Problem with Prev CLose.EFS?

[buhrmaster]

I have used the prev close.efs for months (found in the OHLC directory). Occasionally it will not properly get the prev. close price but instead will use the last price to print the PC line.

For example today this is happening for ES #F=2. If I change to ES #F I get the correct value, as I do with ES H5 and ES H5=2. And of course in 4 of the past 5 days this has worked fine, as it has for most days in the past months.

What is going on here? How can I insure that the previous close value is always correct?

[eSignal_JasonK]

Hello buhrmaster,

I'm not seeing the problem you're describing. Are you sure you are comparing the ES #F=2 Daily chart to an intraday chart of ES #F=2? What ever the chart symbol is of the intraday chart you are looking at should only be compared to the previous close values from the daily chart of the same symbol. If you are looking at this correctly, please post some chart images to help illustrate the problem you are seeing on your end.

[buhrmaster]

I had the same problem with this again this morning; whenever I refreshed a 10M or 5M chart of ES #F=2 today's previous close would be whatever the last price was. Switching to ES H5 would give me the real previous close.

I went into the original efs's in the OHLC directory and saw that it returns a bar that represents the previous day's OHLC. But somehow that bar in my chart thinks that the previous day's close is today's last price.

Now it so happens that one of my charts on my page is a daily bar chart of ES #F=2 and one of the bugs in ESignal is that this chart does not create a new bar for the current trading day unless I force a refresh of that chart. So according to that chart at 9:35 a.m. EST yesterday's last price is today's last price. Force a refresh and the new bar is created and yesterday's close is correct.

(BTW, this is a really annoying and potentially expensive bug. It appears that data is cached at the application level so that as I am flipping through pages at the end of the day I have to remember to force a refresh for some daily charts and not others.)

In any event, once I forced a refresh of my daily ES #F=2 chart and then went back to the 10M chart and refreshed that I got the correct Previous Close. I may be wrong but there sure seemed to be a connection between the two. I'll check again tomorrow.

Needless to say, I shouldn't have to remember to refresh daily charts in the first place. An application up to version 7.8 should be able to handle something as fundamental as figuring out that a new daily bar has to be created.

[eSignal_JasonK]

Hello buhrmaster,

This bug related to the creation of the new daily bar is a known issue and is in our EDL list, case #11176. Until development is able to correct this for a future version you will need to force a refresh on the daily chart unfortunately.