day on several active stocks like INTC,
DELL.  And do you then call at the end of the day and get total tick counts
which you check against GS/Edit Symbol/Edit Data/Load Data - Trade Record
1Tick.  Im not sure what you check for futures since I am a stock trader.
But unless your intraday prices match your data vendor and your broker with
no delay you are not getting real time data.  And unless your end of day
tick counts are accurate within 1% you are not getting accurate data and you
do in fact have problems.

And in Quote Monitor does UpVol + DnVol = TotVol intraday and end of day
after the closing loop had been completed.  Note that 4pm TotVol figures
change after the end of day loop is transmitted; with DTN mine change around
7pm NY time.  And do Quote Monitor intraday prices and volume numbers equal
the intraday price and volume values in Charting on the same symbol.  Check
UpVol, DnVol and TotVol.  And in GS/Edit Symbol/Edit Data/Load Data - Trade
Record 1 day, does UpVol + DnVol = Tot Vol.

None of the above is correct for my system.  GS, Quote Monitor and TS
Charting are making arithmetic errors.  UpVol+DnVol does not equal TotVol
which is a major problem to me since a computer is supposed to be able to
add correctly.  My brokers data compares accurately to the second to DTN on
prices and within 1% on intraday volume.  Hence my data vendor is not the
problem, Ts2k is.  I am missing about 3-10% of the volume on stocks.  This
varies symbol to symbol.  Hence Ts is loosing ticks.  All the ticks are
going into my computer because I checked it with DTN software before
installing Ts2k.

If you are trying to run systems that depend on accurate RT data but you are
missing 3% or more of the ticks being transmitted by the exchange you have a
potential problem.

As noted by Alan C and others on the list Omega plays dumb regarding this
issue but it is certainly there.

Bill



> -----Original Message-----
> From: tagteam@xxxxxxxxxxxxx [mailto:tagteam@xxxxxxxxxxxxx]
> Sent: Friday, July 09, 1999 1:12 PM
> To: omega-list@xxxxxxxxxx
> Subject: Re: Prosuite 2000i problems
>
>
> On Fri, 9 Jul 1999 15:28:41 -0400, you wrote:
>
> >Could someone post instructions for removal from list again?
> >
> >My delete button getting worn out lately:))
> >
> >I have been operating ts2k for the past couple of months with
> zero problems.
> >
> >This has become an Omega bash list not an Omega list.
> Alan Courchene wrote:
> >Win NT may be the OS of choice to run PS2000i
> >but I have run it on both NT sp3 and sp4 and win 98
> >with a BMI feed. Its a bit more stable on NT but I still had 1/3 of
> >the data ticks missing from PS2k using BMI
> >data(compared to TS4.0b21)............
>
> I'm certainly not missing 1/3 of the ticks and I'm using PS2k with BMI
> (SAT). Not that I have a thousands of symbols, open 50 pages,
> insert dozens
> of indicators and systems or anything but I'm just not experiencing a
> plethora of missing ticks or instability. Sorry, but I've been up and
> running fine (24x7 less weekly maintenance shutdowns) for months.
>
> I've have the thing running real-time on two NT machines and, with a split
> feed for testing purposes, the tick count on each is identical. Further, I
> have PS2k installed on a third machine running W2000 beta3. Haven't tried
> collecting RT data with the W2k machine yet but the s/w seems to run fine
> offline.....so far.
>
> Best regards,
> Jim
>