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Does esignal build intraday bars using timestamp in data packages or local time?

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  • Does esignal build intraday bars using timestamp in data packages or local time?

    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
    Attached Files

  • #2
    the screenshot after esignal was restarted.

    This might be caused by the same reason as in the post

    http://forum.esignalcentral.com/show...threadid=28275
    Attached Files

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    • #3
      Did esignal add any tricks recently while trying to decrease CPU usage and bandwidth consumption during busy trading hour? Is esignal data still truely tick by tick data?

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      • #4
        Another example,

        the screenshot of bars built in realtime.

        at 15:57 V = 41233
        Attached Files

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        • #5
          After ctrl-clicking "OK"

          the volume changed to 41203.
          Attached Files

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          • #6
            After restarting esignal ( connected to another server? ),

            volume became 41233 again.


            WHAT WAS GOING ON?
            Attached Files

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            • #7
              The screenshot of ES Z8 when running esignal from my laptop. The volume at 15:18pm changed back to 9728 again. So it mean each time we might get different 1min chart depending on which server our esignal is connected to. This is wrong.
              Attached Files

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