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A clarification is in order on the comment below about the BMI/DTN lag.
Some may have misinterpreted it if they are acustomed to using price bars
rather than tick bars. What it intended to say was that when using TICK bar
charts, not time bar charts, that after a period of time there were fewer
bars made with BMI data than with DTN data. It did not say that BMI price
lagged DTN price by 14 bars. When watching a DTN monitor and BMI monitor
side by side price is within a few ticks of each other, but the number of
ticks at each price is not the same.
br
----- Original Message -----
From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Saturday, July 15, 2000 3:37 PM
Subject: Re: ESU0 daysession tickcount request
> Those counts below are pretty much what three other traders and myself got
> last week on DTN. The results of one test were surprising. It was done
> with a split LNB signal into two DTN D8000 receivers. The output of one
> went to a dual cpu machine with a TE920 serial port card(64 byte buffer)
set
> to 400K baud. The output of the other D8000 went to a single cpu machine
> and the standard 16 byte buffer UART set to 115K baud. The tick counts on
> both machines were within twenty ticks of each other. Perhaps under
> extremely heavy volume days the tick difference might be higher. Another
of
> the traders and myself were running at 215K on TE920's. I on a dual 600
with
> W2000 and PS2ki and the other W98(with Ensign) and the tick counts were
> within 1% of each other. The fourth trader has been comparing lag time
> between DTN and BMI. His statement to me on Friday was that DTN lagged
BMI
> in the first 4 minutes and then DTN gradually increased its tick count
lead
> over BMI the rest of the day. He says that is typical. Partway through
the
> morning using 72 tick bar charts on TS2ki/DTN and TS4/BMI, BMI lagged by
14
> bars or 14X72 =1008 ticks if I recall correctly.
>
> Now, if DTN would only listen to its new and old subscribers and add the
> individual breadth symbols for up/down issues and volume for at least the
> NYA, then I would be a happy camper with them. Saying that this
information
> can be plotted in Ensign is not satisfactory for the TS2ki and Ps2ki users
> switching over from BMI. DTN has promised this breadth symbol capability
> for over a year now. Last spring it was promised sometime this summer.
How
> much effort does it take to create a "calculated" symbol in the DTN feed?
> They've already got the data in the @ISN and @VSN composite symbols. It
> seems like neither DTN nor Omega are listening to the requests for such a
> capability. Omega could solve this by adding another Symbol collection
> template and I suppose DTN would have to add some more P codes. The
> simplest solution though is for DTN to create the individual symbols. I
> can't imagine that task taking longer than a coffee break. What's the
> holdup?
>
> BobR
>
>
> ----- Original Message -----
> From: <ALVIS2JS@xxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Saturday, July 15, 2000 2:53 PM
> Subject: Re: ESU0 daysession tickcount request
>
>
> > TS 2000i - Win2000 - DTN satellite - Digi serial card with 128 buffer
> >
> > Thurs 7/13 22,319
> > Fri 7/14 20,804
> >
> > Jim Alvis
> >
> >
> >
>
>
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