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$VOLDQ - 2 Billion Error

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  • $VOLDQ - 2 Billion Error

    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

  • #2
    Yep saw that,
    Attached Files
    Hope for the best.....Plan for the worst!

    Comment


    • #3
      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.

      Comment


      • #4
        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
        Attached Files

        Comment


        • #5
          Any update ?

          Comment


          • #6
            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.

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