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According to list member Bob Scott, this is caused by the price
movement exceeding the 15-bit (plus/minus) limit from the reference
tick. If the price scale is 1/1000, a movement greater than 32.768
will cause the problem. (This causes problems with the Net stocks.)
If 1/100, greater than 327.68. On a fine day like today (Dow +420),
you need 1/10 price scale.
At his suggestion (six months ago) I changed my price
scale to 1/100 for stocks instead of 1/1000. No more problems.
And I changed the INDU to 1/10. Do the changes off-line or weird
things may happen.
don
> Subject: Re: Corrupt data
> Date: Wed, 15 Mar 2000 18:15:33 -0800
> From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
>
>Yes, I am seeing the same thing. I am also seeing the open stuck at the
>open for February 28th on the daily data but not the intraday data, 9854.66.
>Each day I have to manually change it.
>
>BR>
>
----- Original Message -----
From: "Gary Fritz" <fritz@xxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, March 15, 2000 5:59 PM
Subject: Corrupt data
> Has anyone else (on BMI, TS4 build27) been seeing corrupt data lately?
>
> I've been seeing a lot of glitches in INDU -- places where the price
> suddenly drops (or jumps? not sure if it's done that) by a few
> hundred points, stays offset for a while, then pops back up to the
> right price.
>
> Today I didn't see any problems in INDU. I have a 1min chart that
> plotted all day with no problems, and it still looks fine. But if I
> create a *new* 1min INDU, it's messed up. At 3:11ET it drops from
> 10135 to 9481, bounces between those levels until 3:15, then stays
> down in the 9400-9500 range until 3:49. During that time the price
> waveform looks right, except it's 600+pts low. At 3:49 it popped
> back up & down a few times, then resumed at the 10136 level, and
> continued properly for the final 10 minutes of the session.
>
> Since it plotted correctly in realtime, apparently I received the
> data correctly. But somehow it got stored wrong. So I'm guessing
> this is NOT a BMI problem (bad ticks etc), but some kind of problem
> on my end. Any idea what causes this, and how to fix/avoid it?
>
> Thanks,
> Gary
>
>
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