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TS can't keep up with the market...
Topic URL:https://www.TradeStation.com/Discussions/Topic.aspx?Topic_ID=72685
Printed on:01/19/2008 12:06:53
Topic:
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Topic author:CarlC
Subject:TS can't keep up with the market...
Posted on:01/17/2008 10:41:03
Message:
Over 45 minutes now and the TS platform still can't keep up with the market data. I did a speed check, runnung cable dsl @ 4-6 megs tested against 4 different locations. Logged in and out, shut down all but 4 workspaces, still the position graph bar is showing the Dow down 60 when right now it's down 118. Charts won't update, matrix is useless. This has been getting progressively worse over the course of the last two weeks. There's just no way TS can keep up with todays markets.
CarlC
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Replies:
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Reply author:solidus
Replied on:01/17/2008 10:43:33
Message:
What kind of pc do you have? I haven't had my cpu over 20% all day - E6600 with lots of emini charts. Matrix has issues recently though.
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Reply author:CarlC
Replied on:01/17/2008 10:46:33
Message:
P4, 2.4 gig, 2 gig ram.
Maybe I need a dual or quad core?
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Reply author:solidus
Replied on:01/17/2008 10:48:55
Message:
Dualcore is a ton better than anything that came before in my experience.
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Reply author:TSAddict
Replied on:01/17/2008 10:54:21
Message:
Once again, a big market move and TS falls down. They just cannot cut it. Its not your computer, the TS Network Status screen said " Not Available" for all exchanges.
I don't think I will be a TSAddict for much longer, seen far too much of this sort of thing.
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Reply author:CarlC
Replied on:01/17/2008 10:56:30
Message:
I have a new Toshiba laptop at home with a dual core, 1.5 gig speed though. May have to try that.
Gee, I was gonna buy a new desktop, but with the money TS cost me this month, it'll have to wait. (Lots of back office snafu's that kept me from trading).
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Reply author:sunabeacho
Replied on:01/17/2008 10:57:58
Message:
Right now I see TradeStation ahead, thats right ahead of IB. Anywhere from 2-3 points on the ES. Although earlier I got an advisory from TS about data transmission problems.
Edit. Spoke too soon just had another data lag. Someone must have dug in the wrong spot agin in Chi town.
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Reply author:CarlC
Replied on:01/17/2008 11:00:56
Message:
TSaddict, I agree. I can see the T&S flying by so SOMEONE is executing. I just don't think it's TS clients. (though I can't tell if the trades are real time because they haven't fixed the TIMESTAMP ISSUE!).
This is TS's "subprime" mess.
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Reply author:superstar
Replied on:01/17/2008 11:02:16
Message:
OptionStation and data/matrix is not working. strange.does it make sense to connect to a different ts server?
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Reply author:ehjh
Replied on:01/17/2008 11:03:27
Message:
45 minutes ago TS message said that market data was delayed. Is it still delayed? They said that they would let us know when the sharks had keft the beach. At least tell us something even if its still delayed. I know in the past there has been a failure to remember that they said they would get back to us and we just never heard from them again on an issue.
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Reply author:twsn1
Replied on:01/17/2008 11:04:06
Message:
quote:
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Originally posted by sunabeacho
Right now I see TradeStation ahead, thats right ahead of IB. Anywhere from 2-3 points on the ES.
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Sun,
How do you measure the difference between IB and TS?
How would "data lag" be accurately measured?
Thanks
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Reply author:CarlC
Replied on:01/17/2008 11:04:40
Message:
sunabeach,
On more than one occasion market data has been compromised because of flooding of building basements in Chicago. Many buildings along the river have sump pumps running 24/7 to keep water away from the comm equipment and ducts. May be time to move from Chicago. How about the Norad bunker in CO?
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Reply author:sunabeacho
Replied on:01/17/2008 11:05:20
Message:
Eyeball it, very "scientific" I know. Right now they are printing the same. Hope it holds.
I've got a dash for a bar @ 1054am on esh08.
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Reply author:CarlC
Replied on:01/17/2008 11:07:09
Message:
Looks like TS is rebooting the trade or quote servers. Lets hope this helps.
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Reply author:CarlC
Replied on:01/17/2008 11:09:07
Message:
Nope, server just came back up, the quotes and the trades are 6 full S&P points apart.
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Reply author:sunabeacho
Replied on:01/17/2008 11:11:51
Message:
I am showing 1111am 1365.75 same as IB ESH08
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Reply author:sunabeacho
Replied on:01/17/2008 11:12:49
Message:
On Server 64.74.235.150
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Reply author:balha76202
Replied on:01/17/2008 11:14:11
Message:
Everytime that the market makes a VERY FAST MOVE, TS is down for me.
Hip Hip Hip Hourra for CQG. Never down but far more expensive.
balha76202
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Reply author:goose
Replied on:01/17/2008 11:14:22
Message:
Log off and then Log On again. That should clear it.
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Reply author:CarlC
Replied on:01/17/2008 11:15:35
Message:
TS, in all seriousness, I've read about a company call Limelight that's courts all the hedge fund firms and other brokers, offering some of the fastest connections to market data and execution servers. Might be time to give them a call?
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Reply author:mc2trader
Replied on:01/17/2008 11:18:50
Message:
I spent a half hour with the tech only to have him tell what he already knew but didn't tell me until we were done playing. That there was a data issue. This data problem caused me to lose money. I wonder how much money was lost as a result of bad data. T&S was updating but not charts or matix. Its a good thing I have another platform with someone else to see the data descrepenies. So when I was done with tech, they said, "sorry for the inconvenience".
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Reply author:Orion4077
Replied on:01/17/2008 11:20:36
Message:
I have had this problem... lagging charts... longer time frames laggin shorter TFs for a year. I have bought two new computers. Have a quad loaded. Still I have issues. Yes, I have read the performance threads, twice. Its not my PC or my internet connection. The user base here is absolutely stellar when it comes down to C++ code and memory management challenges with in the TS platform. I am 100% convinced.
My $.02
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Reply author:goose
Replied on:01/17/2008 11:31:16
Message:
TS sent the following message at 10:14:15.
U might want to make sure Ur messages window alert stays on until U click on it in the future.
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Reply author:Orion4077
Replied on:01/17/2008 11:31:51
Message:
Anyone want to comment on fear of TS performance (technology stress) + trading stress = big apprehension to enter an order...
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Reply author:CarlC
Replied on:01/17/2008 11:33:12
Message:
Balha, is CQG just a data provider, or do they offer order execution as well?
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Reply author:JaLee
Replied on:01/17/2008 11:34:44
Message:
OptionStation bid/ask quotes on TS have been frozen all morning. They are updating fine at my other broker.
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Reply author:Orion4077
Replied on:01/17/2008 11:51:30
Message:
TS network status said that the data network was down.... Logged back in and data is moving.... The website network status is unreliable.
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Reply author:mc2trader
Replied on:01/17/2008 12:29:22
Message:
This is a disgrace.
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Reply author:NorCalTrader
Replied on:01/17/2008 12:50:34
Message:
+10
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Reply author:Orion4077
Replied on:01/17/2008 13:00:10
Message:
I really think it is time to put the pressure on TS to fix these issues and publish an UPTIME statistic. For both data and order network. If we the public user group don't, nobody will. Then the exedus of clients will.
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Reply author:ChetnikTX
Replied on:01/17/2008 13:38:16
Message:
As a former Cybertrader client that has had to depend on my pos Streetsmartpro data feed over the last 2 days when in a position on my Tradestation system...this is distressing. I'm sure TS gained a lot of refugee accounts like mine, this is not the time to let the data go down.
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Reply author:Orion4077
Replied on:01/17/2008 14:31:31
Message:
Here we go again.... Ok Go.
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Reply author:tachyonv
Replied on:01/17/2008 14:40:20
Message:
There is no unusual data lag today with AMEX, NYSE, Nasdaq. In fact, TS is pretty fast today. I have a tool that measures TS data lag for a constant sample of 30 symbols that are a good benchmark for all three exchanges.
If anyone is having troubles with TS speed today on the equity markets, the problem lies on their own PC, broadband connections, custom EL code. etc.
If a trader has a fast dual core PC or even an average single 2.8 GHz processor like I do, and if the PC has 4 GB RAM, and a 6 MBS or faster broadband connection, and no hardware conflicts, no software conflicts like Norton AV, etc., then s/he is likely seeing the same fast TS today as I am.
If a trader does not have an adequate capacity fast enough PC and broadband connection, then during higher volume periods, TS will run slowly giving the illusion of a data lag, when it is simply not able to keep up with the TS data feed.
Even with a new very fast PC with 4 GB RAM or more if 64 bit, then a poor router, a poor Ethernet adapter, software conflicts, IRQ conflicts and the like, will cause TS to be too slow to keep up with the data feed. These conflicts can easily overpower any PC, TS, high end video games, etc.
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Reply author:Mathemagician
Replied on:01/17/2008 14:45:06
Message:
quote:
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Originally posted by tachyonv
There is no unusual data lag today with AMEX, NYSE, Nasdaq. In fact, TS is pretty fast today. I have a tool that measures TS data lag for a constant sample of 30 symbols that are a good benchmark for all three exchanges.
If anyone is having troubles with TS speed today on the equity markets, the problem lies on their own PC, broadband connections, custom EL code. etc.
If a trader has a fast dual core PC or even an average single 2.8 GHz processor like I do, and if the PC has 4 GB RAM, and a 6 MBS or faster broadband connection, and no hardware conflicts, no software conflicts like Norton AV, etc., then s/he is likely seeing the same fast TS today as I am.
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Tach, you do know that TS sent a message out today that they are experiencing issues and data may be delayed?
jj
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Reply author:_Nemo
Replied on:01/17/2008 14:50:17
Message:
No problems here either, but that doesn't mean that other people on different servers aren't getting bad lags ...
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Reply author:ChetnikTX
Replied on:01/17/2008 14:52:28
Message:
quote:
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Originally posted by Mathemagician
quote:
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Originally posted by tachyonv
There is no unusual data lag today with AMEX, NYSE, Nasdaq. In fact, TS is pretty fast today. I have a tool that measures TS data lag for a constant sample of 30 symbols that are a good benchmark for all three exchanges.
If anyone is having troubles with TS speed today on the equity markets, the problem lies on their own PC, broadband connections, custom EL code. etc.
If a trader has a fast dual core PC or even an average single 2.8 GHz processor like I do, and if the PC has 4 GB RAM, and a 6 MBS or faster broadband connection, and no hardware conflicts, no software conflicts like Norton AV, etc., then s/he is likely seeing the same fast TS today as I am.
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Tach, you do know that TS sent a message out today that they are experiencing issues and data may be delayed?
jj
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2.8ghz dualcore pentium, 3gb RAM, serial drives, and a 20mbs (yes, twenty not two point zero) download broadband, no custom code, and 30 symbols on the RadarScreen. Sorry, the issues today were not PC/ISP related.
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Reply author:tachyonv
Replied on:01/17/2008 15:02:03
Message:
Big oops, with apology...I was not active on TS during the slow down this morning and did not notice the message center message until just a minute ago. Sorry!
However, TS has been running fine here for some time. Also, I do not trade futures, in the event only futures were impacted.
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Reply author:ehjh
Replied on:01/17/2008 15:23:46
Message:
Tachyonv do you have another data feed to compare TS to? My system seems fine today but I have no way to know if the data is behind or not. I do wish that TS would keep us better informed as to just what data is affected if indeed it is just a particular server or something of that nature instead of the generic sort of Data Delay maybe thing they did today. Im waiting to see them give the all clear signal though. Hope they dont forget that we need to know when they get it resolved.
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Reply author:bluelagoon
Replied on:01/17/2008 15:25:35
Message:
in short, TS needs to take their source code, strip it off MS .NET bloatware dependency and port to Linux, then we all can run 100+ charts on 1Ghz/512mb machines, else welcome to world of bloatware OS where you need a freaking 3Ghz/2Gb machine to run 10 charts...
regards.
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Reply author:eaglenest
Replied on:01/17/2008 15:28:02
Message:
with all due respect folks,save it for the tourist! TS has had data problems all day since 10:02 am today. confirmed by phone w/ TS tech w/ whom i highly regard.so once again SAVE IT FOR THE TOURIST!. just for the record i run an o/c intc e6850 w/ 4gb ddr2 1000.its not my hardare @ fault.
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Reply author:Mathemagician
Replied on:01/17/2008 15:28:42
Message:
quote:
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Originally posted by tachyonv
Big oops, with apology...I was not active on TS during the slow down this morning and did not notice the message center message until just a minute ago. Sorry!
However, TS has been running fine here for some time. Also, I do not trade futures, in the event only futures were impacted.
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No worries, my friend. You took time out of a busy trading day to help out, and your intentions are unassailable.
jj
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Reply author:ChetnikTX
Replied on:01/17/2008 15:48:25
Message:
quote:
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Originally posted by ehjh
Tachyonv do you have another data feed to compare TS to? My system seems fine today but I have no way to know if the data is behind or not. I do wish that TS would keep us better informed as to just what data is affected if indeed it is just a particular server or something of that nature instead of the generic sort of Data Delay maybe thing they did today. Im waiting to see them give the all clear signal though. Hope they dont forget that we need to know when they get it resolved.
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3:37 et and we're down again. T&S working but lvl2 is hopeless. I'm comparing to my streetsmart feed. The SSP feed is one that I can guarantee you will go down if there is high volume and it has been working fine all day. Good luck everyone.
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Reply author:tachyonv
Replied on:01/17/2008 15:49:21
Message:
ehjh, I have an indicator developed by another trader herein that measures data lag between the exchanges' date and time data stamps, and my local PC time, synched to an atomic clock. I do not have another data feed/trading software provider at the moment, with which to compare data feeds.
Yes, TS ought to keep us better informed. The Message Center needs some sort of different color or blinking patterns, for example, to distinguish between notices about training and holidays, versus problems...so that some like me do not ignore the messages during the trading day.
FWIW, no data delays here at all, while I've been at the PC. My data feed usually comes via Dallas servers rather than the Chicago or Florida server farms, which might also make a difference.
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Reply author:tachyonv
Replied on:01/17/2008 16:01:52
Message:
ChetnikTX, I stopped using Level II about three years ago, it was/is too full of disinformation what with the sophisticated order execution management systems of many large institutions and funds that interpret and react far faster than one of us individual traders can. I use only the Time & Sales window, actual trades only - and even there, there is a heck of a lot of intentions cloaking.
Anyway, since I don't use Level 2, did not experience what you did today...further explaining differences in what we've seen.
FWIW my fills today were fast aside from charts and RS being ok while I was watching them and the data lag measuring indicator.
Also FWIW, I suspect that TS may be implementing server side performance improvements, which might account for the recent problems. Might/might not be the case, but I hope this is the reason, have no way to know for sure personally...other than I'd guess that a TS performance improvement release will be released some day, sooner the better.
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Reply author:eaglenest
Replied on:01/17/2008 16:13:14
Message:
tach, to the best of my knowledge the last time i looked there was no "server farm" in plantation,just an empty room.i am connected via IL,live 30min away from TS in s.fla. & have had ts data problems all day, the last seris was about 30 min ago.while i'll say 90% or more of the time it is a user hardware\softwae problem, it is wrong to always insist so.there have been TS server problems today.they are busily going thru each blade, as each had a different set of tick data.trading is difficult enough! good luck.
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Reply author:ChetnikTX
Replied on:01/17/2008 16:27:00
Message:
tachyonv, I agree re: lvl2 but just for the sake of logging all the problems I had today:
lvl2: hopeless
T&S: went out during the morning brownout, worked ok till the close
Charts: worked when T&S did
Radarscreen: down during the morning
OptionStation: intermittent data updates all day
Order execution: The one bright spot. Limits were fast and market orders matched what I was seeing on my Streetsmart feed.
Sorry if I sound like the FNG around here, but like I said I am one of those who got f'd during the cybertrader downfall. I know many CT clients who remained quiet and took a wait and see attitude while things got progressively worse. To have TS suffer from 3 data brownouts on non-fed days is unacceptable.
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Reply author:m-u-r-p-h-y
Replied on:01/17/2008 18:14:19
Message:
https://www.tradestation.com/Discussions/Topic.aspx?Topic_ID=48579
are you experience similiar problems these days? still no response from TS . . .
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Reply author:SB
Replied on:01/17/2008 19:04:41
Message:
I'm missing intraday data on most equity symbols. This problem still hasn't been fixed? Seems like it is worse.... NO DATA!
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Reply author:TSAddict
Replied on:01/18/2008 05:11:43
Message:
Thank's Goose for a very sensible suggestion, I have to admit that I didn't know Notification Preferences existed.
It is essential to know that its not just your own setup thats causing the problem, else you restart TS, then reboot your computer as I did, all to no avail.
This does not happen often, but it does happen to TS every time we get a big, fast market move. When you are in a chat room with a lot of traders many of whom are using different feeds and they are saying things like, "Wow got 9 points out of that", it is of limited help to watch a stationary Matrix and know that its TSs' fault.
They just do not have enough bandwidth at such times.
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Reply author:CarlC
Replied on:01/18/2008 08:40:47
Message:
TSAddict, the notices would be more welcomed if they were timely and informative. Unfortunately the problem has to be of such a severe nature before TS acknowledges a problem, and usually there is one post just telling you they're working on the problem. Updates are rare, and usually happen long after the problem is resolved.
A few months ago the trade servers went down a little after midnight, which affects most futures traders. 4 hours later there still wasn't any notifiaction of a problem unless you called TS, and that was impossible because the phones were tied up. If you checked the message center, no acknowledgement of a problem. If you checked the TS status page, all indicators were green. Personally, I have never seen any of the status indicators other than green, even when the system or data has been down for hours.
I used to be with MyTrack, and the one thing they excelled at was keeping the customer informed via a live text chat link each manned with a MyTrack moderator. There were about 20 different chat rooms tailored to specific problems (data, trading, accounting, charting, etc.) or underlying securities such as stocks, options, futures, etc. If there was a problem the moderator was quick to report it, and quick to let you know the ETA on a resolution. They could also troubleshoot most problems in a fraction of the time it takes TS to respond or even answer the phone. Other traders also helped to keep others informed while the moderator was busy. It was very efficient and trader tensions were low. As I've said a hundred times, just keep us posted and let us know whats going on. Don't tell us to call tech support when you know the wait time is measured in hours or all the lines are busy. And last, we're understanding to a point, but when the problems happen time after time and you don't address the underlying issue, then it's time to look else where.
While I like TS's charting, I am looking at another broker to fill in some gaps that TS won't address, such as day trade margin for futures at all times, day trade margin for more than the 5 futures TS allows, better OSO, OCO, and trailing stop management via Ninja (TS hasn't addressed a major concern in this area in over two years). I'm more in need of a broker that can better accommodate the bulk of my trading, which occurs outside the 9:30 to 4:00 time frame. IMO TS isn't paying enuogh attention to the needs of the 24/7 futures trader. They want to wander in at 8:30 and go home at 4:15.
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Reply author:SB
Replied on:01/18/2008 09:36:49
Message:
How come no one at TS has chimed in here? Seems like they would be bending over backwards to assure that this won't happen again and address the steps they are taking going forward.....
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Reply author:ehjh
Replied on:01/18/2008 10:45:04
Message:
Well not only did they not chime in here but they did not ever post to the platform message center that the issue had been resolved and further they deleted the message from yesterday morning that there was a data problem. Whats up with that?
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Reply author:CarlC
Replied on:01/18/2008 11:48:52
Message:
Data problem? What data problem?
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Reply author:TSAddict
Replied on:01/18/2008 12:05:12
Message:
Yes Carl, I have been looking at Ninja for some time now and as soon as I can get up to speed with C# and their system and get my stuff to work on their simulator, ( YES TS THEY OFFER A FREE SIMULATOR ), I will be off.
I was not intending to minimise TS's problems on my previous post - far from it.
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Reply author:Skydog-1
Replied on:01/18/2008 12:49:55
Message:
OK folks,
I just spoke to Johnathan at TS tech support (~9:25pst) and he told me that TS is currently experiencing data feed problems (as announced through TS message center. He also stated (and I told him I would be posting his response here) they, TS, would announce through the TS message center when they believe the problem has been resolved. I told Johnathan that I did not want to clog their phone lines every hour to see if the issue has been resolved so to make sure and update the message center........now maybe he's just holding my hand a bit while blowing smoke u.......well, you know what I mean, anyway....
I explained that my system (AMD64+ Socket939 based, 4G 3200 DDR) did not appear to experience such data lag issues in the past and that I did not want to modify settings on my PC if they worked recently but not now. Because, then I would have compounded the problems when it was really a TS data feed issue. And, yes, this is a complex world of technology, and the CME just got married to the CBOT and it's obvious they are probably still stuck the the "honeymoon" suite , and the TS/CME/CBOT IT gurus need to complete their handshake processes and get the bugs out of the corners, and then finally we can all get back to business as usual.
So, I guess it's gonna be an xtra long weekend for some of us, have fun and enjoy.
Blessings to all,
Sky
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Reply author:CarlC
Replied on:01/18/2008 13:08:59
Message:
TSA, what is C#? I've downloaded their simulator, haven't heard about C#.
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Reply author:ehjh
Replied on:01/18/2008 13:26:07
Message:
I did not get any message from TS about a data problem. Are you talking about today Skydog? Or are you talking yesterdays message?
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Reply author:tachyonv
Replied on:01/18/2008 13:39:19
Message:
No data issues here in Dallas for me, so far today, for equities - NYSE, NASDAQ, AMEX - but I do not use Level II or Matrix, and trade only equities. Order fills in and out very fast and good today also...so far.
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Reply author:TSAddict
Replied on:01/18/2008 14:55:20
Message:
Their user programing language is C Sharp (C# for short).
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Reply author:TSAddict
Replied on:01/18/2008 14:55:42
Message:
Ninja that is - Carl.
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Reply author:goose
Replied on:01/18/2008 15:59:35
Message:
Today, my data lag indicator has logged < 3 ticks out of 10,000 for both ESH08 and ER2H08 which were processed on my computer over 2 seconds from the Exchange TimeStamp. This is with ES volume running 138% > normal day and ER2 running 131%.
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Reply author:Skydog-1
Replied on:01/18/2008 16:41:26
Message:
Hi folks,
Reporting back in at 13:01 pst on my data lag findings.
Yesterday I upgraded to 8.3 v1419 because I was experiencing a large chart to T&S to vol. to matrix price change lag on the @ESH08 futures, so I called tech support this morning (1/18) and spoke to Johnathan (see post above) who was very professional in his help. Actually, I've not had a negative tech support experience to date.
Johnathan, said they had a data issue and by the way most traders are trading the ESH08 contract not the @ESH08 so I switched to the ESH08 but still with problems. But, after realizing the "old timers" (sorry, dudes and dudettes for the insinuation.....solidus, tachyonv, goose, et. al) were not really having these problems I decided to review my code WRT the new 8.3 "same-tick optimization" on price change only.
I went into all my indicators and removed the "intrabarpersist" on the old update on "lastclose <> close" code and forced every indicator to update "On" price change via the format indicator advanced tab and removed the "auto-detect" and forced to "On". My current indicator If...then statement now asks:
var: Lastclose (0); (removed intrabarpersists)
If close <> Lastclose then begin........remainder of indicator code.
Now, things are looking good as far as syncronization of the price in the matrix to vol. to T&S to the charts except..........
I am getting a non-stop tic flow message in the TS Events Log that states in the Events Details window:
Date/Time: current date/time of tic
Workspace: Unavailable
Window: Unavailable
Event: 65536 - ERROR: NO NAME and NO ADD
Can anyone point me into the right direction as to what this error might be referencing. Tech support said it was an indicator setting or code not set correctly.
So if I force each indicator to "on" in the "same-tick optimization" on the advanced tab of the format indicator and I have some indicators that are checking for "barstatus 1 = 1" (checking each tick) and I have update intrabar checked ........... is this a conflict and could this be my problem????
Any help on the Error message is greatly appreciated.
Kindest regards,
Sky
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Reply author:goose
Replied on:01/18/2008 17:16:15
Message:
My symbols are @ESH08.D and @ER2H08.D.
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Reply author:goose
Replied on:01/18/2008 17:18:04
Message:
I'll be glad to look at Ur code over the weekend. U can send it to me via PM.
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Reply author:Skydog-1
Replied on:01/18/2008 18:35:12
Message:
Thanks gooose......I do appreciate it....let me take a look at some excerpts and do a bit more study on the forums for rolling over my indicators to the new "same-tick optimization" indicators. I remember solidus gave a bit of info on this a while back but now I have a few "honey-do's" to attend to and will return soon.
Thanks again,
Sky
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Reply author:willie1
Replied on:01/19/2008 11:30:20
Message:
Just read a ton of responses on this forum re data. I did not see one saying that PERHAPS THE DATA IS BEING MANIPULATED. This problem was never there until TS became the account and trading platform. Welcome to the wild west of forex trading/manipulation/stop running/ and and and. They all do it.
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