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The attached ND0M0410.omz file contains clean data of ND0M for 4/10. Hope
this time the attachment go thru.
I am not good in writing, but I'll try to explain how I deal with this price
jump problem. It does not work all the time. I don't have any theory about
this, but just my experience. Hope someone on the list can crack this up
further. I believe that the price jump has nothing to do with BMI. The
problem resides within the "stupid" TS internal coding. It always jump by
an amount of "655.36".
1. If I notice any symbol have a big move up or down more than 300 points
during the market hours, I would not dare to open, create, modify, or
reformat any chart windows involving that symbol before the market close.
As long as I don't do any charting activity involving that symbol, from my
experience and observation, the price jump process won't kick in until
market close. Believe me, if you do, the price jump will trigger even before
the market close.
2. Copy data out into OMZ file just right before market close.
3. For any given symbol which have Globex session, custom paste it back
right after Globex session start transmitting data for that symbol.
Otherwise, wait until the tick data stop transmitting completely before
paste it back to the server.
Again, I do not know the reason but it works more than 50% of the time.
Probably, the trick is to find the right moment to copy them out before the
price jump triggered. Hope someone on the list can figure it out. I refuse
to deal with OR tech support any more. They denied that there was any price
jump problem when I first reported it to them two years ago. They don't
even admit that TS can not pick up the first tick data at session open.
HW
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