Bug: eSignal Paper Trading of continuous futures contract

[odgo]

I placed an order through eSignal Paper Trading to Sell Limit 1 contract CL V5=1 (light crude oil for October) at 47.13 & eSignal translated this to Sell Limit 1 contract CL #F=1 (current continuous contract for light crude oil). The order's limit of 47.13 was reached today at 1:20:37 and the order was filled then, but at a price of 47.68. Good fill! Time-and-sales showed there were no trades near 47.68 for CL V5=1 at the time in question. However, this price was the current price of CL X5=1 (light crude oil for November) at the time in question. Paper Trading is mixing up contracts. I had a beautiful screenshot that made the above description very understandable, but I ran up against some restriction on the size of files that can be uploaded.

[eSignal_AveryH]

Hello Odgo,

Thank you for the post. Looking at the numbers, I would tend to agree that yes the symbols were mapped incorrectly. However, we removed the automapping feature for 1! and #F symbols back in eSignal 11 because of the roll dates and we wanted the paper trading to be similar as trading with a broker. I would like to see the screenshots to try and determine the issue. If you could send those to trading

I placed an order through eSignal Paper Trading to Sell Limit 1 contract CL V5=1 (light crude oil for October) at 47.13 & eSignal translated this to Sell Limit 1 contract CL #F=1 (current continuous contract for light crude oil). The order's limit of 47.13 was reached today at 1:20:37 and the order was filled then, but at a price of 47.68. Good fill! Time-and-sales showed there were no trades near 47.68 for CL V5=1 at the time in question. However, this price was the current price of CL X5=1 (light crude oil for November) at the time in question. Paper Trading is mixing up contracts. I had a beautiful screenshot that made the above description very understandable, but I ran up against some restriction on the size of files that can be uploaded.

AveryH
eSignal Support

[omerproteus]

When I check Broker Manager for eSignal Paper Trading, my definition for CL #F=1 (eSignal ID) translates to CL V5=1 (Broker ID). While there is no broker per se, I assume this means the specific contract mapped to CL #F=1 is the V5 contract. Perhaps the mapping under your Broker Manager had X5 instead of V5. This is a guess, as I never experienced this specific anomaly.