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> This is what i learn while looking on TS 4.0 DDE protocol -
> there is all quote (chart) data represented
> with WORDS (2bytes - 16bit) only data!!!
> also they use special parameter, which mean there decimal point
> should be located,
Yes. The Server stores all data points as a 16-bit offset from the
FIRST QUOTE of the day, using the PriceScale as the "special
parameter" to scale it.
So each price you see on your screen is calculated as:
Price = FirstQuoteOfDay + PriceScale * 16BitOffset
> All is ok, until special cases like that you showed below. :)
> that is that at 5th significant digit sometimes numbers are lost.
That's not what Mats is seeing. He's seeing roundoff errors in
single-precision FLOAT variables.
The price representation that Omega uses saves lots of room in the
database, but it causes problems if a market starts to move a lot
more than it used to. For example, the INDU and the NDX/ND symbols
have a PriceScale of 1/100 in the default symbol universe. That
worked fine until those markets started moving more than 327.67
points in a day. A 16-bit value can represent numbers from -32767 to
+32768, so 1/100 * 32767 gives a limit of 327.67 offset from the
opening price. You have to change the PriceScale on those symbols to
1/10 to handle the wider range. This means you lose a digit of
precision after the decimal point (the price is now XXX.X instead of
XXX.XX) but you won't have garbage data on large-range days.
Gary
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