=============================================================================== Release Notes - Tick Data - Version TICKWRITE7|20100416 [TIK-345] - Non-networked Version of TickWrite New features that allows certain customers without Internet connectivity install and configure TickWrite. [TIK-359] - Ambigous Completion Message When Data is Skipped When a job is configured to skip existing files and all files already exist, the application correctly extracts no data but gives a message that no data was found. This was misleading and was changed to indicated that the job completed successfully. [TIK-435] - Exchange and Region Caches Were not Being Refreshed When certain metadata was downloaded such as exchange or holiday information, the cache was not being automatically refreshed and required a restart of the TickWrite GUI and background service. This was corrected. [TIK-439] - Remove unneeded 3rd executable (TickWriteService.exe). Application was consolidated to eliminate the TickWriteService executable which gives the application a smaller footprint. [TIK-448] - Remove Break Jobs From TickWrite GUI Break jobs feature was removed from the TickWrite GUI due to lack of use and the need for more vertical space on the user interface. [TIK-450] - Move Next Most Active from checkbox to Contract dropdown item. For clarity, the Next Most Active checkbox was made into an item on the Contract dropdown menu. Existing jobs will be converted automatically when they are opened/run. [TIK-452] - Move Allow Negative Checkbox to Futures Preferences Page The Allow Negative checkbox was made into a global setting on under Setup -> Preferences -> Futures Preferences [TIK-453] - FUTURES - Change the Back Contract Feature to not use the calculated front month roll dates when determining roll dates for the nBack contracts Previously, rolling back contracts on auto-roll always used the font month's roll date without regard to the tick count of the back contracts. This has been changed so that the roll date will be based on the back contract's roll date. The implication is that if the same date range for the same instrument is extracted as Front month and then again as First Back, the roll dates will not necessarily be the same. [TIK-459] - FUTURES - Allows users the choice to force non-adjusted continuous contracts to have the same roll dates as adjusted continuos contracts. Checkbox added to global Futures preferences that can determine whether or not non-adjusting jobs should have the same roll dates as the same job with adjustments (when adjusting, the initally calculated roll date might be moved because an adjustment factor cannot be determined). See the user guide for more details on this new feature. [TIK-460] - FUTURES - Continuous Contract Roll - Allow users to constrain days acceptable to move roll dates in order to find adjustment factor. Checkbox added to global Futures preferences that deterimine how many days a roll date can move in order to find a valid adjustment factor (when adjusting, the initally calculated roll date might be moved because an adjustment factor cannot be determined). See the user guide for more details on this new feature. [TIK-462] - FUTURES - Allow users to specify contracts to output New advanced tab added to TickWrite user interface for Futures. This allows users to only consider certain contract cycles when creating continuous contracts. See the user guide for more details on this new feature. [TIK-467] - Thread Safe Issue With Data File Updates Certain clients have experienced a race condition that was occassionally causing daily updates to fail. This has been corrected. [TIK-469] - FUTURES - Job Compatibility issue - x Back Contract and Next Most Active no longer valid together Next Most Active was moved from a checkbox to a dropdown item on the Contract dropdown. While it is previously possible to select Next Most Active and something other than Front month, this combination did not make sense because the purpose of Most Active is to extract the most liquid contract regardless of whether it is front month or a back contract. Existing jobs that have this invalid combination of options selected will automatically convert to having Most Active selected. [TIK-488] - Output File Naming | Allow Date placeholders as part of output name When specifiying output directories, file names, file prefixes, and file suffixes, users can now utilize date placeholders such as ${yyy-MM-dd} that will be resolved at runtime. This is useful for customers who wish to have the same jobs run at regular intervals but want to have it automatically go to a new location so that the old extractions are not overwritten. [TIK-490] - EQUITIES - Company Information - not showing all Mergers for companies Previously, the company information mergers file would only show one merger per company. This has been corrected. [TIK-492] - EQUITIES - Company Information | Last Trade Date | not always showing end updated There was a bug where the last traded date in the CompanyInfo.asc file would be no later than the date that TickWrite was started. This was a particular problem for jobs run from the scheduler because the background service is not frequently restarted. This has been fixed. [TIK-493] - EQUITIES - Import Symbol List Fails With Delisted Symbols Certain delisted symbols did not import correctly. This has been corrected. [TIK-502] - FUTURES | Day to roll | Use contract expiration month instead of physical data expiration Day to roll was using the month of the contract expiration for determining the roll date which is occassionally not the same as the month that the contract letter corresponds to. For consistency and clarity, this was change so that the day to roll is always considered that day of the contract letter month (unless Previous Month is checked in which case it is that day in the month prior to the contract letter month). [TIK-506] - Allow Users To Configure Number Of Decimals For Price and/or Volume When Split Adjusting Global equity settings (Setup -> Preferences -> Equity Preferences) were added for the number of price decimals and volume decimals to use when split adjusting. See the user guide for more information on this new feature. [TIK-507] - Data File Change Report A new report was added that will list which data files have been updated since a certain date and time. Customers have requested this report so that they have a way of knowing which data files were changed/updated. This report can be generated from the user interface or the command line. See the user guide for more details on the new feature. [TIK-508] - Data File Inventory Report A report was added that takes an inventory of the customers deep history data files. This report is generated from the user interface and is intended to help Tick Data troubleshoot issues. [TIK-509] - Simplify Check For Updates Window The Check For Updates window has been made simpler and easier to use. As a result, the downloading of metadata only was moved to the Tools menu (since metadata is automatically downloaded with data there is no need for this to be used except in special cases when working with Tick Data support). =============================================================================== Release Notes - Tick Data - Version TICKWRITE7|20100219 [TIK-403] - Cannot Reindex After Downloading Metadata via Command Line. It is desirable to only download the metadata and then reindex the data files. This is now possible via the command line. [TIK-404] - Futures - Adjustments - Back Contracts - May sometimes use incorrect date for adjustment values. When performing adjustments on continuous contracts for back months it sometimes becomes necessary to shift the roll date in order to find data which can be used to make an adjustment. There was a bug where the adjustment factor on the new shifted to date was not used but rather the adjustment factor of the front month on the originally calculated roll date. [TIK-405] - FUTURES - AutoRoll - End Date past current date can cause AutoRoll calculation to fail. If a job had an end date that was greater than the current date then the AutRoll logic would terminate with an error. [TIK-407] - Running -configure to reconfigure TickWrite fails with error. "-configure" is a command line switch which can be used to force TickWrite to open the configuration wizard. [TIK-408] - Users requiring SSL connection for email and using a specific port cannot send email. The setup->Preferences->Mail Server Preferences page was modified to allow users to indicate their outgoing email requires encryption (SSL or TLS) and also allows the user to specify a specific port for the outgoing mailserver if a non standard port is used. [TIK-409] - Tab and Space Separators In Linux Do Not Work Linux drop down widget works differently than on windows. This difference in widget behavior was causing the delimiter for Space and Tab to not work on Linux. [TIK-410] - Begin / End dates are ignored if Days Back is not checked, but has a value of 1 or more. The TW7 GUI was changed such that if the Days Back checkbox is not selected then the value cannot be non-zero. [TIK-416] - FUTURES - Next Most Active - If collection starts on a weekday holiday then may not find most active starting contract. The Next Most Active logic failed to find the starting most active contract if the first day of the extraction job was a weekday holiday such as 1/1/2010. [TIK-419] - Default Price Decimals for Equities. For split adjusted equities the default decimal precision for 5 and for volumes is 3. [TIK-421] - TW7 Users cannot change password if it they first changed it on the online store. Previously, to change your password from the TW7 GUI you needed to know your old password. However, if you had your password reset via the online store (because the old password was forgotten) then it was not possible to change the password via the TW7 GUI. The TW7 GUI does not require knowing the old password if the password was changed via the online store. [TIK-429] - Futures - Next Most Active - Not applying backward adjustments if end date of job, the current date and roll date are all the same. TickWrite has been fixed to properly adjust the prices of the contract rolled from if the above condition is met. [TIK-430] - Futures - AutoRoll - Next Most Active - Incorrectly rolling contract on last day of collection when end of collection is within roll window. This has been fixed. [TIK-433] - Output to file | If drive is not valid then no output is given to the user. TickWrite7 was modified to issue a meaningful error message to the user if they choose to output their data to a drive that does not exist. =============================================================================== Release Notes - Tick Data - Version TICKWRITE7|20100115 [TIK-336] - TickWrite7 Deletes Metadata Too Early During Upgrade When upgrading to a later of TickWrite where it is necessary to recomplete the configuration wizard, the metadata files are immediately deleted by the wizard at startup. This has been fixed so that if Cancel is clicked on the first page, the existing metadata files remain. [TIK-370] - Rolling to Next Most Active - change to not use 1st back to determine roll date The original design for Next Most Active (NMA) was to determine a roll date schedule based on each front month to the 1st back. This roll date schedule was then used to determine what contract was "most active" on each roll date. This logic was flawed in that when a contract was never active for its entire life, then the roll date from the front to the 1st back was typically delayed until the end of the roll period when in fact another contract was already more active. The NMA was changed to always look for a next most active contrat and not use the front month to 1st back to determine the roll date. [TIK-387] - Encrypt email passwords E-mail account passwords are now encrypted in the configuration files. [TIK-388] - Some Email servers requires TLS encrypted connection to send emails Resolved so that mail servers requiring TLS encryption can be used to send e-mail in TickWrite [TIK-389] - Create Window from which users can send application specific data and issues to Tick Data customer support A new menu item (Help -> Send Email To Tick Data) has been added. This should make it easier for users to contact Tick Data support and attached relevant files for troubleshooting. [TIK-391] - Day to Roll - Rolling too frequently in current month In prior releases of TickWrite there was a bug in the Day to Roll logic where the last date a contract was traded was being used as the expiration date and therefore the expiration month. Since Day to Roll is determined from a point in the expiration month, the Day to Roll logic was incorrectly calculating the day to roll for currently trading contracts where the last date it traded was not in the expiration month. [TIK-392] - Screen Viewer - Output Window title bar - Reads Full History if start date is blank but end date is given Fixed to display the appropriate start and end dates. If the job start date is blank then Avail From is used. If the job end date is blank then Avail To is used. [TIK-393] - Futures - Adjustments - Bar Building - Applying Adjustment value to days when no trading occurred. When the job's Empty Intervals setting is set to "Fill with Zeroes" and the job was performing adjustments (either forwards or backwards) then intervals where no trading occurred and the OHLC were all zero then those values where getting adjusted. Aside from not making sense, it often caused the value to go below zero which was undesirable [TIK-394] - Futures - Price Adjustment on Contract Rolling When using adjustments, if previous trading day does not have data for "To contract" at time of roll, a price of zero was incorrectly being used, resulting in an incorrect adjustment. This has been fixed so that the roll date will be modified until an appropriate adjustment can be determined. [TIK-395] - TickWrite GUI - Job Progress Dialog - change to keep displayed if error occurs If error occurs during extraction, fixed to keep progress dialog with more detailed error message displayed on screen. Previously, displayed disappeared and more generic error message was shown in a message box. [TIK-396] - Days Back To Process and Append Updates check boxes should be mutually exclusive Because these two options do not make sense to use together, UI changes now prevent this. [TIK-399] - TickWrite Output Composite - what do to if output files already exists is confusing Changed Overwrite Existing and Append Updates checkboxes to be a set of three radio buttons: Overwrite Existing, Append Updates, and Skip. Previously Skip was used when the two checkboxes were both unchecked. This was unclear and confusing to users. [TIK-401] - Enable Help -> Online Store menu option Menu item has been enabled and links to Tick Data's new and improved online store. [TIK-402] - Configuration Wizard - Workstation Configuration - Deep History Location set up Bug has been fixed in configuration wizard for a Workstation installation where user could not set up deep history as residing in multiple locations. =============================================================================== Release Notes - Tick Data - Version TICKWRITE7|20091204 [TIK-322] - Deep History Roots For TickWrite7 In prior versions, the Primary installation managed the Deep History location roots. The implication was that all workstations must "see" the path to these roots the same as the primary installation. This was ok when using UNC to define the roots. However, sometimes UNC was not possible or the workstation and primary installation where on different operating system. As of 20091204 each installation MUST configure its Deep History Locations. [TIK-344] - Add Proxy Options In TickWrite7 A UI was provided (Setup -> Preferences -> Proxy Server Details) where the system could be configured to use a proxy server in order to get updates from Tick Data. Also, the configuration wizard was updated to include a way for users to set this data during install configuration. [TIK-351] - Futures Bar Building with Custom Session Window when start time is outside market day A bug was fixed that caused jobs to fail where the job defined custom session hours and those hours fell outside the a market day. This problem was typically pronounced on holidays where markets close early. [TIK-355] - Default Logging - Change default logging The default install level of application logging was increased to aid in problem diagnosis [TIK-368] - Futures price adjusting - give user option to allow prices to go negative. Users asked for the option to allow adjusted prices to go negative. Previously, if an adjusted price was found to go below zero all prices in the time series would be altered by a the value required to make sure that no single price went below zero. This caused unwanted adjustments when performing backwards adjustments because the current prices could get changed. A check box was added to instruct jobs to allow prices to go below zero.