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Tom Lisk discovered an anomaly with the TS4 Copy Out operation and I became
interested and verified the problem. What we have seen so far is when
creating an OMZ file from Signal named futures, a percentage of the
symbol names become altered. It is not known if other data types are
affected.
So far, the greatest number of errors (approx of 5% of symbols) have either
changed the symbol name from the Expired name to the Unexpired name
(ie the expired symbol name "CDU98" reverts back to the Unexpired name
"CD U8") or added an extra "0" ("CDH98" becomes "CDH908"). There
seems to be no predictable pattern as yet. Sometimes one symbol name
will change and sometimes not. In any event, if the OMZ file were to be
pasted back into the Portfolio, the changed symbol would not exist in
the Portfolio and hence tick data would not be transferred. Errors have
been found in multiple TS4 installations so it is not an installation
related issue.
If this problem only exists for Signal Expired futures data it probably is
not
catastrophic but if the problem exists for other symbols it indeed may be
real problem. I would like to ask if anyone has ever seen this type of
problem to please make it known so we can possibly find a workaround. If
anyone has further interest, please contact me.
Thanks,
~Bob
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