SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Non-Tech : Internet Trader
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Gary M. Reed who wrote (1276)9/26/1997 12:59:00 AM
From: Paul K   of 2125
 
NAQ + ALL - compare my out of range tick data glitches from 9/25/97

As noted below some of the entries in the tick list were not there when I logged back in after hours.

LHSPF 14:28 1,100
14:41 0 (this entry missing when I log in later)
14:48 489,200
14:50 1,000

YORK 14:12 400
14:41 0 (this entry missing when I log in later)
14:47 68,900
14:47 300

LAN 13:54 300
14:41 0 (this entry missing when I log in later)
14:51 32,800 (this entry missing when I log in later)
15:54 300

COST 14:28 400
(when I log on later there are 6 new tick entries between 14:28 and 14:32)
14:41 517,300 (this entry's time changed to 14:35 when I log in later)
14:41 1,200


CMED 14:17 200
14:41 0 (this entry missing when I log in later)
14:49 8,600

It appears the problem is occuring when the data stream is severed.
As far as I can tell I am still logged-in to sharon (and the route trace is clean) but the data doesn't flow.

(quesiton to Walt/Bob- is the data stream being severed because of the calculated delta from the cumulative volume data on the server is wrong??)

At the point the data stream stops is when volume goes to "0".
Then the volume pegs up when the data stream restarts.
(sometimes price is affected.)

My guess is order of the data fields (time,price,volume) get messed up (or the cumulative volume value is sent) and it takes a full data packet to get synced back up.

NAQ a suggestion for software update:
when a lost connection is re-established the client/server should double check the last few tick transmissions to make sure they arrived correctly on client.

The system is loosing connectivity many times a day (some very brief)
- this is important accuracy feature.

Paul K
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2026 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News