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RE: TS2k observations



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This was a problem I reported to Omega back around SP2.  I'm not surprised
that Omega hasn't fixed it yet since they've got so many other show stoppers
to deal with.  I haven't checked though.  But if your problem is the same as
mine was, and it sounds like it is, then the problem boils down to a design
flaw in the GlobalServer.  That's the bad news the good news is once you
know what the problem is there's a work around.

GlobalServer deletes any data past the current date minus how many days of
daily and intraday data you've specified for that symbol.  The amount of
space allocated for daily data per symbol is i think 5000.  The default
amount of space allocated for intraday is 15 days.  This could be why you're
daily data is intact but not your intraday.  So if you put more than 15 days
of intraday data in a new symbol (with the default symbol setting of 15
days), when GS does it's maintenance hack each night, it will delete all of
the intraday past 15 days from the current.  You should have all but 15 days
of intraday data remaining.  This is true when you import data from say TS4.
If you have more than 15 days of tick data in your TS4 data file being
imported, GS will stick it all in the TS5 symbol and you can work with it.
But then it will hack off all but 15 days (or however many days of intraday
data you've specified to store) of it when it does maintenance at night.
The fix of course is to increase the intraday data setting to accommodate
all the data you've cut and pasted.  To do this:

1. From the GS click the row of the Symbol you want to edit.  The row should
be highllighted
2. Right mouse click and select Edit > Select Symbol...
3. From the Edit Symbol dialog, click History to save tab
4. Increase the 1 Tick trade record field to however many days of ID data
you've imported.

In my case, I was importing from TS4 export file.  When importing data using
this approach, I would expect GS to ** automatically ** adjust the intraday
setting to accommodate all the intraday data that's being imported.  It's
not like I'm unaware of how much data I'm importing.  I'm intentionally
importing data into TS-5 so I must want the data in TS-5.  Or at least give
the user the option to have GS automatically set this value.  GS behavior is
inconsistent -- first it sticks it all in there, then it deletes it.  Give
me a break.

Rgds,
Brian.



> -----Original Message-----
> From: Larry Wright [mailto:lwright@xxxxxxxxxx]
> Sent: Saturday, January 01, 2000 12:00 PM
> To: Omega List
> Subject: TS2k observations
>
>
> With TS2k/SP3 running OFFLINE under NT4/SP4:
>
> (1) Several contracts seem to have lost data - not all data, but some past
> data.  For example, I put about a year of past 'cont contract' data in SP
> H0 with the laborious (and hazardous) cut-and-paste techniques. I now have
> only 3 months of tick data. This data loss is true of several other
> contracts I have checked. The DAILY CC data I put in *is* still there.
> Only the tick data has been deleted. Seems a bit strange to me...
>
> (2) My SP U9 data seems to be in SP200909, not in SP199909. I do have an
> SP199909 file, but it does not have the correct data in it. Also seems a
> bit strange. I seem to have other dup files as well...
>
> Anyone else lose or 'misplace' data?
>
> Larry
>
>
>