Pair Trading Strategy Journal

Discussion in 'Journals' started by jonnysharp, Aug 18, 2008.

  1. mweather

    mweather

    I am seeing the same problem with PTF ver 2.99 and Yahoo feed today. Would be good to understand if this is a temporary Yahoo glitch.....
     
    #2581     Jul 18, 2011
  2. mweather

    mweather

    I am having same problem with Yahoo feed into PFT today.
     
    #2582     Jul 18, 2011
  3. ascheer7

    ascheer7

    I have the same problem again today. Has anyone heard anything from Jarred?
     
    #2583     Jul 19, 2011
  4. mweather

    mweather

    I too am still having the same problem today.....email reply from Jared last night:

    " Yes this appears to be a temporary glitch from yahoo finance, it's the first time we've experienced this in 4 years of operation and it's the give and take of free data. The only possible fix is to completely delete all your stocks/pairs and re-load them again. If you're a serious trader I would encourage you to take out a paid subscription with IQfeed to ensure you receive quality and accurate data."



    I did not get a chance to follow the advice above as of yet......
     
    #2584     Jul 19, 2011
  5. It does not make a difference if you re-create the database or not. The Yahoo feed is skewed. I suspect there is an API change from Yahoo. In the meantime, I suggest you subscribe to iqfeed to keep PTF going until either the situation is resolved either by Yahoo(if the quotes are corrupted) or a fix by PTF (if there was indeed an API change by Yahoo).

    Also, if you subscribe to iqfeed you will need to change the feed to iqfeed within every group - not just the enabling iqfeed on the main setting. Hopefully, you have a backup of the database before Monday so you can restore it and make the changes. Make sure you disable your internet access when you make the changes to prevent the corrupted trading signals from messing up the signal page. Fortunately, I ran a backup every few days.

    -BT
     
    #2585     Jul 19, 2011
  6. Just refreshing prices (recalculate the pair) seems to work for me. I reverted to v301 though before this hit the fan.


     
    #2586     Jul 19, 2011
  7. A v304 is out, as per the website. Anyone tried it or know what is different ?

     
    #2587     Jul 19, 2011
  8. mweather

    mweather



    I tried deleting all pairs and re-adding a subset of them and am still seeing the 5million plus quote issue showing up today....which obviously hoses up the trading signals. More recent feedback from Jared:

    "Yes we are currently working to diagnose the issue, it's a funny one because not everyone is getting it, and I can't duplicate it myself,

    In PTF preferences, can you please enable yahoo feed error data logging, then if it happens again, goto users/admin -> documents folder -> pairtradefinder folder and send us the yahoo error log file to analyze.

    Please also ensure you delete all the stocks & pairs before re-loading."




    So anyone that is experiencing the PFT issue with Yahoo feed, please turn on the debug feature under PFT system preferences -> General Options ( note only "Enable IQ feed data logging" appears in ver 2.99.....but when turned on it created a file called "yahoofeedlog.log in the directory mentioned above). Capture file and email to Jared at admin@pairtradefinder.com as it could help in their debug of the issue. Thanks..
     
    #2588     Jul 20, 2011
  9. NKNY

    NKNY

    I think its yahoo because I have another software that is doing the same thing...
     
    #2589     Jul 21, 2011
  10. NKNY

    NKNY

    I think its yahoo because I have another software that is doing the same thing...
     
    #2590     Jul 21, 2011