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Mister Spock,
You have been Cruzed. The tick data uses 16 bit integer arithmetic as far
as offsets from the first (and only) reference price of the day. That
allows for a maximum change of 32768 and if your INDU is scaled to 0.01 then
anything in excess of 327.68 will overflow and give errooneous numbers.
Yesterday the INDU dropped 389 points relative to the open. My suggestion
change the PriceScale from 0.01 to 0.1.
~Bob
-----Original Message-----
From: Mister Spock <ndtrader@xxxxxxxxxxx>
To: Omega-List@xxxxxxxxxx <Omega-List@xxxxxxxxxx>
Date: Friday, March 23, 2001 2:05 PM
Subject: Bad INDU Values in TS4 - A Detective Story
>A funny thing happened to my TS4 (I use BMI data). On Thursday 3/22
>INDU was over 9700 for extended periods - obviously wrong values. I do not
>recall seeing those values in real time, just noticed them when I created
>some charts in the evening. As if they magically materialized in the
>Server.
>
>What's interesting, TS2K with the same data feed does not have any INDU
>ticks over 9700. So the problem is associated with TS4, not with the data.
>
>This has happened one or two days before. Has this happened to you?
>Any ideas as to the cause?
>
>ndtrader
>
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