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ThinkpadX200s

09/27/07 12:23 PM

#524 RE: Hitman #523

Oh Ok that makes sense.. Thanks
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rjc2827

09/27/07 12:32 PM

#526 RE: Hitman #523

This may happen occasionally, but in the normal course of trading, I think that what’s happening is as follows:

It seems to me that the Pink feed supplied to iFinix is carrying different information than is coming in from the other exchanges.

For the “normal” exchanges, when someone sells me 100 shares, that information moves through the data feed as 1 “transaction” of 100 shares. With the pink feed, it shows as 1 “trade” of 100 shares (Seller to MM), then 1 “trade” of 100 shares (MM to me). These are the “double prints” that we are seeing.

With the earlier RealTime code, we didn’t see the double prints in the TOS, but we did see the sum of the two 100 share "trades" accumulated in the daily volume figures.

The trick is, perhaps, to handle all feeds with the same code, even though the information across the various exchange feeds varies in how they are reporting things.

It’s a problem, but a problem that can be solved; and ultimately … it will be solved.

rjc