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On Wednesday, March 15, 2000 5:59 PM Gary Fritz wrote:
>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.
Undoubtedly what you are seeing is the TS4 Data Server in action. Tick data
is saved as deviations relative to the first tick recorded for the day using
16 bit signed numbers. This means that if the "PriceScale" in the Symbol
Universe" is "1/100" then the maximum intraday deviation relative to the
open that can be stored is plus/minus 327.68. Once this deviation is
exceeded the saved number "overflows" or "wraps around" to display a number
offset by the full 16 bits (655.36 for a "1/100" PriceScale). We have been
seeing this condition often lately and the only solution is to change the
"Symbol Universe - PriceScale" to "1/10". This would allow a maximum
intraday deviation of plus/minus 3276.8 which should be adequate. If you
are concerned about Quote display resolution, I would suggest that you add
an additional "INDU" to another unused "Exchange" such as CSE and set the
default "Exchange Universe - PriceScale" to "1/10, 1/100, 1/1000" or what
ever you want as the Quote values use 32 bit numbers and hence do not suffer
from "overflow". In order to avoid saving the extra data, set the "Symbol
Portfolio - Settings" to "Last Quote Only".
Bob Scott
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