Continued from Elite Trader... Emini Lag

[JayF]

Continued from this Elite Trader thread...

Hello all,

At this point, we have not received many reports on this. Not to say this isn't happening to you, just that it could be localized to a specific server, or server set. In hopes that we can track this down further, please list the time the issue is occurring and the symptom that is seen (ie. spurting, stoppage, missing trades/quotes.)

Edit: Please also include your eSignal version and build number (found in Help - About...).

One other item that would help tracking this down is your user name. If you PM or email me your information, then we could take a look at your connection information to determine a possible pattern.

Regards,
Jay F.
eSignal Community Support

macal425
02-25-03 07:58 AM
Esignal Lag
Is anyone else having problems with Esignal lagging on the emini's by as much as 1-2mins whenever there is any decent volume? This last week has been terrible.

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Ditch
02-25-03 08:02 AM

Re: Esignal Lag

What's new? As soon as Ensign is ready for the DTN-Iq feed i dump e-signal.

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Biomech

02-25-03 08:12 AM
yep
I've just noticed it the last 2 days. Very annoying. I totally dig their charting, but if their quotes are going to do that I'm dumping them.

[traderbambu]

ES data

I noticed the same today (actually for several days now) that at the open (in the middle of the action) eSignal's ES data is way behind my TT (execution platform) data.

[JayF]

There was an issue this morning that was causing the e-mini data to fall behind other providers. Our Operations Team located the issue, and it was resolved shortly thereafter.

Regarding any delays seen before this morning, our engineers are working to identify and iron out any further kinks.

[atlas]

ES #F serious congestion starting around 3:30 pm.

Note: In my 100T chart, the ticks-in-bar cursor window indicator continues to update the number of trades, while the charts themselves appear to freeze for a short time.

atlas

[JayF]

atlas,

In speaking with our engineers, the CME has a few different methods of sending data. We are looking into moving to a more robust way of data delivery, which will address these types of congestion.

Regarding why your chart stopped updating while the cursor window kept going is something different. Have you seen this before or is this the first time? Were you running any CPU intensive processes in the background that might cause a CPU bottleneck?

[atlas]

[COLOR=royalblue]atlas,

In speaking with our engineers, the CME has a few different methods of sending data. We are looking into moving to a more robust way of data delivery, which will address these types of congestion.
[/COLOR=royalblue]

OK, good to hear.

[COLOR=royalblue]
Regarding why your chart stopped updating while the cursor window kept going is something different. Have you seen this before or is this the first time? Were you running any CPU intensive processes in the background that might cause a CPU bottleneck?[/COLOR=royalblue]

I was using the ticks-in-bar indicator built into esignal as part of the cursor window. It continues to increment normally while the trades are occurring, but I am still seeing the same lag in the drawing of the charts. I do not have any efs scripts running. My other data source is Interactive Brokers. It tends to happen just after a relative lull in the trading. Let's say it is lingering at a low for the day, deciding whether to go lower. All of a sudden, the market makes its move: let's say it crashes to a new low and stops are hit, etc. Any chart based on the ES just freezes for maybe three seconds. The ticks-in-bar still increments. however. The charts unfreeze and all the trades for that period (on a tick chart) just zoom past.

atlas

[JayF]

atlas,

What version of eSignal are you on? If you are not on 7.2 build 544, then I would suggest downloading the latest from here.

[atlas]

I'm on build 544. I can state almost unequivocally that it relates to volume, i.e. congestion.

atlas

[JayF]

Ok thanks for the reply. I wanted to double check your version for the record.

[jay]

i'm also having a problem with lag... i've noticed over the last week or so that my quotes are delayed for about 6-7 seconds.
this is not just for eminis but also for stocks.

i'm using the latest version of esignal
fast cable connection
1 GB ram
p4 1.7

Please advise... Thanks

[JayF]

The Chicago Mercantile Exchange sends out two separate feeds for their data. There is a broker feed and a vendor feed; eSignal uses the latter. At times, you may notice a lag between the two sources. We are currently looking into a way of improving our feed to be the more effective.

[JayF]

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