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Jittery data from port 7000

Posted: 23 Apr 2007
by yosnappyj
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.

Posted: 26 Apr 2007
by Kate
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.

Posted: 26 Apr 2007
by yosnappyj
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?

Posted: 30 Apr 2007
by Kate
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.