NQ #F and NQ M8 don't match each other again

[Richard Yu]

As title. Things like this happen once or twice every wk. Either it is NQ, AB, ES or YM.

Can you write a script for me that will test ES #F with ES H8/M8/U8/Z8 and give me an alert when it doesn't match either one of them???

Ideally I should ask for help to fix the issue but problems hv been so common recently that I would like to hv a script to at least keep me informed when this happens.

[eSignal_AveryH]

Hi Richard,

Thanks for the post, but we're need a little more information to try and assist with the issues you're experiencing.

Can you provide more information as to how it's not matching. Are the charts not matching?
Does the quote Window not match the chart?
Is the historical Data not matching?
Is it not matching a secondary datafeed?

Any screenshots you can provide would also help.

AveryH
eSignal Support

[Richard Yu]

Both the quotes and charts don't match.

I can't post the charts/quotes as I hv already closed the program.

Can you show me a script that will do below things?
i) In the chart, check whether the quotes of ES #F and ES M8 match, and give me an alert when they don't.
ii) check quote from IB TWS. If it differs from that of Esignal by more than 1 pt than give me an alert.

Before the issues can be fixed, at least I want to be given an alert when there are problems.

[Lisa23]

Richard this is probably a lag problem unless your quotes are way off.

You can see the other threads re: data lags. I also trade through IB TWS and that is how I know the lags are there.

If your charts are just not updating you have to reload Esignal, it is some sort of glitch with the server from what I've been told.

[Richard Yu]

anyone from esignal to give advice on this?

[eSignal_AveryH]

Richard,
We've monitored the Nasdaq 100 most of the morning and we are unable to duplicate the issue of it not matching. I have attached screenshot of two charts and a quote window with the data.

If you could please provide more details on where you're seeing the discrepancy we can better troubleshoot this further. Information such as Type of Chart, Intraday or Daily, Is the discrepency on Today's bar or one of the previous.

Any screenshot you have would also help as well.





AveryH
eSignal Support

[Richard Yu]

Can you simply provide the EFS I asked for?

[ScottJ]

At the network level, #F symbols simply point to a specific contract (M8 for ex) and map the same data for transmission. That said, the #F and the M8 symbols could go out in different packets and if one of those packets dropped for some reason, it's possible a momentary gap could exist but that would be a very rare occurrence.

If this is happening, we need a screenshot or some other details so we can assist further. Creating a custom EFS might help find an occurence but does nothing to solve any underlying problem. If you did want a custom EFS for any reason, we do have consultants you can utilize.

Thanks.

[Richard Yu]

eSignal is very unstable and I hv seen so many problems in the past.

So instead of waiting for your side to solve the problem, what I want to get is just an EFS which can keep me alert.

Pls note that the mis-match is not rare at all, it happens every week.

Pls help by simply giving the EFS.

As a customer of course I prefer the problem to be solved fundamentally. But I can't bet on this based on the bad experience I hv over last few yrs and I would rather ask for the alternative of being noticed when there is a problem.

Originally posted by ScottJ
At the network level, #F symbols simply point to a specific contract (M8 for ex) and map the same data for transmission. That said, the #F and the M8 symbols could go out in different packets and if one of those packets dropped for some reason, it's possible a momentary gap could exist but that would be a very rare occurrence.

If this is happening, we need a screenshot or some other details so we can assist further. Creating a custom EFS might help find an occurence but does nothing to solve any underlying problem. If you did want a custom EFS for any reason, we do have consultants you can utilize.

Thanks.

[ScottJ]

Hi Richard,

I'll see what I can do to get that EFS request on the schedule. There's quite a bit on that list so I can't say when we'll actually get to programming this one but I will submit it for you.

In the meantime, since you say it happens every week and we are yet to verify it, please capture the details at least one time when the data gaps between the two symbols so we can actually troubleshoot the problem. When i say details, screen shots or the tabular data would be of big help.

Thanks.

[Richard Yu]

Here it happens again

ES #F doesn't match ES M8.

[Richard Yu]

And ES #F doesn't update itself in a chart




ES M8 is not frozen but gives me such a chart

[Richard Yu]

I closed eSignal and reloaded it. It works now.

So what I want is the EFS asked below so I can get the sound alert that eSignal is in problem.

Actually the EFS is simple. But I want it to be efficient in coding so I ask for your help on this instead of writing it myself.

[ScottJ]

Thanks for the screenshot. That's a pretty large gap between the two symbols. I did a quick data export of ES M8 vs ES #F for today and they match 100%. In terms of a chart or a quote window, were you actually seeing both symbols continue to tick and update on the screen some 3 pts apart or was one of the symbols perhaps "stuck"?

Thanks.

[Richard Yu]

One of them is frozen completely while the other continued to tick.