Bad E-mini Feed today

[arvane]

currently experiencing some serious lag between esignal and the PatSystems program on the other computer...have now idea how far behind eSignal is...the quotes are coming in rather eratically...

-james

[buhrmaster]

Bad E-mini Feed today

What is going on with the feed today? The March e-mini after the Fed announcement was several handles behind and is also trading sometimes a point and a half apart from tick to tick. From my other feed this is NOT happening in the market. Even now at 2:30 it is a couple of ticks of while the market is quiet.

[Genx]

Data wrong at FOMC announcement

eSignal appeared to lag terribly at the announcement. Basically it was unusable. The DOM in my broker screen was correct but my eSignal charts were not.

[buhrmaster]

I can add to the previous post. It seems to be all GLOBEX; I see the Euro and Russell 2000 also seriously lag other feeds -- maybe by as much as a couple of minutes!!!

[Genx]

Second that

Posted under the wrong thread before, but definitely a problem after the 2:15 EST announcement. Makes eSignal unusable.

[Genx]

Second that

error - site slow to post too - ended up clicking twice

[checkraise]

Same here, from several ticks to a couple of handles in ES NQ and AB, all H6.. YM seems OK. I know my broker feed is correct because i am getting fills at my limits, while eSignal's prices are far away.

[opm8]

Re: Data wrong at FOMC announcement

Originally posted by Genx
eSignal appeared to lag terribly at the announcement. Basically it was unusable. The DOM in my broker screen was correct but my eSignal charts were not.

Yep. Esignal tech support asleep again. Here's what their announcement page says "We are currently receiving reports that there is a delay with all CME emini quotes. We are investigating this issue bla bla..."

They didn't even know there was a problem until people complained! Way to go, Esignal. This is completely unacceptable for the money I am paying. The live support tech "Lori" didn't have a clue what I was talking about at first until she "investigated" for a few minutes. Unreal how disorganized the so-called support is.

[Genx]

Does this happen a lot during fast markets?

If this happens whenever there is a news "event" I'd like to know.

[checkraise]

I was filled at 695.00 on AB H6 at 14:20:43 today according to my broker's execution report. The 1-minute chart and T&S on eSig show the price 25 ticks lower at that time.

[buhrmaster]

I remember that there were a lot of bad prints in ES (where consecutive prints were several ticks apart) at a recent fast market. It may have been the last FOMC announcement. I don't remember the feed being several minutes behind.

It is strange that it is just GLOBEX. Everything else seemed spot on -- from what I could tell.

[Genx]

The search is on

I'm seeing a lot of buzz in trader forums on this and it is not good - lots of searching going on...

[lproche]

Repeated bad data from esignal

Today's highly inaccurate emini data was far from being the first occurrence of this. After many previous news events, and occasional high volume breakouts not associated with news, similar nonsense price data has been provided by esignal.

The characteristics are data that is wildly oscillating (today by over 10 ticks on AB #F from tick to tick). Previously I have believed such data (it doesn't persist more than a minute or two), but today I observed that at the time this was occurring, the real market data was perfectly normal with spread of 1 tick most of the time. Following this short period of wild nonsense data from esignal, the lag began today. This has also happened on previous occasions, although today was particularly severe. It was so extreme I could not really tell it was caused by lagging - it was merely clear that esignal data was up to 15 ticks wrong, compared to live market data, the discrepancy decreasing until after an hour or so of bad data, when it got close to being in synch again.

It really is not acceptable that esignal hasn't dealt with this problem when it has happened previously: they seem happy to allow it to happen every time there is a high volume in the market, and expect their customers to put up with it. They haven't even made sure that a refresh after the event provides accurate data - at present it just provides the user with the same bad data they got real-time.

I for one have no intention to renew my esignal subscription, as I am not getting the high quality of data that would justify paying their rates.

[its1111]

I also would like to put my 2 cents in here.
I really like esignal and all of it's workings, but today was just very unexceptable. This has happened before but never this bad.
I have X trader and esignals data was so far off and slow it caused me to be stopped out a few times thinking that the data had gotten back up to speed. Maybe if esignal had to pay for all of their clients trades being based on their data they would take care of this.
I trade in a trading room and esignal better figure this out very shortly because we all use esgnal and there were a lot of very unhappy traders today.
This has happened before, why can X trader get it right when esignal can not.
Mark

[Trader273]

I don't think "bad" is the word I would use for the e-mini feed today. The lag that occured is just unacceptable and very costly. I think the words I would use to would be more like horrendous, terrible, and atrocious. Things like that this is was the main reason I decided to leave TradeStation. I was assured that things like this would not happen with esignal, guess that was just BS. On my way out the door for sure. I was upset about them raising the prices, but I could live with that. But I cant live with them raising their prices for a service that is second-rate and pathetic. Maybe if enough people leave esignal they will get the picture and lower their prices and become a reliable data feed provider.

-Nick