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Posts Made By:
SMCJB
Forum:
TradeStation
July 25th, 2020, 12:39 PM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
Only thing I would say is that these were all in...
Only thing I would say is that these were all in 2001-2003 data so 17+ years old.
No idea on eSignal.
I would point out that this is probably not caused by the underlying data itself but probably...
Forum:
TradeStation
July 24th, 2020, 12:23 AM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
Last one. I promise.... ...
Last one. I promise....
https://nexusfi.com/attachment.php?attachmentid=303287
Forum:
TradeStation
July 23rd, 2020, 09:37 PM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
Sure you don't want me to post charts of them all...
Sure you don't want me to post charts of them all but just downloaded 20 years of @CL data and there's 16 obvious data errors all in 2001-2003. Must but not all are associated with US Holidays.
Forum:
TradeStation
July 23rd, 2020, 09:30 PM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
And another. That's 7 bad data points in a 6...
And another. That's 7 bad data points in a 6 month period.
https://nexusfi.com/attachment.php?attachmentid=303286
Forum:
TradeStation
July 23rd, 2020, 09:27 PM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
And another. Really not difficult to find.... ...
And another. Really not difficult to find....
https://nexusfi.com/attachment.php?attachmentid=303285
Forum:
TradeStation
July 23rd, 2020, 09:22 PM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
slicent Smells funny.... @CL 6/21 and...
slicent
Smells funny....
@CL
6/21 and 6/22/01 same open high low and close
6/25, 6/26 and 6/27/01 no prices at all!
https://nexusfi.com/attachment.php?attachmentid=303284
Forum:
TradeStation
July 10th, 2020, 11:09 PM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
Last Friday, the 3rd of July was a US Holiday....
Last Friday, the 3rd of July was a US Holiday. The Holiday is the 4th of July but since that was a Saturday it's celebrated on the Friday.
I don't know what product you trade, but talking about...
Forum:
TradeStation
July 10th, 2020, 11:26 AM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
Most of the data issues I found and reported...
Most of the data issues I found and reported involved Holidays. Some were real data issues and others were code not processing properly on Holidays.
Forum:
TradeStation
July 9th, 2020, 08:38 PM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
Don't know everybody probably does it...
Don't know everybody probably does it differently. I do know Trading Technologies push the price well before the 4pm close but they are not your traditional 'bar based trading software'
Forum:
TradeStation
July 9th, 2020, 06:01 PM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
Makes me think - you could have Daily as data1,...
Makes me think - you could have Daily as data1, 1440 as data2 and check them to see if they are different!
Forum:
TradeStation
July 9th, 2020, 05:39 PM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
You understand what vmodus is saying. The...
You understand what vmodus is saying. The settlement price of say Crude ("CL") is determined based upon trading between 1:28 and 1:30 Central Time. The exchange doesn't close or reset for the day...
Forum:
TradeStation
July 9th, 2020, 10:42 AM
Replies:
21
there may be some data error in TS
Views:
5,747
Posted By
SMCJB
I'm not a heavy Tradestation user and I've...
I'm not a heavy Tradestation user and I've discovered several cases of bad data. When notified they quietly fix it behind the scenes with no notice or record there was ever an issue. I believe this...
Showing results 1 to 12 of 12
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