Erroneus close price

Discussion in 'Retail Brokers' started by PHISEL, Jun 9, 2002.




    Using TS6 in 2 locations , in the same city (home and office), i was surprised that several closing prices are differents (friday ) . for instance JNPR 8.08 (good) in my home and 8.06 (bad) in my office, SEBL 17.95 vs 17.96 , etc..
    I only notice that fact because i use a strategy, and in one case, a strategy order is lightening and in other case not.

    Have you experienced this strange event ?
  2. Kymar


    ...sometimes there will be slight discrepancies of the type you describe, sometimes esp. between charts in different time frames (e.g., 5-min vs. daily).

    In my observation, the closes in the daily time frame will match the closes reflected in L1 or L2, and can be taken as "correct." Usually, but not always, refreshing the intraday charts will bring them in line - especially if the discrepancy occurred in an intraday chart that was kept open all day (possible explanation for difference between your home and office systems). If that doesn't work, you can try deleting the program's cache folder (eliminating all of the tick data that your computer saves). Sometimes, though, the discrepancies will remain even then. I seem to recall their having been corrected at the beginning of the next session, or at later times, but I can't say I've checked any such situations recently.

    Part of this all may be tied to the inevitable vagaries of price reporting, and may be as unavoidable as bad ticks - an argument against trading any system or method with low tolerance for "noise." Still, it doesn't do any harm to report such matters to the DataIntegrity dept. You might even give a call to TS and see if you can get a good explanation. I'd be interested in learning what they tell you.

    Incidentally, though I've been given to understand that the program now automatically refreshes the cache at pre-set intervals, it has been my experience, both early on in the life of the TS network and also in recent times, that deleting it on your own can solve certain niggling problems - occasions when charts are lagging or stalling (failing to update), though usually all you need to do is to click on a suspect chart.


    Thank 's Kymar
    Today closing prices were all good, without mistakes.
    I have noticed that the errors were only in datas from 1 min to 60 min, but were good in ticks and in daily time frame.
    I hope this bad experience will be an isolated case,
    good bye