RE: Bug in claim activiation


Subject: RE: Bug in claim activiation
From: Erik Diehn (erikd@cometsystems.com)
Date: Thu Mar 09 2000 - 12:52:44 PST


Okay, done. It's still not listed as active, despite a .01 spread.

FWIW, I think 10% might be a little close. 20% may be more realistic.

Erik Diehn

> -----Original Message-----
> From: pcm@rahul.net [mailto:pcm@rahul.net]
> Sent: Thursday, March 09, 2000 3:37 PM
> To: usifex-discuss@usifex.com
> Subject: Re: Bug in claim activiation
>
>
>
> erikd@cometsystems.com (Erik Diehn) writes:
> >Claim BUSH has two players involved and enough bid/asks to
> become active;
> >for some reason, however, it's still in a waiting state. I
> suspect this is
> >because there were limit orders placed that actually match
> one another -- in
> >other words, orders that would have resulted in a trade, had
> the claim not
> >been waiting. GDP4h had no problems activating. You may wish
> to examine the
> >code that activates claims.
>
> There is an additional criterion (which I haven't found a
> nice way to show
> on the list of waiting claims) that the bid/ask spread be
> less than or equal
> to 10% of the probable range. There was a caching bug (fixed
> now) which
> mistakenly caused it to think the spread was larger than that.
> Can you cancel and reenter the order which should have executed?
> --
> --------------------------------------------------------------
> ----------
> Peter McCluskey | Boycott Amazon.com until they stop suing
> http://www.rahul.net/pcm | companies that support 1-click shopping.
>



This archive was generated by hypermail 2b28critmail : Wed Aug 22 2001 - 05:25:00 PDT