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  • No historical tick data

    I am using eSignal to feed WealthLab, and this monday afternoon I can only get the last 10 or 20 tick bars on AB #F, while ES #F and NQ #F are OK.
    Minute time frames are all OK.
    eSignal is showing AB #F correctly.

    I restarted everything, and now I have the same problem with ES #F and NQ #F.

    One week later:
    --------------
    Yesterday monday, and still today I get no historical tick bars for MT H5-MA (future on CAC40); same for the EMini futures; it's only
    after 20, 30 or 50 times closing and restarting everything that the historical bars will magicly appear (but they will disappear if I try one more time).
    The number of historical tick bar I get is in fact very erratic.

    This kind of problem usually occurs on mondays, and more specifically after the symbol name has
    changed (it changed from MT G5-MA to MT H5-MA on friday afternoon).

    Do you have 'special' servers for Tick data (vs minute data) and/or
    is there something special you are doing during the weekend ?

    Could it be that not all servers have the same data ?

    Or could it be some nasty timing problem between the Data Manager, the eSignal ActiveX and Wealthlab ?

    Winros.ini is full of parameters; is there something I could try to change ?

    Is there something else that I could try ?

    PS: naturally, for the WealthLab people, WealthLab displays everything that the Data Manager provides .....

  • #2
    Hi jbiard,

    I did some checking to see if there were any known issues on this side with the compatibility to WealthLab. Going through the process that you've outlined I'm somewhat stumped as eSignal is displaying the data properly. The symbols you've mentioned are primarily #F symbols. Does the same thing occur when working with the monthly contracts?

    From a server standpoint, eSignal provides 10 days worth of tick data. I'm not sure how Wealth Lab is handling that data or the resources it needs to display it. You've provided some good details to the scope of the problem thus far, but if there is anything that you've noticed in addition, it may help figure out what is happening here. Thanks.

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    • #3
      I did some testing and as far as I remember I had no particular problem for the rest of last week, after tuesday.
      But at this moment ( monday, at 8PM (7PM GMT)) I have no historical ticks on AB H5, while AB #F is showing the 200 tick bars I requested (NQ H5 and NQ #F are OK)
      In fact the number of historical bars I get (regardless of the symbol) is very erratic and changes everytime I restart everything.

      The problem for me is not to try to get the 10 days of historical data that eSignal holds; I would be happy if I could get 200 bars, so that my indicators can be computed; without these, I cannot trade.
      (in winros.ini the parameter TickDatadays gives the max number of days I can request; I set this to 2 even though I set Wealthlab to request 200 bars only).

      How can it be that "sometimes" I get these 200 bars, and "sometimes" I d'ont ?

      Is there something I could try ?

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