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BMI Bad Time Stamp



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Anyone using BMI should know that by simply restarting the server will not
correct the data problem. The ticks with the bad time stamp are still in the
data base. No telling what problem that will create later in the afternoon
when the new ticks coming in are at the same time as the ticks with the bad
time stamp but of a much different price. Also, I have attached information
sent to me by another TS2k user about how to correct the situation in TS2k.
What fun..................

Randall

      DocumentID: 645
      Last Updated on: 06/16/2000


      Bad Time Stamp from BMI on 6/16/2000


      Abstract:

      This document explains how to delete the ticks received with a bad
time stamp. It will be necessary to go into offline mode, delete the bad
data, and restart in Online mode to correct this problem. Version 2000i
GlobalServer users will also need to delete 3 additional files. Only BMI
users should use this procedure.

      NOTE: This procedure is written to address an issue with Globex
symbols. Other symbols may be affected. To correct problems with other
symbols, use the procedures below incorporating the additional symbols.

      How To:

      Version 2000i GlobalServer Users:

        1.. Close down the ProSuite, TradeStation, RadarScreen or
OptionStation Desktop.
        2.. In the GlobalServer, click the File | Work Offline menu to stop
data collection.
        3.. Next, click the Symbol Portfolio tab.
        4.. Select the All Futures Filter.
        To select individually all globex symbols:

          a.. Locate the first Globex symbol in your portfolio and highlight
it.
          b.. Highlight each additional Globex contract that is actively
trading by holding down the Ctrl key on the keyboard and clicking the
additional active symbols.
          c.. Once all have been highlighted, select the File | Delete Data
menu.
          d.. In the From: boxes, enter the Date: 6/16/2000 and the Time:
12:30:00 AM.
          e.. In the To: boxes, enter the Date: 6/16/2000 and the Time:
11:59:59 PM.
          NOTE: Only data stamped after 12:30AM ET on 6/16/2000 will be
deleted.
          f.. In the Time Expressed in: box, select the option (GMT-05:00)
Eastern Time (NYSE, NASDAQ).
          g.. Click the Next button.
          h.. Click the Trade Record 1 Day Field/Resolution selection to
retain the Daily data collected thus far today's date. This data does not
reference intraday time stamps.
          i.. Click the Finish button and then OK.
        To delete today's intraday data for all future symbols. Any intraday
data collected after 12:30 AM ET of 6/16/2000 for the selected symbols will
be deleted.:

          a.. Click the Edit | Select All menu.
          b.. Once all have been highlighted, select the File | Delete Data
menu.
          c.. In the From: boxes, enter the Date: 6/16/2000 and the Time:
12:30:00 AM.
          d.. In the To: boxes, enter the Date: 6/16/2000 and the Time:
11:59:59 PM.
          NOTE: Only data stamped after 12:30AM ET on 6/16/2000 will be
deleted.
          e.. In the Time Expressed in: box, select the option (GMT-05:00)
Eastern Time (NYSE, NASDAQ).
          f.. Click the Next button.
          g.. Click the Trade Record 1 Day Field/Resolution selection to
retain the Daily data collected thus far today's date. This data does not
reference intraday time stamps.
          h.. Click the Finish button and then OK.
        5.. Click the File | Exit menu and then OK to exit the GlobalServer.
        6.. Click the Start | Find | Files or Folders menu.
        7.. Click the Browse button.
        8.. In the Named: box, enter 'symswap.dat' without the quotes.
        9.. Click the Find Now button.
        10.. Highlight the file in the box below and select the File |
Delete menu.
        11.. Click Yes to send the file to the recycle bin.
        12.. Repeat steps 21 - 24 for the files GSQF.dat and GSQF.mst
        13.. Once all 3 files have been sent to the Recycle Bin, select the
File | Close menu.
        14.. Restart your GlobalServer in Online mode as usual to resume
data collection.
      Data Server for BMI - 4.0 Users:

      Two methods are listed below - Symbol by Symbol method and All
Selected Symbols method. You should use the desired method based on the
number of globex symbols in your portfolio.

      Symbol by Symbol:

      Deletes tick data for each affected symbol in the portfolio
individually.

        1.. Close TradeStation or SuperCharts Real-Time.
        2.. Close the Data Server for Bonneville.
        3.. Open the Offline Data Server for Bonneville from the Start |
Programs | Omega Research | Offline Data Server for BMI menu.
        4.. Select the File | Portfolio menu.
        5.. Locate the ES0M symbol and click on it to highlight the symbol.
        6.. Click the Edit Tick button.
        7.. Verify that the displayed date is 6/16/2000 and click the Load
Data button.
        8.. Locate the first tick whose time jumps from about 00:25 to
13:55.
        9.. Highlight the first bad time tick using the mouse, then use the
Alt + D command on the keyboard to quickly delete the ticks. You must hold
down the Alt key and then press the D key to delete each tick. It is not
necessary to lift the Alt key between each deletion.
        10.. Once you have eliminated the bad ticks, click the OK button.
        11.. Click YES to save the changes.
        12.. Repeat steps 4 - 10 for each actively trading Globex symbol in
your portfolio.
        13.. Once all symbols have been corrected, click the Close button.
        14.. Click the File | Exit menu to exit the Offline Data Server.
        15.. Restart the regular Data Server for BMI to begin collecting
data once again.
      All Selected Symbols:

      Allows you to delete all of the data collected today on a selected
symbols. Depending on your selections, can be all CME symbols or just
selected symbols. All intraday data collected with the date 06/16/2000 will
be deleted for the selected symbols.

        1.. Close TradeStation or SuperCharts Real-Time.
        2.. Close the Data Server for Bonneville.
        3.. Open the Offline Data Server for Bonneville from the Start |
Programs | Omega Research | Offline Data Server for BMI menu.
        4.. Select the File | Delete menu.
        5.. In the Intraday section, enter a Start Date of 06/16/2000 and an
End Date of 06/16/2000.
        6.. Uncheck the Daily box.
          To select individual globex symbols:

            a.. Highlight each globex symbol and click the Add button.
            b.. Repeat for all globex symbols.
          To select by exchange:

            a.. Click the Add by button.
            b.. Select the Future option in the Categories box or select the
affected exchanges with your globex symbols in the Exchanges box.
            c.. Click OK.
            d.. All futures will be added to the Data to Delete box.
        7.. Click the OK button to delete the 06/16/2000 intraday data for
the symbols in the Data to Delete box.
        8.. Click Yes to confirm the deletion.
        9.. Click the File | Exit menu to exit the Offline Data Server.
        10.. Restart the Data Server for BMI to begin collecting data once
again.