|
PureBytes Links
Trading Reference Links
|
> When I plot the data, half of the data points are negative. I
> assume it's because TS4 is going bonkers after 7 digits due to
> floating point errors.
TS4 (and probably TS2k/TS6, I'm not sure) stores values like this
internally as 32-bit signed integers. It then uses a scaling factor
to multiply the integer value into the correct range. So, for
example, when you set the PriceScale of the ES to 1/100, you tell TS
that it should multiply the values it receives times 100 before
storing them, and divide by 100 when displaying them.
Chances are your PriceScale (actually Display Value, which is what
it's called for ASCII data) was set to the default value of 1/100.
That means the largest value TS can store is 2^31/100 = 21,474,836.48.
Adv/decl data typically has really huge numbers. 21 million isn't
big enough. When the value gets bigger than 21 million, the internal
integer value "wraps around" to a negative number.
Solution: set the Display Value to at least "As Is", which says
"don't scale it at all, just store it as you receive it." (Format
data, Settings tab, Universe button, and set the Display Value.)
That will work for values up to 2^31 = 2.1 billion. That's enough
for all past data, I believe, but you might want to set it to 10 or
even 100 to make sure you never have a problem with it. (That means
the largest values TS can store are 10*2^31 or 100*2^31. It also
means you'll lose the 10's digit or the 10's & 100's digits, but who
cares when you're looking at values in the billions?)
Gary
|