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Hi
ES trades on one exchange, right? So there is only one set of trades that occur, I assume?
So I'm surprised to find that if I download tick data from different eSignal sessions (thus different servers, well different IPs shown in netstat) I get different files. Not just say a few missing quote updates, but trades shown in one file but not in another (like say a 55 lot not just 1s).
I tried three servers, all different.
The differences are not just single lines, but groups of up to a few dozen.
When I ran unix-like diff on two downloads of 10 days of ticks the resultant file is 300,000 lines long, roughly 1 in 10 is the edit line, that means 270,000 lines different in 739,000,000 total lines. OK, only .04% (and a lot is quote updates) but why is there any difference?
So,
Why any difference in the tick download?
What about the real-time data, same thing?
ES trades on one exchange, right? So there is only one set of trades that occur, I assume?
So I'm surprised to find that if I download tick data from different eSignal sessions (thus different servers, well different IPs shown in netstat) I get different files. Not just say a few missing quote updates, but trades shown in one file but not in another (like say a 55 lot not just 1s).
I tried three servers, all different.
The differences are not just single lines, but groups of up to a few dozen.
When I ran unix-like diff on two downloads of 10 days of ticks the resultant file is 300,000 lines long, roughly 1 in 10 is the edit line, that means 270,000 lines different in 739,000,000 total lines. OK, only .04% (and a lot is quote updates) but why is there any difference?
So,
Why any difference in the tick download?
What about the real-time data, same thing?