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Missing AO Price in HSI Q2-HKF

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  • Missing AO Price in HSI Q2-HKF

    Found there are three days (Aug 2,3,6) HSI futures missed AO Price in the morning session. (09:14) Could your please fix it and thanks
    Kontakte

  • #2
    What timezone are you in and at exactly what time are you missing data (9:14am/pm)? I'm asking because I'm unable to see what you are seeing and need some more information. Thank you
    Thank you,
    Eric O.
    eSignal Support

    Comment


    • #3
      I set my time zone in China Standard Time. And I have been using esingal v11.4 SP 4 and Qlink 2.0 DDE without such problem. What I found from last Friday is the missing AO price either or both on morning and afternoon session (09:10 and 12:55). Even I tried to use esignal v10.6 but failed to generate AO price. What I think maybe the problem is from the real time data.

      P.S. I am using 5min bar

      Hope it can help.

      Thanks
      pixelart
      Registered User
      Last edited by pixelart; 08-08-2012, 08:15 AM.
      Kontakte

      Comment


      • #4
        Are you putting in AO or A0? It should be A0 if I understand what you are looking for exactly.
        Thank you,
        Eric O.
        eSignal Support

        Comment


        • #5
          What my meaning of AO price is the the final pre-market price before the futures market open. Normally its open, high, low, close are the same point. Only the volume shows how many contracts were filled during the pre-market period.
          Kontakte

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          • #6
            I am connected to the same servers as you and I am able to get this data. I would recomment contacting our tech support team in one of the ways in the following link. I'm confident that we will be able to get this working for you. Thank you

            Click image for larger version

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            http://www.esignal.com/support/esignal/contactus.aspx
            Thank you,
            Eric O.
            eSignal Support

            Comment


            • #7
              Click image for larger version

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              Attached is my data example. Please note that Aug 02, 2012 has AO bars (both on 0910 and 1255) but couldn't not find from Aug 03, 2012 to Aug 08,2012. (no data bar on 0910 and 1255)

              Hope it can help visualize the problem. Thanks
              Kontakte

              Comment


              • #8
                I see what are you are saying now. It looks like that data wasn't being flagged from the exchange before as Auction Prices. These prices are considered special trades and are no longer charted. You can see these trades if you bring up the symbol you are looking at on a Time and Sales window with the conditions heading on it within the eSignal application.
                Thank you,
                Eric O.
                eSignal Support

                Comment


                • #9
                  Originally posted by eostrom View Post
                  I see what are you are saying now. It looks like that data wasn't being flagged from the exchange before as Auction Prices. These prices are considered special trades and are no longer charted. You can see these trades if you bring up the symbol you are looking at on a Time and Sales window with the conditions heading on it within the eSignal application.
                  But I need this bar DDE into excel for calculating my own strategy. I did my backtest and have been applying into my real trade for more than 2 years without any problems. Suddenly, this AO bar disappeared for the whole week and made my system break down. Any way eSignal can fix it?

                  Thanks
                  Kontakte

                  Comment


                  • #10
                    These prices will show up if you are looking at real time data with DDE, but they will not come up if you are bringing up historical data. Unfortunately there isn't a way we can bring this back. These prices are now being flagged from the exchange and they are being filtered on the charts.
                    Thank you,
                    Eric O.
                    eSignal Support

                    Comment

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