Missing first Minute from NASDAQ Smybols

[Realtimesearche]

Hi!

I have downloaded for serveral NASDAQ-Stocks 1 minute data.
Very often the first minute is missing but not on every day.
E.g.:
9:31 is missing
9:32 is ok
9:33 ok and so on

Has anyone else this problem?

Thanks

[ACM]

Realtimesearche
Can you provide some examples of symbols that have this issue?
Are you using the Plugin to download the historical data? What version of the Plugin are you using?
In what resolution(s) is the data downloaded? How are the symbols set up (History to Save, Sessions, etc)?
Without any of these details it is not possible to try and replicate the problem and provide any guidance
Alex

[Realtimesearche]

Hello Alexis C. Montenegro,

I'm have answered your question below. At the beginng of each answer I have repeated your questions for a better overview.

-Can you provide some examples of symbols that have this issue?
I only downloaded NASDAQ-Stocks. The problem occurs on all stocks I have downloaded (e.g. AAPL, SNDK,AMZN,EBAY,RIMM…etc…)

To define the problem. On some days the 1min data in the Globalserver are all set + 1min. There is no “rule” for me to see. It seems to be coincidental. With the "eSignalPlugin TS2000i" I only get official NASDAQ tradingtime data (0930-1600).

Here is an example from:
Date: 11 October 2006

--ESignal 8.0 – Advanced Charting
First bar of the official NASDAQ-trading time in 1min resolution:
09:31 Bar
Open = 73.22
High = 73.42
Low = 73.22
Close = 73.28

--Globalserver and respectively Tradestation Chartingtool:
The first available bar is this one:
09:32 Bar
Open = 73.22
High = 73.42
Low = 73.22
Close = 73.28
but this one has the same data like the 9:31 in eSignal 8.0. There is no bar before 9:31. The whole data series is +1min.


--As the last alternative I have used a tool written from a friend to load the data directly from the eSignal Data Manager in ASCII-Format. This works fine when I’m using ASCII-Charts in the Tradestation Chartingtool but is very uncomfortable.
09:31 Bar
Open = 73.22
High = 73.42
Low = 73.22
Close = 73.28
With this tool I also get the data outside of regular trading hours.

It would be nice if the eSignalPlugin TS2000i also could do this and of course didn’t make those false timestamps


-Are you using the Plugin to download the historical data? VERSION
Yes, I Do. The name of the installationfile is “eSignalPlugin TS2000i_5156”. It was downloaded on the 23. October 2006.
-In what resolution(s) is the data being downloaded?
I downloaded it in 1min Resolution. The problem appeard with 1min Data.
Daily data is ok.
-How are the symbols set up (History to Save, Sessions, etc)?
The Session is set in a wide range 0900-1700 hours. Surely wider than there are data available. I have checked this in “Edit Data” in the Globalserver “Edit Symbol”-Menu. Data is only available from 0930-1600 hours, the official NASDAQ trading hours
History to Save is set on all menu items to 50000.
I’m nearly absolutely sure that the settings are not the problem. I have no idea where there could be a problem.

[ACM]

Realtimesearche
I can replicate the issue with the Nasdaq stocks and have passed the information to eSignal's developers.
Alex