Symbol messed up again

[wolfyyy]

I do algorithmic trading of the South african TOp40. Currently the intraday server is throwing away the closing data of every day, so it will show today, gone tomorrow. The daily server will carry the correct close. This causes absolute havoc for trading systems. A while back this exact problem happened, and it was very difficult to find someone at esignal that can even understand what is going on. Eventually i managed to find someone that understood something and it got sorted out. Unfortunately it seems we are back to square one again.

I have now sent in a generic report of the problem again, is this sufficient or are there other places i can report it or get assistance urgently.

As you can imagine the close is the most important datapoint of a day. All indicators like ema's are messed up and basically meaningless and change their values retrospectively once you switch the system on the next day.

[wolfyyy]

symbol

For reference, the Symbol name above for the Top 40 is the $j200-ftse

[eostrom]

$J200-FTSE missing data

I am able to duplicate what you are saying and have made a report to our QA about this. I will update this post once I have further information.

[wolfyyy]

symbol problem

Thank you Eric, I am having the same problem this time around that i cannot find a person that can understand the problem. So i will really really appreciate if somebody can help me to get this sorted out. All the South african traders are currently sitting with charts that change retrospectively every morning!

The easiest way for anybody to see the issue is to check the close on the daily chart and compare it with the last bar on an intraday chart, it is different. And no, it is not a Time template issue

[eostrom]

Yes, we are aware of the issue here and looking into fixing it. I will have more information shortly.

[eostrom]

We have a fix that we are working on that will take care of this issue, but it will take some time before the file with this fix goes out.

In the mean time you can fix this on your end, but it requires editing of the specs.tab file.

The path to this file is c:\program files\eSignal. In this path there is a file called specs.tab which can be opened with notepad. In this file you want to find the line that reads

|SpecClass|FTSJindices A|FTSJ INDICES|\$J.+-FTSE|FL2|FTSJ|GFT|JSE|0.01|10.00|900 1650|1750|

in this line you will want to change the "1650" to "1705" and then save the file. This should fix this issue going forward. Please let me know if you have any further questions.

[wolfyyy]

Symbol problem

Thank you Eric. I have done this. I should see tomorrow whether this helps to keep today's close. But i notice that all the closes that have disappeared since end Dec 2011 as still missing from the database, is there something that can be done to get those into the data?

I will report tomorrow whether today's close stays in the chart.

[wolfyyy]

Symbol Issue

Eric, my concern with this is that i see the data since the start of the year is till missing. Also i am wondering why for example the $j210-ftse, or $j154-ftse etc. that are also covered by this "specs" file have had no issues and show their 17:00 tick every day. Also, why is there no issue for before late Dec?

Do you therefore think that this addresses the problem (even temporarily) and how can one get back the data that is missing since the start of the year?

[wolfyyy]

symbol messed up

Yes, so it seems yesterday's close has again disappeared even with the changes made to the specs file. For some reason the previous day's one is there. I have had feedback from several sources that someone is looking at it, so i hope someone gets to the bottom of this.

[eostrom]

symbol data missing

Looks like we've found the issue, but are still working out how we are going to fix it. The Specs.tab adjustment below is something that will still be required, but it doesn't fix the issue as it stands now. I'll update more when we have a plan for a fix. Hopefully sometime tomorrow.

[wolfyyy]

symbol broken

Eric, any feedback will be appreciated. I am at a point where i have to shut down my trading. I am a fulltime trader. This is my income. I employ a person to execute my personal trades and monitor the systems. This person's job is on the line here (the previous time this happened i had to let a person go and shut down trading) I really need somebody to help, but i am getting nowhere

[eostrom]

$J200-FTSE

As of right now, it's not looking like this will be a quick fix. I'm trying to get something put in place in the mean time that will take care of this till we have something more permanent. I'll post an update here when I have it (hopefully in an hour or so).

[eostrom]

We are still looking into a fix for this. The fix for this will require a pretty significant change on our end. I don't have an ETR for this yet, but I will hopefully get some more information tomorrow once I've spoken to a few more people directly involved in the change.

[wolfyyy]

symbol broken

Thank you Eric, what is the reason that this could be working perfectly for so long till end of last year and now requires such a major change?

[eostrom]

$J200-FTSE

This symbol was split in the feed at some point and that's what changed everything. That being said, we are testing a fix for this now. If everything works with this fix then we can have this issue fixed much sooner than we had previously thought. I will keep you posted.