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Re: Corrupt data



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You are seeing two different problems:

Frequent isolated ticks that jump up or down by 5 points, 20 points, or
occasionally even more - these are erroneous ticks from BMI.

And the problem in which the value jumps, up or down, by several hundred
points, stays at that erroneous level for a while, and then returns to a
proper value.  This is an Omega problem of long standing.  As you observed,
the values are received correctly but stored incorrectly.

Incidentally, if you delete or correct a tick in the data base, this may
introduce such an anomaly (this happens if the deleted or corrected tick
happens to be the infamous first tick of a stored "block" of ticks.)

Carroll Slemaker


----- 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
>