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On Sat, Aug 14, 2004 at 10:17:55AM -0500, Clayton wrote:
> Using DTN satellite data feed thru Dynastore software into my
> TradeStation 4.
> Only have 52 symbols in my portfolio.
> Since its inception back in April ...... still having a "price
> stuttering" problem in charting.
>
> Not on all symbols...only on ZBU4 - YMU4 - ESU4
> In any time frame price will stutter from one tick above to one
> tick below the current price....thus giving me about 6 times the
> total number of ticks for the day.
Clayton, how do you know it's "stuttering from one tick above to one
tick below the current price"; that is, how do you know what the
current price really is?
There's been some on-and-off discussion here and on the late
dynastore list wondering whether the extra ticks were bid/ask quotes
coming through as trades. I never heard any definitive answer to
that question, but maybe some history will be informative.
This too-many-ticks problem was apparent as DTN:sat/DS/TS4 was coming
out of beta test. I didn't notice it at first, so I can't say if it
was there from the start of beta test, but it was definitely an issue
before Jun 9, 2003. According to my notes, the tick count suddenly
dropped to something comparable to the CME time&sales on June 10,
2003, and remained normal until May 3, 2004, when the overcount
returned. It's been collecting too many ticks since then.
> Have talked to DTN , Dynastore, some fellow traders...all to no
> avail. Any ideas from you rather intelligent traders out there in
> this trading jungle?
At first I thought it must be a Dynastore problem, but since DS has
not changed, I think it's something within DTN. I keep intending to
quiz DTN about the issue, but haven't gotten around to it yet.
Maybe armed with those dates, they could shed some light on what's
going on. DTN constantly tweaks their satellite-feed internals,
but I don't recall any overt changes to the receiver OS being issued
when the tick count changed, so I suspect it was something deeper
within the bowels of DTN. It could even have something to do with
where they get their data from in the first place.
Of course, if the IQFeed folks aren't having the problem, then it
suggests the problem is somewhere after the data enters DTN.
I'd love to get things back to the lower count; let's see what we
can do together to make that happen. I've been impressed with the
techs at DTN:sat; I'll post any info I can get from them.
Jim
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