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[hooya] 25/3/2004 14:33

if its good enough for a indu 40 point gap its good enough for the UKx

[hooya] 25/3/2004 13:18

The LSE i.e the data provider includes it

[mgmoore] 25/3/2004 13:17

DavidW

I see where you are coming from, but surely the data must be included somewhere, as it is part of the market activity.

quote
"c) include the auctions in the first/last candles. this does however corrupt the data, if the last period goes from 1000 to 1002, and then in the post-market auction it moves from 1002 to 995, it would redraw the last period as OHLC of 1000, 1002, 995, 995, which is technically incorrect for the last data period."

But it does represent how the market wished to finish for the day

[hooya] 25/3/2004 13:16

Just out of interest David do ADVFN include auction volume????

[hooya] 25/3/2004 13:10

the official open for today is



if so then the candle has to reflect this but
if the official open is the gap up so be it change the quote ..but it would be wrong.
Maybe you are diplaying the data that you take but that doesnt mean it isnt being pulled at the wrong time

I cant believe its that hard to set the first candle of the day to post auction price every othe package does it.

[fross] 25/3/2004 13:08

lo Hooya, mgmoore,

just a couple of quick notes - i've seen data come in from auctions up to fifteen minutes after the market close. this causes a problem and there are two imperfect solutions:

a) draw an extra 15 minutes each day. if the data is not there, eg auction closes after 5 mins one day, then you have ten periods of blank (or unmoving) data and your studies all go to pot.

b) vary the size of this period according to the data. this can then mess up other things as you have variable-length days.

there is another way...

c) include the auctions in the first/last candles. this does however corrupt the data, if the last period goes from 1000 to 1002, and then in the post-market auction it moves from 1002 to 995, it would redraw the last period as OHLC of 1000, 1002, 995, 995, which is technically incorrect for the last data period.

i understand where you're coming from, but you have to understand also that any of these solutions is "wrong" in that the data displayed will not be 100% correct for the above reasons. if we can find a solution that works for them all i'd be happy to code it :)

DavidW

[hooya] 25/3/2004 13:03

better read the official response link at the foot of the header Dondee

[dondee] 25/3/2004 13:00

Any comment from ADVFN? Or the usual silence!!

[hooya] 25/3/2004 12:59

also I guess it effects the indicators as well? if they miss out on a 10 point move they might not show a break above the 70 on an rsi or something?

[hooya] 25/3/2004 12:52

Thats correct but candles stick charts werent designed (originally) to show gap openings? But as you say you could include the post auction price in the last candle but most charting packages chose to do this in the opening candle. BUt still havnt found one that doesnt include the official close.

[mgmoore] 25/3/2004 12:40

I am not sure as to setting open= post auction as it is quite feasible to have a gap at opening, particularly if there has been a strong move in the futures overnight. I didn't see the first trade this am, but I would not have been suprised if it was higher than the 4309.4 closing auction price, but I do believe that they can get the charts right, if they want to!!!!

[hooya] 25/3/2004 12:32

Auction is 5 mins usually but can take longer for price to come through. The quote for UKX at 4.36pm does have the correct price so it would be very easy for them to set open= post auction price for the start of say but for somereason they dont want to????

[mgmoore] 25/3/2004 12:29

Hooya
I agree with you. The charts are false if they do not include the closing auction, and it is particularly relevant if a new low or high for the day is being made. I get eod data from elsewhere for my metastock charts and they incude what has happened in the auction.

I was under the impression that the auction lasted only 10 mins, to 16.40
Since advfn streaming on uk stocks etc finishes at 17.30, I would have thought it is possible to do an adjustment to the final price of the day to take this into account, even if this adjustment does not appear on the chart till 17.30. At least then it would be the correct final price for the day.

I assume David from Advfn will be looking in on this thread, so perhaps he would like to comment.

[hooya] 25/3/2004 12:18

Right here is a thread and I really do hope some consider this seriously as I think it is a very important to those who pay for charting?

I will also reinstate the UKX thread now as we have finally had a reply to my posts on the Problem Thread. 12 trading hours after post yesterday mind you.

[hooya] 25/3/2004 11:56

ADVFN Streaming Charts Downtime: Week 9th August

Monday 9th August:- Maintanance down time 30 mins
Tuedsay 10th August : 8am-9:26 am----site failure..total down time 1hr26 mins
Tuesday 10th August : 10:26am -12:49pm -completely off line total time 1hr 51mins


Total down time :4hr 19 mins out of 17hrs 50mins....about 21% total downtime

[mrgaribaldi] 25/4/2003 20:52

damn charts...

[mrgaribaldi] 25/4/2003 10:39

Well no Joy, my streaming is working fine but the streaming charts still screw my system, they seem to set off the memory leak of memory leaks in IE >180k CPU >90%.

Hopefully the competition will have theirs up soon, their customer service is strangely very good which is a welcome change.

[mrgaribaldi] 24/4/2003 16:51

Thanks Sir Lancelot will see if that helps in the morning.

[sir lancelot] 24/4/2003 16:44

I'm no expert mr garibaldi but heard somewhere that you might have a problem with java. Look on this link to see if you can solve your problem.




If you need any help or opinions in future, donot hesitate to ask on the warmest thread in ADVFN.

[mrgaribaldi] 24/4/2003 16:37

Anyone with XP suffer with the graphs>?

[mrgaribaldi] 24/4/2003 15:14

do you ever get the feeling that you are talking to yourself?

Just for fun

..
.

Understanding Engineers - Take One

Two engineering students crossing the campus when one said,
"Where did you get such a great bike?"
The second engineer replied, "Well, I was walking along yesterday minding my own business when a beautiful woman rode up on this bike. She threw the bike to the ground, took off all her clothes and said, "Take what you want."
The second engineer nodded approvingly, "Good choice; the clothes
probably wouldn't have fit."


Understanding Engineers - Take Two

To the optimist, the glass is half full.
To the pessimist, the glass is half empty.
To the engineer, the glass is twice as big as it needs to be.


Understanding Engineers - Take three

An engineer was crossing a road one day when a frog called out to him and said, "If you kiss me, I'll turn into a beautiful Princess."
He bent over, picked up the frog and put it in his pocket.
The frog spoke up again and said, "If you kiss me and turn me back into a beautiful princess, I will stay with you for one week."
The engineer took the frog out of his pocket, smiled at it and returned it to the pocket.
The frog then cried out, "If you kiss me and turn me back into a princess, I'll stay with you and do ANYTHING you want."
Again the engineer took the frog out, smiled at it and put it back into his pocket.
Finally, the frog asked, "What is the matter? I've told you I'm a beautiful princess, and that I'll stay with you and do anything you want. Why won't you kiss me?"
The engineer said, "Look, I'm an engineer. I don't have time or money for a girlfriend, but a talking frog, now that's cool."


Understanding Engineers - Take Four

What is the difference between Mechanical Engineers and Civil Engineers?
Mechanical Engineers build weapons and Civil Engineers build targets.


Understanding Engineers - Take Five

The graduate with a Science degree asks, "Why does it work?" The graduate with an Engineering degree asks, "How does it work?" The graduate with an Accounting degree asks, "How much will it cost?" The graduate with an Arts degree asks, "Do you want fries with that?"


Understanding Engineers - Take Six

Three engineering students were gathered together discussing the possible designers of the human body.
One said, "It was a mechanical engineer. Just look at all the joints."
Another said, "No, it was an electrical engineer. The nervous system has many thousands of electrical connections."
The last one said, "Actually it was a civil engineer. Who else would run a toxic waste pipeline through a recreational area?"


Understanding Engineers - Take Seven

Normal people believe that if it ain't broke, don't fix it. Engineers believe that if it ain't broke, it doesn't have enough features yet."


Understanding Engineers - Take Eight

An architect, an artist and an engineer were discussing whether it was better to spend time with the wife or a mistress.
The architect said he enjoyed time with his wife, building a solid foundation for an enduring relationship.
The artist said he enjoyed time with his mistress, because of the passion and mystery he found there.
The engineer said, "I like both."
"Both?"
"Yeah. If you have a wife and a mistress, they will each assume you are spending time with the other woman, and you can go to the lab and get some work done."

[mrgaribaldi] 24/4/2003 14:43

ttt

zZz...

[mrgaribaldi] 24/4/2003 14:04

Anyone else with XP have this problem ??