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In a message dated 98-01-08 08:05:41 EST, IUhrik@xxxxxxx writes:
> Unfortunately, this is only half correct. What the guy at Omega did not
> tell you was that the second part of the problem is caused by the way
> TS stores the tick data which is based on the net change relative to the
> first tick. If the first tick is off, TS will allter the value of all
> subsequents
> ticks during the whole session. This method was apparently chosen to
> save space on the HD but it leads to messed up -- and unusable -- data
> if the first tick happens to be a bad one.
Is this also true for futures. I've had bad first ticks on the S&P and the
rest are fine
Pete
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