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Hi Bob
I did all that, but tick prices after 16:00 ET are
overwritten by closing prices.
For some symbols GS is recording different prices for
a few ticks after 16:00 ET, but then after one 'very
important' tick all the prices of all after market and
next premarket (until 9:30 ET) ticks will be equal to
that fatal tick.
Everything being equal except data feeds (mine is
esignal and you have dtn) and you are getting normal
aftermarket ticks(I am not) then esignal is the
problem?
thanks again
Ed
--- BobR <bobrabcd@xxxxxxxxxxxxx> wrote:
> Post market quotes:
> Look in the Global Server under Trade Record one
> tick and Trade Record one
> day. Also note the Session Close Time and Session
> Settlement Time. Tick
> data is stored beyond the Session Close Time in the
> Trade Record one tick.
> A chart will plot intraday data up to the Session
> Close Time. Change the
> Session Close Time and the data on the chart will
> change. The Trade Record
> one day is a separate data file. If the Global
> Server worked as the Online
> User Manual states, then the Trade Record one day
> file would update the
> Close field during the period between the Session
> Close Time and the Session
> Settlement Time. In my server that is not
> happening. I can compare the one
> tick file with the one day file and the one day file
> has the same Close data
> as the Session Close Time for the one tick file.
> I.E. the one day file does
> not update its close with the data that arrives
> during the 3 hour settlement
> period. This is true for the DTN version of the
> Global Server.
>
> rehash:
> It looks like dtn and signal are sending an end of
> day file based on the
> session close times that overwrites any update by
> the session settlement
> time. Or the GS Settlement Time just does not
> function period!. I am
> inclined to believe that the data feeds send and end
> of day file based on
> the exchange session close rather than any changes
> to the data after the
> close due to late reporting or corrections. The dtn
> feed does send the tick
> data during the settlement period but it only makes
> changes in the Trade
> Record one tick file and has no effect on the trade
> record one day even
> though it is within the settlement period. Thus it
> appears the two data
> streams are related in symbol name only.
>
> bobr
>
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