EPF Tick Data questions

[blazespinnaker]

I have a couple of questions about the EPF Tick Data

I was wondering where I could find a lookup list for the three letter codes on each tick line. Is there a KB Article?

Is there a server i can point myself to in order to make sure I'm getting the full data? All the bid/ask quote data?

Cheers,

Blaze.

[eSignal_AveryH]

Sorry for the delay in responding. Please see comments below.

was wondering where I could find a lookup list for the three letter codes on each tick line. Is there a KB Article?

The three letter code represents the exchange the Bid/Ask is being quoted on. A list of the Regional Exchanges can be found in KB Article 1498

Is there a server i can point myself to in order to make sure I'm getting the full data? All the bid/ask quote data?

If your refering to historical bid/ask data we do have a set of servers that hold that information and we can direct you to those servers.

You can contact our Customer Service Department to add the historical bid/ask entitlement to your account.

[blazespinnaker]

Is the EPF data accurate? I'm hardly seeing any quotes at all in the data.

For example, for 10 days of MSFT I get about 35581 quote lines and 1126293 trade lines.

Shouldn't it be the opposite? bid/ask changes far more rapidly than trades are actually placed.

[ScottJ]

The data in an EPF file should match what you see in T&S or a tick chart. Did you contact Customer Service to add the bit for historical b/a data? Otherwise, you're only going to have b/a updates that are locally collected.

Thanks.

[blazespinnaker]

Thanks Scott. Is there a feature in Account Management I can do this myself?

I turned on Extended Intraday, but that didn't do the trick.

Cheers.

[eSignal_AveryH]

This entitlement is not available on the Account Maintenance page. You can call Customer Service @ 510.264.1700 option 1 and have it added in just a few minutes.

[ScottJ]

You can also PM Avery or I and we'll have that bit added to your account. Just need your username.

Thanks.

[ScottJ]

Thanks for the PM. The bit has been added. Please keep in mind that your tick requests will return far more data now and you may see performance issues. If that's the case, you can always turn the routing back off.

Thanks.

[blazespinnaker]

Ok, MSFT went from 36M to 87M .. does that sound right? The # of lines in the file only doubled, though.

I was expecting quite a bit more data.

[ScottJ]

I just grabbed a snapshot of MSFT data from this afternoon. Out of 399 records, 194 were trades, the other 205 were b/a updates. I'm sure that will vary by market conditions, symbol, time of day, etc.

Everything looks OK to me.

Thanks.

[blazespinnaker]

Great! Thanks for all your help.