In terms of lines of codes, Bloomberg code base must be at least 10 or maybe like 50 times compared to a retail software say like Multicharts/Amibroker. But Bloomberg runs much faster than Multicharts. I am wondering - Why? How are the technologies that underpin Bloomberg different from the technology underpinning Multicharts. I have been told that Amibroker is a much faster platform. I have never tried but I am sure it must also be slower than Bloomberg. Again, why? What makes Bloomberg so freaking fast even when the code base is so complex and it supports so many functions, so many market across so many geographies??? Maybe this is a wrong forum to ask this question, Wilmott might have been better. But let us see if we can get some insightful commentary.
Fast or not, BB's data is a question! I found that BB includes rollover data in its charts for JGB and Topix futures, and possibly (not confirmed) Nikkei futures too? Can you imagine that? With rollover prices and volume mixed in with normal trades on the charts it makes proper analysis impossible. Unbelievable to say the least. Makes you wonder what other data on BB is untrustworthy!!
curious, when did this happen? Has this been corrected now. I would say if it was not a global problem and was a one-off incident localized to Japan, its forgivable. Just like all softwares have bugs, the market data team of bbg must be phucked it in this case.
It's been going on for a year and a half!! And it wasn't fixed as of last week. As there is only one data feed sent out by TSE for futures, it should be worldwide. The local data vendors and brokers don't have this problem.
incredible. Thats the only thing I can say. a year and a half and those buggers didn't fix it. Can you please post a screenshot or a text file showing the difference between bbg datafeed and localized datafeed. I think if those guys haven't fixed this for 1.5 yrs, this discrepancy should be clearly established and it will be nice to have the evidence here for posterity.
Actually, to be fair, it's not just BB, but Reuters too. Seems the data they get from Japan is controlled from outside Japan. Andwhen TSE and OSE changed their computer systems a year and a half ago they didn't bother to adjust their programs to filter the rollover data. So it's mixed in with normal trades. But after numerous requests to fix this to both BB and Reuters, nothing has been done. You know the old saying, 'You can lead a vendor to software bugs, but you can't make him click'!!