David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004
I'd rather be...
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Posted: Jun 9, 2005 03:46 PM
Msg. 1 of 3
The extended trade fields have intermittent scaling factor that changes the value by x1000 Here are some quotes on INTC today. I just noticed this today. The extended field shows 275100 where as the last is 27.7000, 1000x greater. 3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74195880,2500,27.7400,27.0500,27.5000,27.5200, 5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,c,N,,,,06/09/2005,, 275100,,,,275072.9,275072.3,21.5,0.264544432,0.,0.,0.49,0,0.024909747, 170992100.,14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2775.9627,, 3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74196580,700,27.7400,27.0500,27.5000,27.5200, 5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,c,N,,,,06/09/2005,, 275100,,,,275072.9,275072.3,21.5,0.264556362,0.,0.,0.49,0,0.024909747,170992100., 14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2778.5319,, 3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74196680,100,27.7400,27.0500,27.5000,27.5200, 5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,c,N,,,,06/09/2005,, 275100,,,,275072.9,275072.3,21.5,0.264558067,0.,0.,0.49,0,0.024909747,170992100., 14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2778.8989,, 3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74197480,800,27.7400,27.0500,27.5000,27.5200, 5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,c,N,,,,06/09/2005,, 275100,,,,275072.9,275072.3,21.5,0.264571701,0.,0.,0.49,0,0.024909747,170992100., 14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2781.8351,, 3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74198280,800,27.7400,27.0500,27.5000,27.5200, 5000,1500,,173,0.69,16:20o,,27.2100,27.1000,0.02,,,,p,N,,,,06/09/2005,, 275100,,,,275072.9,275072.3,21.5,0.264585336,0.,0.,0.49,0,0.024909747,170992100., 14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2784.7712,, Next lines ok... 3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74198280,800,27.7400,27.0500,27.5000,27. 5200,5300,1500,,173,0.69,16:20b,,27.2100,27.1000,0.02,,,,t,N,,,,06/09/2005,, 27.7000,,,,0.6,0,21.5,0.264585336,0.,0.,0.49,1,0.024909747,170992100., 14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2784.7712,, 3:20:54 PM Q,INTC,F,27.7000,0.6,0.022140221,74198280,800,27.7400,27.0500,27.5000,27.5200, 5300,1300,,173,0.69,16:20b,,27.2100,27.1000,0.02,,,,p,N,,,,06/09/2005,, 27.7000,,,,0.6,0,21.5,0.264585336,0.,0.,0.49,1,0.024909747,170992100., 14,4,,42606288,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,102072,,,2784.7712,, This is occuring on other symbols that are trading after hours like QQQQ David IQXP Software http://www.iqxp.com
LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/Edited by David on Jun 9, 2005 at 04:32 PM
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David
-DTN Evangelist-
Posts: 113
Joined: May 7, 2004
I'd rather be...
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Posted: Jun 9, 2005 03:52 PM
Msg. 2 of 3
Update: The initial error was observed on v2.3.0.3 I just downloaded the new beta v2.3.0.4 and I observe the same behavior. Here is a sample on QQQQ: First quote ok: 4:09:40 PM Q,QQQQ,F,37.9500,0.24,0.00636436,99377747,300,38.0600,37.5000,37.8900,37.8500, 100000,1600,,173,0.56,17:08b,,37.6600,37.7100,-0.04,,,,c,N,,,,06/09/2005,, 37.9500,,,,0.24,0,,0.194487145,0.,0.,0.29,1,0.014756258,21081225., 14,4,,79250426,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,68064,,,88.0486,, Second and third quote has field 1000x greater: 4:09:41 PM Q,QQQQ,F,37.9500,0.24,0.00636436,99379247,1500,38.0600,37.5000,37.8900,37.8500, 100000,1600,,173,0.56,17:09o,,37.6600,37.7100,-0.04,,,,c,N,,,,06/09/2005,, 378470,,,,378432.29,378432.05,,0.194505174,0.,0.,0.29,0,0.014756258,21081225., 14,4,,79250426,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,68064,,,93.7598,, 4:09:41 PM Q,QQQQ,F,37.9500,0.24,0.00636436,99379347,100,38.0600,37.5000,37.8900,37.8500, 100000,1600,,173,0.56,17:09o,,37.6600,37.7100,-0.04,,,,c,N,,,,06/09/2005,, 378480,,,,378442.29,378442.05,,0.194506376,0.,0.,0.29,0,0.014756258,21081225., 14,4,,79250426,AMEX-BSE-CSE-CHX-PSE-NMS,,,,,68064,,,94.1405,, I notice that this occurs when the trade time field has "o" in it. I noticed that when an actual extended trade comes in then it is ok and remains correct. It appears to be ok with a b or a in the time field. I have only seen it occur when the time field has an "o" in it. This causes the extended trades fields to be off by 1000. Ciao! David IQXP Software http://www.iqxp.com
LiveWire Update Service PO Box 1417 Fairfield, IA 52556 641-472-8393 http://www.livewire-cablesoft.com/Edited by David on Jun 9, 2005 at 04:30 PM Edited by David on Jun 9, 2005 at 04:31 PM
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DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004
DTN Market Access, LLC.
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Posted: Jun 14, 2005 09:57 AM
Msg. 3 of 3
David,
Thanks for providing such detailed information! This is exactly what I need in order to quickly reproduce issues. I will look into this, and let you know if I have questions. Thanks!
Natalie
Natalie Hannan DTN Market Access, LLC.
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