Different price levels on 1min chart

[Trade$afe]

I've had issues in the past regarding the fact that eSignal's tick-based charts vary from user to user as far as the times for the bars; i.e., my 9:42 tick bar may not match yours. The explanation I got was that it all depends on what server each of us are on and when we 'built' our charts. Other data services I've used didn't have this issue. Oh well, I guess I'm resigned to it.

However, after being told by eSignal reps, as well as in responses in this forum, that TIME-based bars are absolute -- I was shocked to see several of my students with decidedly different bar structures this morning on a 1min chart.

I first noticed it when I was leading a chat session and one of my students said his trade had hit his target of 652.50 on the Russell mini (AG #F) at 9:52am CST. My chart indicated price never got that high (it showed 652.40). So, I logged off and back on to see if that made a difference.

Now I got the same price high he did! Additionally, one of my students said that she got a double top at that price level, whereas none of the rest of us did. I told her to contact the LiveRep immediately. She did, then returned to say the LivRep had the same double bar pattern at that price that she did. When asked why we're all experiencing different price levels on a TIME-based chart (not tick) the LiveRep said it had to do with which server we're on.

Excuse me, but even though tick-based charts can have alsightly different times for bar formation, ALL charts (regardles of tick or time basis) should register the same price LEVELS (high, low, etc.) If a price move terminates at 652.50 that level should be the same for everyone's charts, right? If not, then there is a fundamental flaw in the data service.

I want to know what's being done about this, as I need to assure my students that we can all see the same prices together. What's sent out over your feed should be the same for me as well as the trader around the world. If that can't be guaranteed I'll move all my students to another data feed that can guarantee that.

Thanx in advance for your response!

Michael Guess
Trade$afe

[Trade$afe]

Sorry, but I mis-spelled the symbol for the Russell. It should've been AB #F.

Michael
Trade$afe

[Guest]

FWIW, here is a complete screenshot of what I had on AB #F at 10:52 est on a 1 minute chart. Before jumping to conclusions, this data was loaded after your post was made, and by this time, ~12:30 est, I could be the beneficiary of corrected data, which I believe is normal (and acceptable), if a bad tic is reported or found and subsequently corrected.

[DuaneG]

Hello Michael,

When a user starts up eSignal, the initial data request is being made from one of our Tick Servers. This process is loading all of the data prior to receiving the first real-time tick. All of our Tick Servers are synchronized approximately every tick.

After the historical data is loaded from the Tick Server, the user begins receiving real-time data, and any subsequent data received is being requested from the Data Manager (DM). As long as the connection is active, eSignal will continue receiving the data from the DM, and the rest of the chart from that point forward is built off of this real-time data (see below for a visual representation.)



Now, the historical data that is pulled from the Tick Server is dependant upon the time from which the user started the program. If user A starts eSignal at 9:25 AM EST, and user B starts eSignal at 9:27 AM EST, then user A has been receiving data from the DM two minutes longer than user B. If both the Tick Server and user A received the data at the same time, then both users charts will be sync'd up.

There are a few components of this process that can cause one user to show a price level that another user does not. This is usually caused by some piece of data that was not received by the user. A dropped packet of data anywhere between the users location and the eSignal server can cause this “non-reception”. Now, we can confirm that eSignal received the data in question as when you closed eSignal and restarted the program; the high price level was present. As I mentioned, this data is being called from the Tick Server, not the DM. The user did not receive the piece of data that caused this, but as other users have this price level and it is evident after the restart, we can confirm that eSignal did receive and transmit the packet to our users.