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Re: Beware! Hideous BMI Feed problem...


  • To: omega-list@xxxxxxxxxx
  • Subject: Re: Beware! Hideous BMI Feed problem...
  • From: Ian MacAuslan <imacauslan@xxxxxxx>
  • Date: Thu, 23 Mar 2000 14:03:38 -0800
  • In-reply-to: <200003232001.NAA47889@xxxxxxxxxxxxxxx>

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Yup, that's what I'm saying.   Yes, my 5-minute charts were crap.  I
interpreted their large range  as "volatility"--and spent a good bit of
time tweaking my systems trying to accomodate it.

I have been using TS4.

I have no idea what "caused" it.  I can only say I was watching TS4's
System Tracking Control Center once day and noticed the prices moving
erratically--e.g.,
140^5 200
140^5 1000
139^8 500
140^4 1000

Not surprisingly, TradeStation kept whippsawing itself in and out of
positions.  I got really suspicious when I was watching AT Financial's
Time-and-Sales window for the same stock, which uses an entirely
different datafeed (Comstock)-- and saw no such "139^8" trade occur-- but
was able to see it on the AT/Comstock tape exactly 20 minutes earlier.

In my case, in August '99 I had added the CME exchange to my BMI account
(which requires BMI's commodities/futures package--which includes, as it
turns out, delayed stocks, as well).  But I believe I started noticing
the problems in December/January.

Ian


Gary Fritz wrote:

>
> > Here's why:  A tick comes in and is saved in Server.  20 minutes
> > later the SAME tick comes in again (over the delayed feed), and is
> > again saved in Server.  For some reason TS 4 Server (or the BMI
> > box?) doesn't deal with the time stamp appropriately.  My charts
> > (and systems) just think its a new tick and display/issue orders on
> > that basis.
> >
> > Yikes.
>
> Yikes indeed.  Are you saying you're receiving, storing, and
> displaying ALL ticks at realtime AND again 20mins later??  Your
> graphs must have looked like total garbage!
>
> Obviously this can't be happening to everyone.  I don't see any such
> problem with my TS.  What caused it to happen to your system?  Was
> this TS4 or TS2k?
>
> Gary