Problems with historical tick data for 6E

[pippi]

Hello,

i get lots of (and i mean lots, like several per minute) zero price and zero volume prints on historical tick data for 6E bid/ask quotes. Trade ticks do not appear to be affected.

Other symbols (i have checked ES #F and YM #F) do not appear to be affected, or to a much lesser extent. On these symbols i got 2 bad ticks with zero price during the last week, whereas on 6E i got thousands.

If it makes any difference, i got a delayed subscription for these exchanges and i have a 'data only' subscription. Please advise.

Reagrds,
P.

[eSignal_AveryH]

Pippi

In which eSignal window are you seeing the zero print? Screenshot are always helpful in getting a visual idea of the problem.

Thanks in advance

[pippi]

I have a data-only subscription, and therefore can't use the eSignal-application itself (i use Neoticker for charting). Maybe the eSignal-application filters zero-price and zero-volume ticks out, i don't know.

That problem does only exist with 6E, other contracts appear to work ok - which leads me to believe that there is a problem, because a) i assume the CME doesn't transmit such ticks and b) i assume that eSignals intent is to store tick-data in a consitent way across symbols (at least for any given exchange) - which is not the case here.