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Without in depth examination, This is most probably caused by the mechanism
in which different data feeds represent the time of each tick.
Most data feeds providers continue the bad practise of using the time
derived by the local computer.
Idealy the exchange should transmit the time in their data feed. This
exchange time should remain part of the content of the data feed that the
end user receives.
Where there is an absense of time in the original feed, the data feed
provider should inject their time stamp based on the time zone of the
exchange.
Regards
Andrew McKinnon
Fortune Assists the Daring
-----Original Message-----
From: BrentinUtahsDixie <brente@xxxxxxxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Date: Sunday, 21 February 1999 10:16
Subject: Fut: T-Bonds Data accuracy
>RT's,
>
>I thought this might be of interest so some. I got some data for the Bonds
>from BMI which I put in Data1 and the data in Data 2 is from a friend that
>uses DBC. I used the Median-Price to show the differences in the data's
>ranges as opposed to using the close only. Would the true data please stand
>up. Makes one wonder about certain signals or something like candlesticks
>doesn't it.
>
>
>Brent
>
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