ES H9 data inconsistency

[whammer]

Hi,

I'm wondering if anyone finds the following data incorrect from your sources (ES H9). I'm also subscribed to TickData, but there seems to be great inconsistencies with eSignal.

using 1 min bar

Tickdata (at 15:14 close price)
2/13/2009 820.00
2/17/2009 785.75
2/18/2009 780.00
2/19/2009 779.00
2/20/2009 770.00

eSignal (at 15:14 close price)
2/13/2009 819.50
2/17/2009 786.00
2/18/2009 779.00
2/19/2009 779.00
2/20/2009 769.75

Thank you in advance.

William

[whammer]

Can someone from eSignal tell me whether there's only one feed to the eSignal ES (emini S&P futures) data?

Or, are there more than one feed to the data?

I'm trying to find out why there's a discrepancy between TickData and eSignal data on specifically the ES symbol on the dates and time specified below.

TickData people tells me that's due to the fact the eSignal does not have multiple feed to their ES data.

Can someone from eSignal confirm please? Thank you.

W

[ScottJ]

We typically store up to 10 days of tick data so it's hard to go back to these dates and specifically check. We only take 1 CME feed that I'm aware of but we do have back-ups. If you can post data more current, we can take a better look.

Thanks.

[whammer]

Sure.

1-min bar
date closing time(exchange) OHLC
2/27 15:14 733.00 733.50 732.5 732.75
2/26 15:14 752.00 752.50 751.00 752.00

William

[ScottJ]

Is that tickdata data or from your eSignal screen? Please post both sets of data that you want looked into.

Thanks.

[whammer]

Sorry, here they are.

TickData's
1-min bar
date closing time(exchange) OHLC
2/27 15:14 733.00 733.50 732.5 732.75
2/26 15:14 752.00 752.50 751.00 752.00
2/25 15:14 761.50 762.00 760.50 762.00

Esignal's
1-min bar
date closing time(exchange) OHLC
2/27 15:14 733.00 733.50 732.75 733.25
2/26 15:14 752.00 752.25 751.00 751.50
2/25 15:14 761.50 761.50 760.50 760.75

The discrepancy only happens towards the end of the trading session.

Hope you can shed some light on this. Thank you.

William

[ScottJ]

We can only go back 10 business days on ticks so we will take a look at 2/27 but can you see differences from yesterday for ex?

Thanks.