Does esignal build intraday bars using timestamp in data packages or local time when data is received?
The problem is I found sometimes the 1min volume is different at some bars after I restart esignal. For example, in the attached screenshots, in the first one the 1min volume at 15:18 is 9728. However after I restarted esignal a few minutes later, it became 9717. If all trades are timestamped with exchange time, there should not be such difference. If the difference was caused by package loss, then the volume of bars built in realtime (in the first screenshot) should not be more than that retrieved from the server.
The volume study on chart was the volume study in "basic studies".
The testing was done in esignal 10.2 beta.
- Clearpicks
The problem is I found sometimes the 1min volume is different at some bars after I restart esignal. For example, in the attached screenshots, in the first one the 1min volume at 15:18 is 9728. However after I restarted esignal a few minutes later, it became 9717. If all trades are timestamped with exchange time, there should not be such difference. If the difference was caused by package loss, then the volume of bars built in realtime (in the first screenshot) should not be more than that retrieved from the server.
The volume study on chart was the volume study in "basic studies".
The testing was done in esignal 10.2 beta.
- Clearpicks
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