Forex intraday data problem

[c_13]

pta123,
that's a good idea (I used to confirm the spot with the futures +/- points differential) but I am very comfortable with the spot and the calcs are faster and more straight forward for me. I am using another vendor right now so I am not in mission-critical status. I would like to completely move over to eSignal but this forex data problem prohibits that.
I could see some issues cropping up in the minors but having issues in the major pairs concerns me. I would think this matter would get high priority.

[garaujo]

the liquidity on futures is a problem. But the real one is the limited number os currencies covered.


I tried to folow the futures of eurusd, but can't find the symbol to the 24h one. only the EC h4

[ACM]

garaujo
Symbol for side by side Euro FX front month is 6E M4 or 6E #F for the continuous.
You can find all the symbols for CME futures here
Alex

[garaujo]

tx...
i don't have the RT fee then i only see the D and the yesterday bar.

Maybe that can help.

[Bob A.]

Hi Alex,

Do you know of a realtime source/symbol for the Euro FX Cash? I have an adv. line chart overlaying the $DXC on the 6E #F and want to add the Cash. Is my only eSignal solution to pony up the $50/month for a full FX subscription just to look at EUR a0-FX? Hard to believe they don't offer it for little or free ( it's free on IB ) when many just want to use it the same as the $SPX when trading the ES. And update frequency is crucial. The $ECC seems to update about once an HOUR and I'm looking for the equivalent "realtime" of the PREM a0.

TIA and best regards,
Bob

[Bob A.]

Hi Alex,

Please take a look at my edited post re $ECC. My update and your reply crossed in the ether.

[ACM]

Bob
Right after I posted my reply I noticed that you had edited your message so I pulled my post.
To answer your question I do not know of another symbol for real time Euro cash besides EUR A0-FX
Alex

[c_13]

does anyone know (or has anyone heard) what direction eSignal is leaning in the data "spikes" resolution? Will it maintain all contributors, enable user specified only or another fix? Time frame on this?


gracias,

c_13

[ScottJ]

We have not determined what actions we'll take and when as this issue requires somewhat of an overall plan/approach to address. It is being discussed internally right now and, hopefully, we'll have some sort of gameplan in the near future. I'd encourage users to experiment with the price filtering in the meantime and once we have more information to report, we'll post it here.

Thanks.

[pta123]

ScottJ

Thank you for the update.

Can you also address the issue of enabling the daily bar charts to start ther next trading day at 5pm EST instead of at past midnight.

[ScottJ]

Regarding this:

Can you also address the issue of enabling the daily bar charts to start ther next trading day at 5pm EST instead of at past midnight.

Allowing this sort of functionality is on our feature request list but no ETA at this time.

Thanks.

[c_13]

I wanted to check on the data spike issue. Are users still experiencing the same level of out-of-line FX data or has the matter been improved upon?


thank you,

c_13

[garaujo]

Yes... EurJpy, EurGbp EurChf, the Majores in the minor crosses are unbareble. Spikes every time.

Always the same contributors giving them!

I pray for a solution, or i will remove Fx from my exchanges in RT.


But the more important issue is that the service is not reliable. So esignal should lower the fee or even halt the fee until the problem is fixed.

Will like to know you guys opinion on this! Why pay 50$ if the data is not reliable?

Best Regards
Gil

[ScottJ]

We now have the ability to filter out individual contributors on a single instrument at the feed level. So now, if we spot that a certain contributor is not keeping pace with the current trading range, we can remove them from sending quotes on that particular Forex rate. This will be much more effective than a blanket removal of that contributor because their input on certain currencies can vary quite a bit (i.e. they may be quoting JPY just fine, while letting EUR quotes get stale or out of range).

If you are seeing spikes on a given currency, please check the tabular time and sales data to view the contributors. If there's a pattern to the out of range quotes, just highlight the particular contributor and post a screenshot here. Alternatively, you can use the Bad Tick Reporter and add the contributor notation in the comments field.

Our QA group will then review the situation and determine if that contributor should be filtered or not. The change would then typically take place in 1-3 days.

Thanks.

[gambler]

Scott,

Can you give us an update on whether eSignal will give us the option to filter for a particular forex quote vendor in our charts. Is this issue being considered. If so, will it be implemented within the next two months.

The variation in quotes from different vendors, even if they are a few ticks off, are skewing indicator values to such a degree that they are unusable for trading especially on the shorter timeframes.

Steve