efs solution for tick batching errors?

[ratherBgolfing]

Is there a way in efs code to specify which server or which batch of tick data you download?...or synchronize the data...maybe by checking the server time?

The problem is that 3 users, all running the same efs file with the same interval setting, are getting conflicting alerts and bar times. For instance, everyone is running at 70t and the candle times can be out of synch by as much as 2 minutes which of course generates different alerts due to different tick data during that batch/timeframe.

Is this because we are all 3 on different eSignal servers? Can I make a specification in efs that will ensure we all download and use the same ticks to get in synch?

Thanks in advance.

[eSignal_JasonK]

Hello ratherBgolfing,

There are no methods in EFS that allow you to select the server you connect to. Tick data is downloaded in one day chunks. You can specify through the time template how many days of tick data to download.

As for the Alerts being off between users by 2 minutes. Something does not sound right to me. If the users are using the exact same study, parameters, time template and symbol, they shouldn't be off by that much time. If you post the formula I'll test it out with some of our beta users.

[ratherBgolfing]

time template solution to tick errors

Thanks Jason. I believe the timetemplate is the best solution at this point. I received this email reply from eSignal which might be beneficial to readers.....

I understand you contacted our support department and had concerns as to why there are discrepancies when comparing tick charts with another person. I believe you also asked if being put on the same server as your partners would resolve the issue. I apologize for this inconvenience and I hope to clarify these issues for you.

There are basically two reasons why you will see discrepancies in this situation. One reason is that Tick charts are based on ticks and not on time. Since there is no common anchor you need to make sure you and your partner are using the same type of time template. This ensures that both charts will start loading data at the same place, or anchor them at the same place in time. Maybe this will help your problem.

The second reason is a bit more complex but I will do my best to explain. We time-stamp the quotes as they are received from the exchanges. These quotes are then sent to our tick servers to build our database for tick and interval charts. Records are processed within milliseconds of each other. Even so, it is possible that slight differences can occur across the various tick servers, resulting in a trade being moved up to the next bar. There is no way to force two people to the same tick server. Even if there was a way, these would be very problematic as we take servers out of rotation daily for maintenance. This would cause large interruptions to your service,

On a brighter note, we have two new features that will be released soon which should address this issue. In a few months we have new software on our tick servers which time stamp all data with an exchange time stamp (right now we time stamp data with a stamp from our servers). This should address even the smallest inconsistencies across two different tick servers. We hope to have this ready by the end of July.

[ratherBgolfing]

I should have pointed out that if you just choose 24 Hour in time templates and then type 400t in the chart you will get a Dynamic setting in the chart title, like (AB H6, 400T) Dynamic, 0:00-24:00. At this setting I have found that comparing charts to other users the ticks are batched in different bars, thereby giving different alerts at different times.

With this general setting I have also found that during after hour trading, usually a couple hours before the NY Open, I do not get any tick data at all.

The solution is to define a specific time template, such as: 3 Day Tick with Type: User Defined, Interval: T, #Days:3, Days checked and Automatic Start/End Times checked. Using such a specific time template was suggested to me by eSignal suuport and it solves the no data before the NY Open issue. I am still testing to see if it solves the tick batching issue.

[ACM]

ratherBgolfing

Originally posted by ratherBgolfing
...if you just choose 24 Hour in time templates and then type 400t in the chart you will get a Dynamic setting...

That is because of how the specific 24 Hour Time Template is set up. You can modify it or create you own Time Template that will load a specific number of days (as you have indicated you are already doing).
Note that with tick based charts (ie intervals T, V, S and P) the Start and End Time setting has no effect because tick based data is downloaded in whole day segments and not in size segments such as with minute based data.
Alex

[ratherBgolfing]

Thanks Alexis.

I just tested two charts on 2 computers with the same 3 day tick time template and the bars are not even close with some of the batches being off as much as 2 minutes. This is with both set at 240t. Is it not possible to have 2 or more users viewing the same bars with exactly the same start time for all the bars?

I do not understand what you mean re tick data being loaded a whole day at a time since in real time the tick data is feed one bar and at time and one tick at a time. Please explain. Thanks.

[ACM]

ratherBgolfing

Originally posted by ratherBgolfing
I do not understand what you mean re tick data being loaded a whole day at a time since in real time the tick data is feed one bar and at time and one tick at a time. Please explain. Thanks.

With minute based bars you can set a Start and End time and the chart will display the data only for those times. For example you could set the Start/End times to 09:30/16:15 and a chart of ES H6 will display the data only for those hours. With tick based charts instead the chart will always display the data for all the day ie starting from 00:00:01. to 23:59:59
Alex

[ratherBgolfing]

Understood. At the same time, each tick occurs at a unique time during the day. Why are the ticks not batched in the same bar on different computers? Even if ticks are loaded on a full day basis, the first tick in that day occurs at one unique time, and if you group them in batches of 400 at a time, the bar times should be exactly the same all the time.

[ACM]

ratherBgolfing
I believe someone from eSignal already replied to that question and provided you with the reason
Alex

[ratherBgolfing]

Yes, their reply is in an early post in this thread and suggests that using the same time template between users might work. It does not.

They also suggested new versions of eSignal will time stamp per exchange. I do not know if this will solve discrepancies as large as 2 minutes. It sounded to me he was talking about differences within a second or two. Maybe not. Maybe the new version will be the solution. Hope so.