$tnx

[Patrick]

What's with all the gaps and missing data? (has been going so singe last week and doesn't backfill to correct). Service has sure gone down hill for eSignal. No live rep, bad data, what a waste of money. Next TASC annual, eSig will not get my vote if this continues.

[Patrick]

Still no response -- any one there???

I guess that it's unimportant that there remain gaps and bad data in the 10 year note.

Anyone reading this??

[JayF]

We are looking into this issue and will post back once we have further information on the matter. Thanks for the posts on this.

[JayF]

Our engineers have looked at the raw incoming feed from the CBOE and compared it against the data in our database, and all the incoming data is being processed correctly. One thing to note about indices is that eSignal's feed processors will filter out any duplicate updates.

We have seen an increase over the last few weeks of duplicate entries coming from the CBOE, and as such these issues have appeared. Until the exchange starts sending more data that is changing from tick to tick, our charts will continue to look as they do.

[Patrick]

Check again, or may be for the first time.

Surely this isn't the explanation for gaps of up to 90 minutes where no trades are being reported? I hope not. Have your engineers look at the data for 6/16 (6:30 to 7:30), 6/17 (9:30 to 11:00), 6/20 ( 9:30 to 11:00), 6/21 (10:00 to 11:00), 6/22 (9:30 to 11:00), 6/23 (6:00 to 6:30), 6/24 ( 9:00 to 9:45) and 6/27 ( 7:00 to 8:30). [Times given are PDT] These are just the biggest gaps in data, periods where there is no data present or only 8 or 10 one minute bars in a 90 min period. These are not the only gaps for those days, just the most obvious, should one of your engineers care to look at a chart. The gaps exist on days prior to what I'm reporting, but as I'm paying you I shouldn't have to do your quality control checks.

But if it is, then maybe you should take the filters off and report some data rather than killing all the data, including any volume (yes there are companion gaps in the volume bars too).

I'm curious: Is it eSignal's position that if an instrument trades at a constant price for some period, eSignal has decided that it just won't show or report any activity for it? BTW, this is the symbol for the 10 year T-Note Interest rate, an actively traded issue and one used as a measure in a number of trading systems. Thank goodness I'm not a bond trader.

Peace and Justice --- Patrick

[JayF]

Patrick,

I performed further checks against an outside source (BigCharts.com) and found that eSignal is matching. As I mentioned before, our feed engineers looked at the incoming data from the exchange and found that we are matching what the exchange is reporting. Just so you are aware, before escalating to our engineers multiple persons verify the issue.

Below is a screenshot from BigCharts for 3 of the days you mentioned. I tried finding the gap for 6/27 and counted 79 updates during the time you mentioned.



Regarding your question:

"Is it eSignal's position that if an instrument trades at a constant price for some period, eSignal has decided that it just won't show or report any activity for it?"

This is only true for indices. We certainly recognize the importance for other entities to show multiple trades at the same price, however for indices traders typically don't want to see flat lines on their charts, we do not process duplicate updates.