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

Re: Corrupt data



PureBytes Links

Trading Reference Links

Since changing the price scale to 1/10, I'm getting a message that keeps
scrolling in the System Status window of the Server. "Possible loss of
precision for INDU/MIC: price scale should be 1/100 (not 1/10)." How do I
shut it up?

>>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
>>
>>