Indices / Settlement

[Tomcat8]

Hello esignal,

the Compq has a close at 2097,21
in the tickchart I see 2100,25

This last trade is very important for Elliottwave trader.
This is a trade. Why does esignal withhould this trades to us?

I didn´t see a possibility to include them in advanced charting.

Tomcat

[JayF]

I currently show the close of $COMPQ for yesterday at 2100.25. Most likely this was corrected later by the exchange, and updated on our systems sometime after the close.

[Tomcat8]

JayF,

I think you dont know what I mean. Take a look at the charts.
In the tickchart we have the riht close. But not in the minutecharts. This is true for every exchange you offer us.
After close, every day, if xetra, nyse, nasdaq or what ever the exchange has a last settlement which comes in up to 10 or 15 minutes after close . And this last settlement is only to see in the tickchart. In my tradestation a can choose if I want this or not.
With esignal I cant. I will explain why this is so important:
If you are trading with elliott waves you need all data to see if there is a higher high with the settlement. Are what ever. We need this data also in the minutechart. Or a possibility to choose.

Tomcat

[ACM]

Tomcat
The reason you see the close on a tick based chart match the daily is because tick based charts do not use Start/End times from the Time Template and will show all the data in the day. With interval based charts instead you have the option to show the data for a specific period defined by you.
As an example here below is a 10T chart for $INDU. Notice the time at which this happens ie 16:02:03



In the chart with RTH Time Template (9:30-16:00) instead this is what appears



However if you change the Time Template to include the segment of time that is visible in the tick based charts then you have the following. Notice in the top of the chart that the End time of the Time Template is different from the one of the image above (and the time stamp of the bar reflects that).



If you want the data in an interval based chart to match that of the tick based chart then all you need is to change the Time Template settings to include the additional time required to receive the settlement trade.

As to TradeStation I am not aware that you can have the trades in the Dribble or Settlement sessions appear in intraday charts (whether tick or interval based). In fact here below you can see the same interval chart for $INDU which shows the same last value as the RTH chart in eSignal



Following are the Session times for the chart above. Notice that I do have a 3 hr Settlement period yet the values of the settlement are not reflected in the intraday chart and will show only in the Daily.



FWIW Dribble is not used by TradeStation as per the Help file extract enclosed below
Dribble - Refers to the amount of time after a symbol stops trading that the GlobalServer will include ticks in the last bar. The time at which a symbol stops trading is the session end time. Currently, any ticks collected during this dribble period are used only by OptionStation. Other Omega Research components (i.e., TradeStation, RadarScreen) do not currently use the ticks collected during the dribble period.

As a matter of fact eSignal's implemetation of Session times is far superior IMHO to TradeStation's because unlike in the latter where Sessions are not easily changed in eSignal you can create multiple Time Templates and switch between them with one click. You could in fact have an "RTH" Time Template and a "Settlement" Time Template for analysis purpose which includes the times necessary to plot the settlement.
Hope this helps
Alex

[Tomcat8]

This helps. You are right what you said about tradestation.
By my last data vendor it was possible. I thougt it was possible with esignal as well. But I checked.

If I create a 4tick chart from the $compq, which is simular with one minute chart, I have the problem that I cant create a time template. This is still not possible. We recommended this a few times.

Wouldn´t it much easier that esignal includes a possibilitiy to create a time template for tickcharts or that esignal give us the possibility to choose if anyone wants to have the settlement in the minute charts or not?

Tomcat

[Tomcat8]

By the way. Does esignal have problems with eurex and xetra?
Do they restore their servers? I have extreme vacancies.

Tomcat

[Tomcat8]

I created a time template with 15:30 - 22:03.
It works, but I am not sure if the last tick comes in before 22:03 every time.

Tomcat

[ACM]

Tomcat

I am not sure if the last tick comes in before 22:03 every time

It depends on the exchanges and it is not a set time anyhow even within the same exchange. With CME equity index futures for example it is within 14 minutes of the Close because they reopen trading at 15:30 CT as the new session.
IMHO if you add 5 minutes to the RTH Time Template you should in general be able to receive the settlement
Alex

[ACM]

Tomcat

By the way. Does esignal have problems with eurex and xetra?
Do they restore their servers? I have extreme vacancies.

There have been problems with intraday data due to the "Boxing Day" issue (see related threads)
However, there are some servers in which the fix has been implemented and should provide all the data. I had to connect/disconnect a few times until I connected to one of those and was able to retrieve all the data
Alex

[ACM]

Tomcat

If I create a 4tick chart from the $compq, which is simular with one minute chart, I have the problem that I cant create a time template. This is still not possible. We recommended this a few times.

Wouldn´t it much easier that esignal includes a possibilitiy to create a time template for tickcharts or that esignal give us the possibility to choose if anyone wants to have the settlement in the minute charts or not?

eSignal have indicated that this is one of the things they want to change but have not provided any ETA on when it may happen.
Alex