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

Re: Data feeds



PureBytes Links

Trading Reference Links


-----Original Message-----
From: Randy Burns (TCG, Inc.) <rburns@xxxxxxxxxxx>
To: realtraders@xxxxxxxxxxxx <realtraders@xxxxxxxxxxxx>
Date: Wednesday, July 07, 1999 4:20 PM
Subject: DAY: Data feeds


>I have Signal On-Line (on ISDN) running side by side with BMI Cable. The
>charts have clear discrepancies.
>
>Highs and lows of any particular bar may be off as much as two ticks
>[1401.20 vs 1401.00].
>
>Screen day opening prices are different, too. BMI says 1402.50. Signal
>On-Line says
>1400.00
>
>
>Any ideas on why this happens and how I can prevent it?
>
>How can I check to see which, if either, system is right?
>
>
>
>I appreciate all your help!
>
>Randy
>
Randy:

This is a problem that seems to exist with all data feeds.  We get BMI cable
and another trader who lives within a 2 mile distance and receives the same
BMI signals gets different opening data.  Likewise different prices are
recorded at exactly similar time periods.

I know of one situation where they have three BMI cable boxes in the same
office location and all three record different prices at the same time.

Also. if you compare Omega data that can be downloaded from their internet
site with real time data collect during the day, the differences are
astounding!

I don't have an answer.

John