Hello,
This afternoon this CDN symbol C.XIU showed perhaps 20 flat candlesticks plus a string of Gravestone Doji. Now all of that is gone and normal candles are present. I have noticed this happening on other symbols where there are a series of flat candlesticks. I use CVB charts so if the volume is more than my setting I will get this. However, I seem to be experiencing this too often and on too many symbols.
Would you please check your CDN stock data to see if there is an internal problem or with your feed from the TSX? My volume chart this was experienced on was the V117649 chart. Thank you for your help as always.

Kindest regards,


Tim

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

I would very much appreciate a reply as to what if anything has been done. Thank you for your help.

Best regards,


Tim

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

Raven4ns
I am still having the market department look over the data to see if there is any reason for this kind of action. Thanks for you patience.

Thank you LorenF for checking on this for me. I appreciate your help.

Kindest regards,

Tim

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

Hello,

Has there been any word regarding the CDN data? Thank you.

Tim

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

There are quite a few stocks with the flat candles this morning. These candles appear at the end of the day and at the beginning of the day for the most part. Do you have any idea why? I would very much appreciate some feed-back on this. Thank you.

Regards,

Tim

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

Hi Tim,

I have forwarded this to Market Integrity. I will let you know what they find on it.

THANKS

Thank you Stan, I appreciate your help. I use volume charts and this sort of problem makes them virtually unusable except for a period during the middle of the day. Thank you again,


Tim

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

Hi Tim,

Here is what Market Integrity found

These are dashes since it is the same price for those minutes (1601,1628, and 1631). These trades after the close have been confirmed on another source.

Hi Stan,
I can understand a dash for a brief period of time but not all of these. I will send a screen shot to show you what I mean.

Tim

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

Here is the screen shot.

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

for some reason the file won't attach.

Tim

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

I am trying with IE.

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

Hello Tim, after checking into this after looking at the screenshot that you posted. What you are seeing is correct in the flat lines coming through. As from one of my previous posts, depending on what type of Volume chart you are looking at yes it will do this. What happens is if a really large trade goes through that is higher than what you are looking at then the chart will basically flat line at the same price until it finishes that trade. so if you are looking at a 50 volume chart and a 1000 volume comes through at a price of 3.50 it will stay at 3.50 until it has plotted all of that trade, another way to look at it is every 50 points of volume it will create a bar then it will make a new bar for the same data for 50 points and so on and so on until that 1000 volume has been plotted. This will also happen on range charts as well if you look at them.

Since you are looking at a 117649 Volume bar chart, you would think that this would be large enough to combat this however on the symbol of the chart you post C.TRP that morning it posted several large trades right at the open from ranging from 191k to almost 600k shares on single trades. I have included a Time & Sales with the data from Friday Morning to show the trades that are causing those flat lines to show up on the charts. I have also double checked this data with our Market Data Integrity Team to make sure that it is correct and they have told me that it is. I also was able to reproduce this chart here within my own AB software since that is the software you are using. Plus, since these are Volume Charts we have little control over how charting software plots the data since we do not store volume besides what is in the Tick History directly. So many times what will happen is when you reload the chart it will look different than what it was previously rather than being constant like a normal Tick or Minute chart.

Thanks.

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Curtis Thompson
curtis.thompson@dtn.com
Trading Markets Customer Service
1-800-397-7000 x3614
Edited by DTN_CurtisT on Dec 23, 2008 at 12:58 PM

Since, my Time and Sales did not post I am trying again to upload it to this post.

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Curtis Thompson
curtis.thompson@dtn.com
Trading Markets Customer Service
1-800-397-7000 x3614

Since it is not letting me upload the Time & Sales data I will email you with it so you can take a look Tim.

Thanks.

Curtis Thompson
curtis.thompson@dtn.com
Trading Markets Customer Service
1-800-397-7000 x3614
Edited by DTN_CurtisT on Dec 23, 2008 at 01:05 PM
Edited by DTN_CurtisT on Dec 23, 2008 at 01:05 PM

Hi Curtis,
Thank you for the answer to my question. It must be a sign of the times because normally I wouldn't see this with my volume charts. I also use a V823543 and it was showing up on it which was why I felt there was something wrong. In any event, thank you again for your help, Curtis, I appreciate it as always.

Warmest regards,


Tim

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TIM
The measure of a man is not how many times he gets knocked down.... but how many times he gets back up.

Hello Tim, you're welcome, if you have any other problems or questions please let us know.

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Curtis Thompson
curtis.thompson@dtn.com
Trading Markets Customer Service
1-800-397-7000 x3614