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Are "Q" records no more in Tick Downloader?

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  • Are "Q" records no more in Tick Downloader?

    Hey,

    I'm still using 8.0r2. I have been downloading the "ES #F" with Tools -> Replay -> Tick Downloader for 5 years now. These past few weeks, I noticed that my weekly download of the ES #F were not including the "Q" records like they normally have (I do not have "Save Trades Only" checked).

    What's going on? Are the "Q" records no more? I actually do use that kind of data with my own software tools that I write to help me in my futures trading.

    Thanks for the update. I must have missed the memo.

  • #2
    Re: Are "Q" records no more in Tick Downloader?

    Steve
    That could be because you connected to a server that is not storing historical Bid/Ask data.
    For more information you may want to see this post by Scott Johnson in reply to a similar query
    Alex


    Originally posted by SteveH
    Hey,

    I'm still using 8.0r2. I have been downloading the "ES #F" with Tools -> Replay -> Tick Downloader for 5 years now. These past few weeks, I noticed that my weekly download of the ES #F were not including the "Q" records like they normally have (I do not have "Save Trades Only" checked).

    What's going on? Are the "Q" records no more? I actually do use that kind of data with my own software tools that I write to help me in my futures trading.

    Thanks for the update. I must have missed the memo.

    Comment


    • #3
      Hi Alex,

      Yes, this is what I was expecting to hear...that I had probably been switched to a non-historical bid/ask server without my consent. I will follow-up with someone by phone.

      But you know what? I got the most bizarre answer from an eSignal representative in the online chat support. He told me that the data being sent from the CME was now different to where they (separate bid/ask quote records) could no longer be provided with the Tick Downloader in pre-10 versions...say what???. I asked him to show me the notice that states this that I must have missed. I was directed to a customer support line.

      Note to online eSignal customer support:

      If you don't know then answer to my question then, please, DON'T make up an answer to try to get rid of me and mark on your list that got yet another question right that you can show your boss that you're doing your job well.

      Geez guys, c'mon. There's bid/ask data and there's transaction data. Don't try to reinvent time and space here. Just say "I'm sorry.. I don't know how to solve your problem. I suggest you call technical support by phone.

      [As always Alex, I can be guaranteed of getting a straight answer from you!]

      Comment

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