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High - Low - Close of the day often 1 or 2 ticks wrong

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  • High - Low - Close of the day often 1 or 2 ticks wrong

    See attached chart for an example for a wrong high on Bund (GB U3-DT). This happens also on ES, NQ, ZB, Eurostoxx etcetera. Correct high should be 115.82

    Can something be done about this. Please keep in mind that pivot points are calculated based on this.

    Reporting bad ticks is not an option here, there's just too many of them.

    Edo.


  • #2
    Hi EdKoF,

    I will have a look into this. Does it happen every day? or rarely?

    Thanks,
    Graeme Ballard,
    eSignal Support

    Comment


    • #3
      Hi Graeme,

      On average nearly every day. Today I have examples for:

      - YM #F
      - ES #F
      - ZB #F
      - GB U3-DT


      Edo.

      Comment


      • #4
        Hi EdKoF,

        I will look at these symbols, what time frame do you have it on? Does it affect all time frames or just some? How long have you noticed this issue for?

        Thanks,
        Graeme Ballard,
        eSignal Support

        Comment


        • #5
          Graeme,

          This has been going on for a long time already. Just last days the amount of errors increased, so I decided to report it. I think it has been reported in the past.

          The errors appear on all time frames.

          Cheers,

          Edo.

          Comment


          • #6
            Hi EdKoF,

            Thanks for letting me know. I will investigate this issue, if I have any questions, I will be contact you.

            Thanks,
            Graeme Ballard,
            eSignal Support

            Comment


            • #7
              Hi EdKof,

              While we investigate, if your pivots are being thrown off by a bad tick, you can use the Bar Editor feature introduced in 7.3 to directly correct or remove any price point. You'll find a few FAQs on the Bar Editor here.

              Thanks.

              Comment


              • #8
                For the first time today I've found an example there the indicated OHLC are correct, but the bars shown are not correct!

                Check GB U3-DT.

                At 17.20 hrs (CET, 11.20 ET) there was a trade at 114.94. However, the bars of that moment (any timeframe) show a low of 114.95.

                The indicated low of the day (114.94) is correct in this case, the chart isn't (showing 114.95 as the low).

                I can clearly remember that at the moment the chart (in Ensign in this case) did show the 114.94. I was trading at the time monitoring this future very closely. I have no idea what happened, since also in Ensign the 114.94 is no longer visible on the chart.

                Hope you find this info usefull.

                Cheers,

                Edo.

                Comment


                • #9
                  It's getting complicated again........

                  I checked the same for the high of 16.15 CET / 10.15 ET on the YM #F.

                  Couldn't find a trade @ 9267, although this is the indicated high of the day.

                  I checked T&S in eSignal.

                  The GB U3-DT example below I checked T&S in Ensign. I decided to check T&S again for GB U3-DT in eSignal. Couldn't find the trade @ 114.94 anymore. In Ensign it is still there..........

                  Weird isn't it?

                  I know it's just 1 tick difference, but we all want data to be 100% correct I hope................

                  Cheers,


                  Edo.

                  Comment


                  • #10
                    Hi EdKoF,

                    Would it be possible for you to send me a PM with your telephone number on, so I can ring you and discuss in depth, the issue. There are a couple of things I wish to check.

                    Thanks,
                    Graeme Ballard,
                    eSignal Support

                    Comment

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