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Johnny Abodhi has contributed to 9 posts out of 21191 total posts
(0.04%) in 4,881 days (0.00 posts per day).
20 Most recent posts:
Data and Content Support »
Tick data discrepancies between Streaming Level-I quotes and Historical tick data Dec 28, 2010 12:54 PM
(Total replies: 7)
Brgv, I tend to view all 'outliers' as important in the short term or at what I see are junctures of time and price. I mark any point where I note an anomally (missing data, excessive bar range, etc) and watch things develop from there. Pinning the price over the holidays and into a new short time frame cycle (to my eyes) would tend to make that volume far more valid than not. You would still have to use judgement in knowing which way that 'missing' volume was skewed, and when it was either added to or removed in an equally 'sub rosa' manner. Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
Data and Content Support »
Official US time Dec 28, 2010 12:32 PM
(Total replies: 5)
Thanks brgv, but "built in" shenanigans just irk me...ya know? Its not bad enough that price on close can be manipulated rather easily, and that volume is hidden by acts of either commission or ommission....but now we have to be like yoda and 'feel' for where a minute may or may not be? I know DTN is still the best of a meager crowd, but as the parent is, so goes the child. Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
Data and Content Support »
Official US time Dec 28, 2010 11:17 AM
(Total replies: 5)
I was told, and it has been long vaunted as a selling point, that your tick plants are on the floors of the exchanges and that the data is not washed through any other party (including the exchange itself). Is this incorrect? Are there any other parties in the pipeline that get the data before DTN? Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
Data and Content Support »
@ES# Missing Data Dec 28, 2010 11:06 AM
(Total replies: 6)
Uh-Huh. Those 'other data vendors' are also owned by the wrong crowd (just like Telvent). Sad to see your co. joining the cronies, Mr. "de la Chaumette". Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
Data and Content Support »
Tick data discrepancies between Streaming Level-I quotes and Historical tick data Dec 28, 2010 09:09 AM
(Total replies: 7)
Thanks for highlighting that 'anchor', brgy. Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
Data and Content Support »
@ES# Missing Data Dec 28, 2010 08:38 AM
(Total replies: 6)
What was the cause of the missing data? Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
Data and Content Support »
Official US time Dec 28, 2010 08:33 AM
(Total replies: 5)
How is DTN building @ES# bars ahead of the official US time per the USNO? At times the bars are almost 45 seconds ahead of the 'real' time. Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
Data and Content Support »
@ES# Missing Data Dec 28, 2010 07:45 AM
(Total replies: 6)
Still no response a day later? Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions.
Data and Content Support »
@ES# Missing Data Dec 27, 2010 08:37 AM
(Total replies: 6)
12/27/10 Minutes 4:57, 4:58, 5:20 missing all data. Please advise regarding both cause and expected time of data backfill. Absolute power currupts absolutely, and that same old crowd is up to its same old corruptions. |
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