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eSignal-EOD vs eSignal-RT OHLC price mismatch

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  • eSignal-EOD vs eSignal-RT OHLC price mismatch

    Hello,

    When I compare my eSignal-EOD OHLC prices (which match QP2 data) to eSignal-RT data I find that they differ significantly.

    1) Can sombody explain the difference?

    2) How can I calculate OHLC prices from RT data that match the eSignal-EOD prices?

    I am trying to convert EOD systems to work with RT data and need the best match I can get to EOD.

    Many thanks for any help you can give,
    Herman.

  • #2
    Hi Psytek,

    If possible, it would be good to see an example of what you are referring to. Specifically the date and symbol would help us isolate any disparities between EOD and the real-time version of eSignal. As much information as you can provide will help us expedite the troubleshooting and get back to you sooner. Please let me know. Thanks.

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    • #3
      Hello DuaneG,

      You asked fro an example, here is are a few:

      Yahoo 3/19/2004:

      eSignal RT Open price: $44.93
      eSignal/BigCharts EOD Open price: $ 46.54
      Difference: $1.61 or 3.46%

      Other dates that look different for this stock:
      2/25/2004
      3/1/2004
      3/4/2004
      etc.

      I would like to know how the EOD is derived at, it appears to be different on many days for many stocks, mostly minor but neverheless different.

      I seem unable to calculate EOD prices from RT data but would really like to do that.

      any explanation would be appreciated,
      herman.

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