Is API _onBarsReceived Synchronous or Asynchoronous?

[aria]

Hi,

I'm trying to establish if I can scroll through the eSignal produced time series for multiple contracts in real-time. I want to pause at certain places for various reasons, some of which are: waiting for data for another contract to come through, database queries, disk paging, user interaction, perhaps even an interface to another quote feed.

What will happen? Will I be forced to deal with another batch of data before being done with the first?

Here's a scenario:
- we are comparing NQ with ES real time. Perhaps there is a correlation between these indexes, and an automated trading signal is produced... but... we need to co-ordiate the comparison of real-time data.

An array of data:
ES p = [1201,1203,1204,..,1190]
ES t = [0,-1,-2,-3,...,-100]
NQ: p = [pending,2003,2004,...,1985]
NQ a): t = [pending, 0, -1, -2 -3,...,-100] -- what is in memory now
NQ b): t = [pending, -1, -2, -3, -4, ..., -101] -- the reality of the situation.

t = 1 minute bars
0 = now

Basically, we cannot be sure of what situation we are in ([NQ a], or [NQ b]) without some kind of locking scheme.

Please let me know if someone has thought this through and has a solution.

This a basic semaphore problem... only I can't quite think it through as of yet. The main bottleneck is that I am unsure of how eSignal will handle pauses... I'm a bit worried that eSignal will just loose a couple of requests or something.

Am I correct in reading that eSignal have a new API out now?

Actually... this ramble is starting to clarify things in my mind... starting to remember all of the Computer Science lectures on operating systems and contention issues.

Thanks,
-aria

[Guest]

The event is asyncronous across symbols, meaning each symbol acts independently of another, but is synchronous with the symbol itself, meaning trades and quotes come in consecutively. You need to use the handles to determine which symbol the data is for.

eSignal has other APIs that are more geared to the institutional space, which are briefly described in the section of Institutional Investor on our main website.

[aria]

I have various classes to deal with handles. No problems there.

So... if I have a synchronous event for one symbol, does this mean that I will not have to deal with more than one evnt for this symbol at a time.

I think Ican compensate for asynchrosous across symbols thing. Although this will be difficult. I discovered some operating system level API calls last night for semaphores.

I decided to be nice to eSignal servers and to store data locally so I don't hit your servers very often.

Will eSignal servers make a best effort to deliver real-time contract data at the same time? Say that the situation is that we have history already and are only waiting for the current minute to tick over?

I tried contacting esignal about the insitutional APIs previously, but nobody got back to me.

While I do work for a hedge fund, this research is my own initiative. I don't know if I can afford the additional fees mentioned in XML & Standard APIs. Do you think eSignal could accommodate me? This could result in additional sales for eSignal at some stage.

[Guest]

Yes, you will only deal with one event per request type at a time per symbol. You could have both historical and streaming requests on the same symbol, but those are different events.

eSignal would not have been nice to you if you would not have kept things on the client side.

Yes, you will be waiting for OnUpdate, rather than OnRecieved.

Who have you contacted? I don't know your e-mail, so send your contact info to "[email protected]".

I can't answer your last question, but can send your inquiry to the regional sales manager.

[aria]

I enquired about the institutional API and told that anyone who wants it must have a 'corporate structure'. Quite unfortunate.