$VOLDQ - 2 Billion Error

[tallbs]

Every time $VOLDQ hits either + or - 2 billion volume for a day it flips to the opposite +ve or -ve value.

The last couple of weeks have been a real mess in VOLDQ chart terms.

Why is it doing this ? Can you fix it please.

Thanks

TallBS

[dhunniford]

Yep saw that,

[eSignal_AveryH]

Tallbs and Dhunniford,

We are aware of an issue regarding data for $TVOLDQ. When $TVOLDQ reaches or exceed this a certain threshold, the data loops around.

Our QA department is looking into the the issue and once we have more information we will post back here.

[tallbs]

Avery,

Looking back over some charts yesterday I found this example from July 2007. Clearly this issue has been out there for a while - but has really hit home as an issue with the recent markets.

Can you find out where this is in the QA Dept's workstack because it is a major factor in my trading system ?

Thanks

TallBS

[tallbs]

Any update ?

[ScottJ]

Hi,

The bug is confirmed and now in the hands of one of our development teams to address. Quite a few higher-profile projects are ahead of it so it may be a while.

In the meantime, there appears to be a workaround for it by creating a user-defined spread. Using the same components, I did a custom symbol and as you can see here, when $VOLDQ flips, the user-defined symbol does not. You can also see the data matches exactly until the point it flips.



For more on symbol spreads, please review this KB article.

Hope that helps.