more bad ticks than before

[clearpicks]

It seems there are more bad ticks than before recently. I only watch CL and NG contracts and recently (since last week or after I started to use eSignal 10.0) I saw at least one back tick and in some unlucky days I encountered even more than three back ticks on intraday charts. Is it because eSignal is doing some work on its data server or it is caused by the exchange? I am kind of tired of filing bad tick report everyday. Shouldn't eSignal implement an automatic bad tick monitoring program to monitor those major futures contracts? For example, if the monitoring program finds out the high/low of CL Z7 on 1minute chart is xx ticks higher than the previous minute while on 1 second chart or in time&sales table there is no matching transactions, it automatically file an bad tick alert to some technical support team to manually verify whether it is a real bad tick or not. In such way it would correct bad ticks in much prompt way.

Currently on my "CL Z7,1" chart, the high of the bar at 13:56 is shown as 91.85, and it can not be corrected by forced reloading ( ctrl-clicking "OK" ) or restarting the data manager. There has been more than 20 minutes passed and it is not been corrected yet.

- Clearpicks

[clearpicks]

Another bad tick occured at 14:34:07 on CL Z7 intraday charts (minute chart and second chart).

[eSignal_AveryH]

Hey Clearpicks

All ticks coming from the exchange. Since eSignal does not modify or manipulate the data in any way bad ticks can occur. We have built in a mechanism within the Advanced and Standard Charts for filtering bad ticks. In the Advanced Chart go to Chart Options -->Properties. (See attached)
In the standard charts go to Chart Options-->Properties-->General, place a check mark in the boxes beside Tick Filtering. This will catch most of bad tick but every now and again one or two may slip through.

Thanks for the post and I hope this will reduce the number of bad tick reports you have to report..

AveryH
eSignal Support

[clearpicks]

Hello AveryH,

Thank you for replying.

I doubt they were bad ticks sent from the exchange because it is very often bad ticks occur in certain time frames while no bad ticks in other time frames or time&sales tables. It seems eSignal uses different kind of servers to stream tick data (including sub-1minute data) and all other data with time frame higher or equal to 1minute, because whenever I saw a bad tick in 1minute chart, I also saw it on 5min, daily etc. while 1 second and 10 second charts were fine. In some rare cases I also saw matching bad ticks in sub-1minute charts. If the bad ticks were sent from the exchange, they should cause bad ticks in all time frames as well as the time&sales.

In my previous post, I was suggesting eSignal implement a mechanism to proactive identify those bad ticks, which should be not difficult (especially only focus on those actively traded futures contracts), instead of relying on users reporting bad ticks. Such a mechanism takes advantage of the data redundancy in tick chart and intraday charts to filter out the bad ticks in intraday charts and would be a good supplement to the bad tick filter tool currently eSignal provides and should greatly improve the eSignal data service quality.

- Clearpicks

Originally posted by ahodgee
Hey Clearpicks

All ticks coming from the exchange. Since eSignal does not modify or manipulate the data in any way bad ticks can occur. We have built in a mechanism within the Advanced and Standard Charts for filtering bad ticks. In the Advanced Chart go to Chart Options -->Properties. (See attached)
In the standard charts go to Chart Options-->Properties-->General, place a check mark in the boxes beside Tick Filtering. This will catch most of bad tick but every now and again one or two may slip through.

Thanks for the post and I hope this will reduce the number of bad tick reports you have to report..

AveryH
eSignal Support

[clearpicks]

Another bad tick of CL Z7 ( high=94.45 at 11:34am ) on 1min, 60min charts while no such bad tick on 10second chart.

Originally posted by clearpicks
Hello AveryH,

Thank you for replying.

I doubt they were bad ticks sent from the exchange because it is very often bad ticks occur in certain time frames while no bad ticks in other time frames or time&sales tables. It seems eSignal uses different kind of servers to stream tick data (including sub-1minute data) and all other data with time frame higher or equal to 1minute, because whenever I saw a bad tick in 1minute chart, I also saw it on 5min, daily etc. while 1 second and 10 second charts were fine. In some rare cases I also saw matching bad ticks in sub-1minute charts. If the bad ticks were sent from the exchange, they should cause bad ticks in all time frames as well as the time&sales.

In my previous post, I was suggesting eSignal implement a mechanism to proactive identify those bad ticks, which should be not difficult (especially only focus on those actively traded futures contracts), instead of relying on users reporting bad ticks. Such a mechanism takes advantage of the data redundancy in tick chart and intraday charts to filter out the bad ticks in intraday charts and would be a good supplement to the bad tick filter tool currently eSignal provides and should greatly improve the eSignal data service quality.

- Clearpicks

[eSignal_AveryH]

Clearpicks,
As an ongoing effort to offer the most accurate and timely data possible, we’re in the process of upgrading the tick servers in the eSignal farm. This process is steady but slow because of the rigid standard eSignal sets and that customer expect. Once all the servers have been implemented it will reduce the number of bad ticks that may occasionally slip through. In the mean time we thank you for your patience as we implement these changes.


AveryH
eSignal Support.

[atlas]

Another one just now

[clearpicks]

CL Z7 09:45 11/01/2007 bad tick as bar's high

[clearpicks]

The bars of "YM Z7,1" at 15:28 and 15:29 are missing. It is strange that they were shown on my chart, but after I restarted eSignal they were gone and could not be fixed by reloading or restarting eSignal.

[clearpicks]

Two bad ticks on CL Z7 1min chart while on 10 second chart no such spikes. I saw these two bad ticks this afternoon. After I restarted eSignal they were gone. So I thought it might because someone else just reported them throught the bad tick reporter webpage. However now I see them appear again. It seems some eSignal's data server might be misfunctioning (either in hardware or software) which causing the much more frequent bad ticks.

Hope my posts are helpful to you guys in eSignal to identify the problem and solve it as soon as possible. I have been using eSignal for more than five years and never saw so many bad ticks before. One to four bad ticks EVERYDAY for EACH symbol I am trading (I only trade CL, NG and YM) is really not a good experience.

[clearpicks]

No problem in 10sec chart.

[atlas]

I saw several today. Luckily, I could still trade with closing prices.

[clearpicks]

Another one.

Because I rely on the high/low of 1min and 5min bars to generate trading signals and stop loss orders, such price spikes drive me crazy.

[clearpicks]

Two more bad ticks on NG Z7.

[eSignal_AveryH]

Clearpicks,

We understand your frustration with bad ticks, and we are making every effort to reduce or eliminate them. Until we can accomplish this we have mechanisms in place to assist with correcting bad ticks in a timely manner. Tools like tick filtering in the charts, Bar Editor and the Bad tick Reporter. We encourage you to use these tools for correcting and reporting bad ticks until we have implemented the necessary improvement on our data feed to better filter them out. The forum is probably not the best place for report bad ticks you’re seeing.

Thank in advanced for you patience and understanding.

AveryH
eSignal Support