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It is even worse than that.
In TS4, compare real-time data bars in a window kept open continuosly
with bars in a window newely created.
You'll find that for data prior to the time you create the new window, a
number
of bars will have different OHLC than those in the first window.
This probably means that in the process of saving data to disk, some ticks
are lost.
As a result, e.g. after rebooting, most of my past system signals are
different than those
prior to rebooting. Fixed time unit bars are obviously less sensitive to
this problem
than tick bar charts.
-----Original Message-----
From: The Omega Man <editorial@xxxxxxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Friday, July 09, 1999 4:24 PM
Subject: PS2Ki WORKS
>
>I've said it before and I'll say it again: You guys are living in a dream
>world if you think that *any* real-time feed is even *close* to what you'll
>get if you download or purchase historical data.
>
>I challenge those who think that real-time and historical tick data are
>similar to run some experiments and investigate the situation. Don't
>believe me! Check it for yourself. Save your tick data and then go get
>some "refresh" or historical data somewhere. Check the tick counts, check
>the opening price, see what you find.
>
>You think your broker's data is more accurate than yours? Fine. Check
your
>real time feed (any feed) against the quotes your broker shows. Are they
>the same? Are they ever going to be the same? If not, what does this mean
>about your system that calculates entry points to the tick?
>
>Look: the question here is one of *fact*, not opinion. Experiment for
>yourself and see what you discover. Then, think about your technical
>analysis in light of what you learn about the quality of your data.
>
>
>Good trading,
>
>The Omega Man
>
>
>
>
>----- Original Message -----
>From: William R Wood <wr_wood@xxxxxxxxxxxxx>
>To: <omega-list@xxxxxxxxxx>
>Sent: Friday, July 09, 1999 5:04 PM
>Subject: RE: Prosuite 2000i problems
>
>
>> 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
>
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