GOOG - Feb/02/05

[Tomcat8]

Hello,

Where is the daily high (203,75)?

Tomcat

[Tomcat8]

Daily goog

[Tomcat8]

Sorry for the wrong subject.

I ment Feb/01/05.

Tomcat

[Tomcat8]

And the 60 min. chart is extremly incorrect.

Why does this happen so often with so much shares?

Does this have to do something with pre and post trading?

Tomcat

[ACM]

Tomcat
In this case it would seem that the incorrect chart is actually the Daily as it is including after market trading on that day.
As to the 60 min chart you need to take into account that if you are using a Time Template that starts/ends at 9:30-16:00 ET (or equivalent) then the last bar ie. the one time stamped 15:30 will collect data up until 16:29:59 which means that it will include after market trading. This is true of any interval that does not fit exactly in the number of minutes contained in the RTH. Some consider this to be incorrect while others do not. Irrespective you may want to send in your suggestion to [email protected]
In the mean time If you want to see the chart include only RTH use intervals that fit exactly in the 390 minutes contained in the 9:30-16:00 ET Time Template such as for example 65 minutes (see chart below)
Alex

[Tomcat8]

Alex,

we are both right. The daily and intraday chart is wrong. (60min. / 15:31-21:59 - CET). I will send an email.

I saw a screenshot of goog in the internet and trusted it. I have to check more with Reuters data in the future.

That esignal includes after market trading in a daily chart is absolutly incorrect! I will send an email, but I think nothing will happen because this problem is known since you deliver european data.

Do you know how utterly exhausting it is to check every stock data esignal delivers?

I have the same problem with future daily data. I am not interested in getting pre and post trading data for a daily chart. I am not able to use a several kind of strategies for intraday trading which are based on daily bars. Gaps an so on. I have to use other data feeds. And that costs.

Tomcat

[ACM]

Tomcat

I have the same problem with future daily data. I am not interested in getting pre and post trading data for a daily chart...

On the specific issue of futures I disagree. The daily chart should IMO report all the sessions as defined by the exchanges (and include settlements). Take for example ES or any of the elctronically traded equity index futures of the CME. Contrary to what some think there is no pre or post market data with those futures because there is actually only one session i.e. from 15:30 to 15:15 CT and I believe that eSignal is correct in showing all the relative data on the daily bar.
Alex

[Tomcat8]

Alex,

do you mean all data are displayed from 15:30 CT to 15:15 CET? My english -.
Wasnt there a possiblitiy to display only the floor session in the minis? I can remember something like es h5/2 or something like that. I will take a look to the symbol guide.

But with stock data its realy a big problem for us.

Thanks Tomcat

[ACM]

Tomcat
Daily data for futures contracts is displayed with all the sessions. eSignal then provides a "floor session" symbol for some futures such as for example ES, SP, NQ, ND and a few others (symbols would be ES #F=2 or NQ M5=2, etc)
Alex

[Tomcat8]

Alex,

I saw it in the symbol guide as well. Thanks. Could you tell me which the few others futures are? I tested AB and YM. Not possible

Is there a chance to give us the above futures with floor sessions in future?

Thanks

[ACM]

Tomcat

Could you tell me which the few others futures are?

The ones I know of are CL and GC but there may be more.
As to your second question you may want to redirect that to eSignal.
Alex

[Tomcat8]

I sent a bad tick message for google (01.Feb.05-Daily). But nothing happend.
Can someone correct this?

Tomcat

[DuaneG]

Hi Tomcat,

Thanks for the report. The high price on 2/1 for GOOG should be fixed. If you are still seeing the incorrect high, please refresh your chart window and it will remove that spike from the chart. Thanks.