History bars, greater than 60 min, not accurate

[visualmkts]

I am pulling history for Forex. When I get 60 minute bars, the H/L/C are accurate with what is printed on the chart. When I pull 120 or 180 minute bars, the H/L/C are not close to what is printed in a 120 or 180 minute chart.

Is there a fix for this or ???

[Guest]

This is a previously unreported issue. Does it occur with all Forex symbols? Can you determine if the chart is correct (by adding the bars together)?

[visualmkts]

Yes, Robi.
It happens with all Forex symbols and actually is noted even with the 60 minute bars...sometimes. Some history requests give good results, on others, the H or L can be 15-20 Pips different than what the chart printed. Not clear on what you mean "add the bars together on the chart". Because of this, any indicator calculations I make do NOT correlate with the indicator on the chart.

[JBucksAx]

I have same problem with bad History Bar data

This is happening to to me as well.

I am monitoring multiple Equity Stocks using VB. The program runs well for about an hour or so then the volume data goes haywire.
It seems to be just the NASDAQ stocks. NYSE appears to be OK.

Here are some data snapshots. The following list order is below.
(Symbol)
baritem.dtTime
baritem.dOpen
baritem.dClose
baritem.dVolume

Stock symbols that Do Not WORK.. (to name a few)

“ANTP” (as of 12:15 PM)
4/6/2005 - 12:00:00 AM (it would be nice to see the Tick Time here verses 12:00:00)
27.1
27.59
1261893 (Should be 561759)

“VEXP” (as of 12:20 PM)
4/6/2005 - 12:00:00 AM
13.05
12.8
7380568 (Should be 1639521)

[visualmkts]

Ok then.
We wait for Robi to hopefully help on this IMPORTANT issue which affects all programmers and 3rd party systems.

[JBucksAx]

Yea, this is a big show stopper for me to. I hope esig gets a handle on this one quickly...

If you haven’t done so already, check out the thread titled
"invalid History Bar data ". Look at the specific symptoms that I have reported. Any similarities ??. It looks like the previous days data is being returned.

[Guest]

I have asked our developers to examine this issue. I'll post status updates.

One Question: Are you using 7.9 Beta or has this issue been around in previous versions?

[JBucksAx]

I am using esignal 7.7 build 679 , 9/24/2004

[DionLoy]

For anyone that's having these problems (I have a feeling JBucksAx is experiencing a different problem than the Forex guys, but do submit a sample app so I can look).... please email to me dloy [at] mail.esignal.com a zipped up copy of your source code that demonstrates the problems.

Be sure to rename the .zip to .zippy to get past our mail filters here.

I will be looking over this today, but the sooner you can get me your own code, the faster we'll be able to track down the problem. We are in the final stages of 7.9, and I'm not sure if this can make it in in time. We do have a 7.9.1 release scheduled for next month though.

Thanks.

[DionLoy]

Hi, for the forex folks, are you experiencing the HLC data errors on the current bar 0, or on previous bars?

I was unable to find any data inconsistencies on the 120m interval today, with these request settings:

JPY A0-FX, 120, Bars, 200 Bars, 0 open, 0 close times.



Let me know if your request settings are different, and if you are experiencing the problems on the current bar 0, or previous bars, or both. And do these data errors show up immediately (in the OnBarsReceived, or after awhile of realtime running in OnBarsChanged).

BTW; check to make sure you're iterating the get_GetBar() correctly, 0 is the most recent, -1 the bar before that, etc.. be sure to print out the time/date stamp of each bar and compare that with the chart in eSignal. The Desktop API uses the same underlying data object that the charting uses to gather its data.

Thanks!

[DionLoy]

BTW; Alexis mentioned that the workaround may be the same as in the following:

http://forum.esignalcentral.com/showthread.php?s=&postid=59714&highlight=dave#post59714

Basically, at midnight, PST, all of our history servers automatically reset the interval data bars. If you are in a timezone different than PST, and the interval data that you are retrieving does not divide evenly into the number of minutes from PST (ie, EST is 180 minutes), then you'll have to use that difference in minutes as the start and end times for the request, instead of 0 and 0.

(ie, 180 start, 180 end to offset 3 hours).

Let me know if that works. I'm putting this on the list of things to fix for 7.9.1, it shoud definitely do this automatically for you in the future.

[DionLoy]

Actually that may only get the bars to match up to the daily h/l/c values... but try it anyway.

If it doesn't solve your problem, please let me know what your chart settings are in Advanced Charts, with regards to the Time Template used... is it set for auto time, 24 hrs, or ... ??

thanks.