TimeSales occasional bad bid data

[GenSpoo]

I just downloaded all the days ticks for NQ and YM and I noticed that I get a decent number of zero ticks (around 60 bad ticks for YM, but only 2 for NQ). That is the price and size are always zero, the DataType is tsdBID, and the flag is tsfQUOTEBID. I also grabbed the ES time and sales, but didn't getting any of these zero quotes in that data.

Is there a reason I should be receiving bid quotes with a price and size of zero?

[kenokabe]

Hi, sorry, I cannot answer because I am stucked to use this feature with C#.net.
You replied to my .net instalation thread which really helped me out. Thanks a lot.

I cannot anwer this thread, and I believe eSignal person should.
Actually, I strongly feel this eSignal API support is not great at all. This is not free. I just have been charged $200+, but the documentation is insuffucient, and there is only 2 samples here.
Please reconsider your attitude, eSignal guys.

Anyway, having said that, I have a question GenSpoo.
As I said, I cannot use Time&Sales with C#.

-------------------------------------------------------
tsFilter.sSymbol = "some-symbol";
tsFilter.lNumDays = 1;
.
.

tsHandle = esignal.get_requestTimeSales(ref tsFilter);
--------------------------------------------------------

and the installed event -
esignal_OnTimeSalesChanged(int lHandle)

is not fired at all. I guess tsFilter property is not handed properly to tsHandle.

Any advise or suggestion? Thanks a lot.

PS. eSignal support. VB6 is now old. Now VB.net and C#.
This is even weired situation I would rather ask to another client about your product. If you charge handreds to this service, we are not satisfied with the current support who are not familiar with .net technology and leave only 2 vb sample code and 1 insuffucient document on the web.
Please consider to imporve your support.

[kenokabe]

PS.

I succeeded to use Historical bar data request.
However, bid/ask tick data for FOREX cannot be obtained by that way, I tried to use Time and Sales, but failed.

[JayF]

GenSpoo,

The zeros seen on the Bid are due to us receiving "one-sided quotes". This means the exchange only sent an Ask update, and not a Bid and an Ask. In comparing this to other data providers, some do have zeroes shown, while others just rebroadcast the last bid to simulate a correct Bid/Ask update. This is really just a feed processing issue, and can be interpeted how you wish. Here's an example of what this looks like in our Time & Sales.