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emini data Lag question - now resolved

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  • #1

    emini data Lag question - now resolved

    I am not sure if this is the best place to post this, but I am running IB TWS side by side with my E-Signal feed, and there is at least 1.5 points of lag for the S&P E-Mini Contract for September. Can someone help me out and explain why there is such a serious error in the data feed?

    Thomas.
    Tags: None
  • #2
    Just checked again . . .

    I just watched this over the past few minutes, and the quote is off exactly 1.5 points between the close and the ask. Meaning that if E-Signal says the market is 1012.00, the live market is 1013.5. I hope this can be fixed soon.

    T

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    • #3
      arbifox,

      Are you sure you're comparing apples to oranges?

      The emini rolled yesterday to December, and it is likely that IB already rolled the symbol for you. I suspect you are comparing the active December contract in IB to the low volume September contract in eSignal. Try ES Z3...
      Regards,
      Jay F.
      Product Manager
      _____________________________________
      Have a suggestion to improve our products?
      Click Support --> Request a Feature in eSignal 11

      Comment

      • #4
        Arbifox

        Jay is right

        We rolled in ES Z3 !!!!

        Me too I do experience problems from time to time , but 90% of the time I discover that the mistake was on my side.!

        We all Before point the finger we should double check !!!

        (besides that I have IB too, but I woluldn't put my hand on fire for their book!!!! even if I'm pretty satisfied.)

        Fabrizio

        PS. JAY the beloved splecheck button is there but Am I missing something ? is reluctant to work!
        Fabrizio L. Jorio Fili

        Comment

        • #5
          I know, but . . .

          I know all about that, and I understand that we rolled yesterday, but I am getting my quotes on ES #F . . . oh wait . . . I think I know what the issue is.

          My trading program is still trading the September contract, and the quotes that I am getting are off on my fills.

          I figured it was something like that, but was not sure. Checking into it . . .

          but thanks so much for the quick feedback.

          T

          Comment

          • #6
            .
            Originally posted by fabrizio
            [B

            PS. JAY the beloved splecheck button is there but Am I missing something ? is reluctant to work! [/B]
            It works off of a pop-up window, so be sure to disable any pop-up blocker software.
            Regards,
            Jay F.
            Product Manager
            _____________________________________
            Have a suggestion to improve our products?
            Click Support --> Request a Feature in eSignal 11

            Comment

            • #7
              but still . . .

              Should the ES #F still pull back the value of the December contract, or is this just today that it is off? Something is still a little fishy.

              T

              Comment

              • #8
                Thomas
                ES #F rolled over to Dec front month on Wednesday September 10th at 15:45 CT whereas ES #F=2 rolled over to Dec on Thursday September 11th at 08:30 CT.
                Alex

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                • #9
                  all set . . .

                  Guys,

                  Thanks so much for checking into this, this is the first time I went through the change of the month on the contract. I have it all set, all is working well. Thanks so much for your speedy response.

                  Thomas.

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