Wrong Tick Data

[morphtrade]

eSignalObj.ReleaseAllHistory();
eSignalObj.ReleaseAllTimeSales();
eSignalObj.RequestSymbol(ESignalSymbol, 0);
IESignal.BasicQuote quote = eSignalObj.get_GetBasicQuote(ESignalSymbol);

I am using this bit of code to request last trade price or trade price of last tick.

Here's the price I received with timestamp for YM #F symbol:
12324, 17/06/2008 15:00:00
12324, 17/06/2008 15:00:03

Whereas the actual price was 12281. I continuously received same wrong price for 3 minutes. This may affect me huegly as my strategies make decision based on this data.

[AChan]

Are you seeing the same data discrepancy in eSignal, or just in your app?

[morphtrade]

In my app and I have a data feed using eSignal API.

[StarrM]

But, taking your application out of the equation, is the data you are seeing in eSignal also incorrect?

[morphtrade]

As these lasttick values are collected in realtime automatically and I don't look at eSignal in real time so I am not aware whether it reports correct data or not. But when I look at it at the end of day eSiganl reports correct data.

[morphtrade]

Hi,

I tried to debug the issues and reached the conclusion that there is a flaw in this bit of code here:

eSignalObj.ReleaseAllHistory();
eSignalObj.ReleaseAllTimeSales();
eSignalObj.RequestSymbol(ESignalSymbol, 0);
IESignal.BasicQuote quote = eSignalObj.get_GetBasicQuote(ESignalSymbol);

This method, get_GetBasicQuote, doesn't seem to work at all as it doesn't return the correct price. I tried to use DDE instead to retrieve last trade price which worked ok. So, either get_GetBasicQuote is not right method to retrieve last trade price or there is bug in that method.

Cheers
M

[StarrM]

Please take a look at eSignal and see if you are also seeing faulty data there. This will determine whether or not you are getting correct data at all, or if we need to look for a problem in your code.

Also, are you extracting the last from the BasicQuote structure? Like so:

qLast = quote.dLast