Jittery data from port 7000

Questions about MCFX and MCFX Data Feed.
yosnappyj
Posts: 112
Joined: 14 Feb 2007

Jittery data from port 7000

Postby yosnappyj » 23 Apr 2007

I'm getting jittery artifacts in the port 7000 data feed for the EURUSD pair. I've noticed them before, and have generally just switched to another port, but I'm uploading a screen grab just to record the behaviour. This was around 1000GMT 23/04/2007.
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Jittery7000.png
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Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 26 Apr 2007

James,

We saw these spikes received from 7000 port, but the matter is that we don't know what filtering mechanism to apply to filter such ticks and what ticks to consider incorrect. If we make the filtration range too narrow it may result in filtering out all the ticks during periods of high volatility.

yosnappyj
Posts: 112
Joined: 14 Feb 2007

Postby yosnappyj » 26 Apr 2007

We saw these spikes received from 7000 port, but the matter is that we don't know what filtering mechanism to apply to filter such ticks and what ticks to consider incorrect. If we make the filtration range too narrow it may result in filtering out all the ticks during periods of high volatility.
Thanks Kate.

I agree it would be hard to know how to filter these spikes, but this doesn't reflect well on the quality of the data you're buying. Is this something your data feed provider can fix?

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Kate
Posts: 758
Joined: 08 Dec 2006

Postby Kate » 30 Apr 2007

Is this something your data feed provider can fix?
No, this data vendor provides raw data and won't do a filter, so our developers are going to filter out its data on our side.


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