Daily bar question

[ACM]

clearpicks
As I understand it the historical daily bars are received from the History Servers while the current daily bar comes from the Data Manager and is based on the daily snapshot transmitted by the exchange. It is not built using intraday data.
Alex

Originally posted by clearpicks
Hello Jason,

Thank you for your response.

If you remove all sym() and inv() in the test script and replace with something like getValueAbsolute(...., "UNG,1") etc. and you would not see non-zero dms being printed out. That is the reason I thought it was introduced by sym() and inv(). Due to the relative large value of dms in esignal 10 compared to 8, the loading time of my layout page is also much slower than that in esignal 8. It seems sometimes such CPU usage spike duing startup may cause the incorrect last daily bar being built. I asked a question about how esignal builds the last daily bar on charts but got no complete answer. I suspect these two threads are closely related.

http://forum.esignalcentral.com/showthread.php?s=&threadid=26331

- Clearpicks

[clearpicks]

Hi Alex,

What I don't understand is that sometimes the last daily bar shows incorrect high and low prices. However after I ctrl-click the "OK", the last bar shows the correct high/low. If eSignal data manager was connected to a "bad" server, ctrl-clicking "OK" should not be able to correct the problem. So according to your post, it seems a daily chart is build with info from threee different sources: the historical daily data with series up to the bar of yesterday, the daily snapshot of the last bar up to the time the eSignal starts, the realtime streaming data which would be "merged" with the daily snapshot of the last bar. According to my observation, sometimes the daily snapshot gets lost or is not used as the fundation to build the last daily bar, which might cause by the CPU being busy, or snapshot arriving way later than streaming data, etc. Anyway, I think there is an implementation issue here.

- Clearpicks

Originally posted by Alexis C. Montenegro
clearpicks
As I understand it the historical daily bars are received from the History Servers while the current daily bar comes from the Data Manager and is based on the daily snapshot transmitted by the exchange. It is not built using intraday data.
Alex

[ACM]

clearpicks
As I said in my previous reply my understanding is that the current daily bar is not built using intraday data but is based on the snapshot message that is sent by the exchange(s) which contains the values of the day.
As this is not an issue related to efs I am moving the relevant posts in this thread to the Data Inquiries forum which is a more appropriate location for the topic
Alex

Originally posted by clearpicks
Hi Alex,

What I don't understand is that sometimes the last daily bar shows incorrect high and low prices. However after I ctrl-click the "OK", the last bar shows the correct high/low. If eSignal data manager was connected to a "bad" server, ctrl-clicking "OK" should not be able to correct the problem. So according to your post, it seems a daily chart is build with info from threee different sources: the historical daily data with series up to the bar of yesterday, the daily snapshot of the last bar up to the time the eSignal starts, the realtime streaming data which would be "merged" with the daily snapshot of the last bar. According to my observation, sometimes the daily snapshot gets lost or is not used as the fundation to build the last daily bar, which might cause by the CPU being busy, or snapshot arriving way later than streaming data, etc. Anyway, I think there is an implementation issue here.

- Clearpicks