[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Poltergeists in TS4



PureBytes Links

Trading Reference Links

You didn't say... ;-)

A 5% discrepancy between Boston and Sunyvale would make a difference on 
TICK bars.

I seen quite a bit of out of order timestamps associated with Qcom/DS/TS4 
disconnects and reconnects...sometimes it's a clean disconnect/reconnect 
such that you can observe it in the DS status monitor and other times it 
doesn't. Reloading charts wouldn't help since the out of order timestamps 
are saved into the server database. This behavior isn't limited to Qcom, 
but I've seen it with Esignal/DS/TS4 too (when the Esignal data manager 
switches servers on the fly during RTH).

MT


>Yes, but that would have little effect on us, since we're running
>30min and 60min charts.  Plus it wouldn't explain the "new math" of
>1532.1 - 8.0 = 1525.7, but the "realtime system execution uses a
>different bar-closing timestamp than charts" explanation does.