6s data error on DRYS?

[jgr]

On DRYS, today, 9-16, I see very large ranges on the 6 second chart that I don't see on the 1 min chart or similar from another source.

Is this the software on my system or the data from esignal? what to do to fix it?

See images below:

[jgr]

This is the image for the 1 min chart at the same time frame.

[eSignal_AveryH]

jgr.

The extended range of trades you seeing on your tick charts are coming from the exchange. From information in the Time and Sales Window these are legitimate trades flagged as SOLD-OOS or "Sold Out of Sequence": (Used when a trade is reported out of sequence and at a time different from the actual transaction time).

Our QA Department is confirming the trades and once we have more information to share will add it here.

[ScottJ]

With the release of 10.3, there was a change made in regards to CID's and tick-based bars. Due to the time it takes to process the longer CID records, tick-based bars (like 6s or 10T) no longer have CID's applied to them. Only 1 minute interval bars or higher are adjusted based on CID's. That's why you're seeing the differences.

As Avery points out, if you look at T&S, you will see the SOS condition on many trades for this symbol today and hence that's why there are differences in those two chart types.

Thanks.

[jgr]

Several questions:

You mention a SOS flag. Is that something that is displayed with the T&S data? If so where?

I am familiar with the SOS transactions coming through after close but not during market hours. Why are these hapening today on many stocks (GE for one) when they have not been on previous recent days? The volume is about the same.

FYI, I don't see these out of range ticks as trades on the Market Depth window (Total View). I only see them on the tick charts. Why is that?

What is CID?

[ScottJ]

Here's a KB article on CID's that should address at least two of your questions.

Market depth is all about quotes, where CID's relate to last sale transactions.

Not sure why those types of transactions are occurring more today as we just pass them through from the exchanges.

Thanks.