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I tried changing the start time to 9:55, 10:05, and a few intermediate
values, using 1 min bars and the code I previously posted. No change in
trades generated. Note that the differences in time are not consistently in
the same direction.
-----Original Message-----
From: The Funkhousers [mailto:funkhouser@xxxxxxxx]
Sent: Saturday, October 20, 2001 10:20 AM
To: LScharpen@xxxxxxx
Cc: cmjohnsonxx@xxxxxxxxx; omega-list@xxxxxxxxxx
Subject: Re: Oddball system trades
It looks like the major part of the differences is a one hour difference in
execution times. What would be the result if "begin" was "0959"?
LScharpen@xxxxxxx wrote:
> In a message dated 10/19/01 4:29:54 PM Pacific Daylight Time,
> cmjohnsonxx@xxxxxxxxx writes:
>
> << Recent trades (my times converted to central to match Mark's):
>
> oddball site my setup
>
> date time B/S date time B/S
> 10/19 11 B
> 10/19 10 S
> 10/19 9 B 10/19 9 B
> 10/17 10 S
> 10/17 9 S
> 10/15 10 B
> 10/15 9 B
> 10/11 10 S
> 10/11 9 S
>
> Mark or anyone: any idea what's happening? Can it be due to different
data
> sources?
>
> Thanks.
> >>
>
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