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**** Date: Tue, 11 Apr 2000 08:24:19 -0600 ****
Gary wrote
>TS apparently stores intraday prices as offsets from the opening
>price. They use a 16-bit integer to store these offsets, multiplying
>the 16-bit integer times the PriceScale set up for that symbol.
>Thus, TS can handle a maximum offset from the open of 2^16/2 *
>PriceScale. If your ND / NQ / NDX / etc is set at the default
>PriceScale of 1/100, that maximum offset is 327.68. If you exceed
>that maximum offset, the 16-bit integer overflows and you get a
>sudden jump of 2^16 * PriceScale = 655.36.
>The open for ND0M yesterday was 4350, so the minimum price TS could
>store with a 1/100 PriceScale was 4350 - 327.68 = 4022.32. The price
>hit went below 4022 at 4:00 yesterday. Any ticks below 4022.32 would
>have been stored with a value 655.36 too high.
Gary and All,
Thanks Gary, I accept your explanation and theory. I'll change my
PriceScale as you recommended. It's much easier and painless, also it
should work as you stated.
Please disregard my previous post about how I saved the data earlier this
morning. As I stated, I did not have any theory to back up my way of saving
the "clean" data. I don't know why, but it did work few times in the past.
This was probably pure luck, just like a blind cat caught a dead mouse <G>.
It's "luck", "luck, ... I guess, nothing more and nothing less. Every time
when I failed to save the clean data, I thought it was because I didn't save
them in time. Before I read your explanation, I thought I had some
significant discovery. Well, I surrender!
Thanks again, Gary
HW
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