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<DIV><FONT size=2>Very much appreciate your perspective and comments Gwen, once
again you've said it well.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>I like to remind myself that it's not the news, it's the <FONT
color=#ff0000><STRONG>reaction </STRONG></FONT>to the news. Don't believe
I've ever gone wrong following that advice.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Best... John Rastutis</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>----- Original Message ----- </FONT>
<DIV><FONT size=2>From: Gwenael Gautier <<A
href="mailto:ggautier@xxxxxxxxxxx";>ggautier@xxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>To: <<A
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>Cc: <<A
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>Sent: Friday, January 14, 2000 6:37 AM</FONT></DIV>
<DIV><FONT size=2>Subject: [RT] Re: 01-15 Interesting Date ?</FONT></DIV></DIV>
<DIV><BR></DIV><FONT size=2>> In a bull market, bullish arguments are taken
into account, bearish are dismissed<BR>> or rationalized away... That's how
one can see we are still in a bull mood.<BR>> <BR>> And vice versa in bear
markets.<BR>> <BR>> Gwenn<BR>> <BR>> <A
href="mailto:HBernst963@xxxxxxx";>HBernst963@xxxxxxx</A> wrote:<BR>> <BR>>
> The NYSE breadth was horrible on the decline into the Oct. 15th bottom
and<BR>> > stayed horrible on the rally to new highs. So why should the
market now<BR>> > decide to follow the breadth higher? Breadth typically
improves in January as<BR>> > the January effect comes into play as small
stocks tend to outperform. The<BR>> > Valueline has done better than the
S&P over the last month and may be<BR>> > responsible for the breadth
improvement.<BR>> ><BR>> > Howard<BR>> <BR>> <BR>> <BR>>
</FONT></BODY></HTML>
</x-html>From ???@??? Fri Jan 14 11:38:05 2000
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References: <af.50969c.25b07d6e@xxxxxxx> <387F268A.3033EDCC@xxxxxxxxxxx>
Subject: [RT] Re: 01-15 Interesting Date ?
Date: Fri, 14 Jan 2000 09:30:28 -0700
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<DIV><FONT size=2>Very much appreciate your perspective and comments Gwen, once
again you've said it well.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>I like to remind myself that it's not the news, it's the <FONT
color=#ff0000><STRONG>reaction </STRONG></FONT>to the news. Don't believe
I've ever gone wrong following that advice.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>Best... John Rastutis</FONT></DIV>
<DIV> </DIV>
<DIV><FONT size=2>----- Original Message ----- </FONT>
<DIV><FONT size=2>From: Gwenael Gautier <<A
href="mailto:ggautier@xxxxxxxxxxx";>ggautier@xxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>To: <<A
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>Cc: <<A
href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx</A>></FONT></DIV>
<DIV><FONT size=2>Sent: Friday, January 14, 2000 6:37 AM</FONT></DIV>
<DIV><FONT size=2>Subject: [RT] Re: 01-15 Interesting Date ?</FONT></DIV></DIV>
<DIV><BR></DIV><FONT size=2>> In a bull market, bullish arguments are taken
into account, bearish are dismissed<BR>> or rationalized away... That's how
one can see we are still in a bull mood.<BR>> <BR>> And vice versa in bear
markets.<BR>> <BR>> Gwenn<BR>> <BR>> <A
href="mailto:HBernst963@xxxxxxx";>HBernst963@xxxxxxx</A> wrote:<BR>> <BR>>
> The NYSE breadth was horrible on the decline into the Oct. 15th bottom
and<BR>> > stayed horrible on the rally to new highs. So why should the
market now<BR>> > decide to follow the breadth higher? Breadth typically
improves in January as<BR>> > the January effect comes into play as small
stocks tend to outperform. The<BR>> > Valueline has done better than the
S&P over the last month and may be<BR>> > responsible for the breadth
improvement.<BR>> ><BR>> > Howard<BR>> <BR>> <BR>> <BR>>
</FONT></BODY></HTML>
</x-html>From ???@??? Fri Jan 14 11:38:59 2000
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Date: Fri, 14 Jan 2000 10:27:21 -0600
From: "Michael Watts" <mwatts@xxxxxxxxxx>
Reply-to: qfeed@xxxxxxxxxxx
Subject: RE: [qfeed] JDSU options need updating - among other things
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From: "Michael Watts" <mwatts@xxxxxxxxxx>
Jay -
What exactly does that mean?? Does that mean you don't currently have
anyway of managing the integrity of the data you're feeding??
This is a normal fact of doing business in the datafeed space - are you
saying that you guys can't handle regularly occuring events like option
chain updates resulting from splits properly??
Is this another one of those "we're at the mercy of S&P Comstock" answers??
I'm not usually one to rant, but this IS ridiculous.
Considering the lack of data integrity from S&P Comstock (both in the daily
bar data and now apparently option information), why do you continue to use
them (and inflict the problem on your customers)? You should be able to
easily construct good daily bar data from the tick data (I know that we
can't trust the D bars anymore and have to routinely use the 390 minute
bars). And if your "data integrity department" was proactive about it, they
could manage option information from the CBOE bulletins (which would allow
you to not only be accurate but also more timely with the required changes).
This option mishandling is bad enough - but I'm still waiting for quote.com
to properly handle stock symbol changes like QWST -> Q - Qwest's historical
data now only goes back to the first of January because you didn't migrate
the previous price data to the new symbol - which of course renders any
analytical chart or historical data download absolutely useless. If your
propeller heads can't handle something simple like this - then have a bunch
of Kelly girls key the old QWST data in as Q data.
The issues around further ContinuumClient development are understandable and
in fact are completely irrelavent without adequate business operations and
data integrity. No one is paying for the QFeed API software so no one
really has any room to complain about support or lack of new development.
HOWEVER, your entire customer base IS paying for the datafeed and
justifiably expects it to be managed properly and deliver data integrity.
We keep hearing that your "developers are working on it" when it comes to
normal business functions like daily bar integrity, option chain handling,
and stock symbol change management. These are all BASIC requirements of
running a datafeed and shouldn't only now be worked on as afterthoughts -
they should have been designed into your operational infrastructure from day
one.
How complicated is it to run a simple database procedure to either replicate
or change existing price data to deal with a stock symbol change?? And BTW,
I know at least I reported this problem almost a year ago and the response
then was that your developers were looking into it!! If it's taking them
this long to deal with a comparatively simple problem like this - you need
new developers!!
Why do your developers find it difficult to resolve the daily bar data
disintegrity? Just stop using the Comstock EOD data and run a basic
database procedure to build it yourselves from your own 390 minute bar data.
And if your technowizards can't handle ordinary option chain management,
hire some data entry clerks and have them do it manually using the advance
information that CBOE regularly sends out.
Not that apparently anyone was really worried about it before the Lycos
takeover - but is there a real CTO/CIO (who would normally be all over this
kind of ludicrous and damaging situation) or are the business's direction
and priorities being set by staff personnel?
-----Original Message-----
From: Jay Frank [mailto:jfrank@xxxxxxxxx]
Sent: Friday, January 14, 2000 6:40 AM
To: qcharts@xxxxxxxxxxx
Subject: RE: [qcharts] JDSU options need updating
From: "Jay Frank" <jfrank@xxxxxxxxx>
As explained before, we don't have any method for correcting this currently.
Our developers are working on ways to give us more control over the option
chains.
-----Original Message-----
From: Lloyd [mailto:shaker@xxxxxxxxxxxx]
Sent: Thursday, January 13, 2000 8:09 PM
To: qcharts@xxxxxxxxxxx; data@xxxxxxxxxxx
Subject: [qcharts] JDSU options need updating
From: Lloyd <shaker@xxxxxxxxxxxx>
I'm still waiting on updates for JDSU options. Some JAN strikes are
missing and the existing ones don't seem to have been adjusted for the DEC
split.
Lloyd
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