Delay in updating of mini Russell quotes (AB)

[soylent]

similar on NQ

Wave --

What kind of connect do you have to the internet?

I ask because when I ran Satellite, I frequently had problems w/ lost ticks.

I finally gave up on TICK charts because they lost some consistentcy quite often (had to hit the 'ctrl-ok' a lot). This was terrible when I'd look up and see the market moved 6 pts (nq) and I see it as 250V.

On cable modem, it's a lot more consistent but I'm very cautious on VOLUME anything. I always re-check the volume stats every 5-10mins -- especially if I see 36V on a 1m NQ chart - I get suspicious...

This is much more a problem when you deal w/ tick charts vs. minute charts. And, it -definitely- happens on NQ, too.

Anyhow, I'd bet it has something to do w/ the way esignal sends ticks/updates. Probably sending UDP packets / not checking for arrival...

-c

[soylent]

one more thing...

When I'm scalping, I keep a constant BID ASK time&sale window up. This provides a lot more consistency in the charts. (Because if that window doesn't constantly scroll -- I know we've got a problem).

-c

[wavetrader]

Re: similar on NQ

Originally posted by soylent
Wave --

What kind of connect do you have to the internet?

I ask because when I ran Satellite, I frequently had problems w/ lost ticks.

I finally gave up on TICK charts because they lost some consistentcy quite often (had to hit the 'ctrl-ok' a lot). This was terrible when I'd look up and see the market moved 6 pts (nq) and I see it as 250V.

On cable modem, it's a lot more consistent but I'm very cautious on VOLUME anything. I always re-check the volume stats every 5-10mins -- especially if I see 36V on a 1m NQ chart - I get suspicious...

This is much more a problem when you deal w/ tick charts vs. minute charts. And, it -definitely- happens on NQ, too.

-c

I've got a cable modem connection. I have a 64-bit computer with 512MB RAM, with only Esignal, my broker interface, and browser windows (about 3). I have nothing else open.

Curiously, there seems to be a lag time when the market is open, and my computer seems to "hang" sometimes (although it doesn't really). The quote delays only happen with emini Russell 2000 (AB U4). I'm not sure I experiences this with YM or other markets I trade.

I've also got a Bid/Ask T&S window open.

Don't know what else to say. In your experience, how do you handle it when this happens on NQ?

[wavetrader]

Re: similar on NQ

Originally posted by soylent

I finally gave up on TICK charts because they lost some consistentcy quite often (had to hit the 'ctrl-ok' a lot).

-c

How do you hit 'ctrl-ok'? Is that the same as 'ctrl-ENTER'?

[ACM]

wavetrader
You click the green OK box in the Cursor Window while pressing the Ctrl key
Alex

[AndyS]

Hi Wavetrader,

You can email me your layout and associated files. I'd be happy to test this out and try to replicate. I must admit, I'm not able to see the problem with the screen shot provided.

Not sure this has anything to do with the problem, but want to put out there anyway, and that is there is a difference in the feed from CME to eSignal (and other quote providers) and to brokers such as IB. Are you seeing what looks to be missing trades or same trade size/price, just slower?

[soylent]

>> Don't know what else to say. In your experience, how do you handle it when this happens on NQ?

I just do what Alexis said: press CTRL and hit OK.

Mostly I just look @ a 1m chart and use the T&S for seeing the ticks. W/ the cable modem this has become much less of a problem but it I almost always lose a few transactions every minute. (CTRL-OK fixes that).

I think another point Andy makes is more important: Are you losing ticks or does your box actually become non-responsive? (I just lose ticks). Next time it happens, press that CTRLOK sequence and see if your TICK chart looks totally different as it refreshes itself w/ a clean set of data.

-c

[soylent]

One MORE thing:

I was looking @ your chart: I don't think these charts show a problem.

eSignal shows the last TRADE -- IB shows the Bid/Ask. if there is no TRADE it doesn't show up. Also, eSignal shows the bar 'last transaction price' as the close.

So, IB could be up to 2 ticks off easily. (If we SOLD @ the BID and, since AB is so thin often, the ASK was 2 ticks higher, then the BID moves up to fill the void).

IB would look like it's higher but if a trade never occurs, it won't show in esignal as a tick.

So, on AB you could very well drift a few ticks.

-c

[wavetrader]

Originally posted by soylent
One MORE thing:

I was looking @ your chart: I don't think these charts show a problem.

eSignal shows the last TRADE -- IB shows the Bid/Ask. if there is no TRADE it doesn't show up. Also, eSignal shows the bar 'last transaction price' as the close.

-c

I agree that eSignal only shows the 'last transaction price'. However, my chart clearly shows the discrepancy between eSignal and IB.

I will re-attach the first image I posted here.

Look at it closely: IB shows a Bid/Ask of 522.8 x 522.9, and shows the 'last transaction price' as 523.0 (where there is a 1 in the rightmost corner - this is the size of the 'last transaction price').

Notice that E-Signal shows a 'last transaction price' of 523.2.

This is a clear discrepancy. Sometimes, this can be 3-4 tics. I wish my hands are fast enough to capture a screenshot of a situation like that. But clearly, this is something that needs to be looked at.

[soylent]

Huh -- yes, I see your point.

I'll try to keep up my DOM (I use Ninja, too) on the NQ today & see if I notice any discrepancies there.

-c

[AndyS]

Hi Wavetrader,

In comparing a time & sales window from your broker to our Advanced Chart makes it difficult to see if what you're experiencing is delayed / lagging data (your original complaint) or if we are dropping data. If you could, please do a check comparing your brokers time & sales to our time and sales window and let me know what you see.

Again, keep in mind that there's a difference in data feeds provided by the CME to Brokers and to Data Vendors. This morning I was testing our feed to IB. Unfortunately, I didn't have a Time & Sales window for IB. In the Traders Workstation window, I monitored the last trade price and volume to our T&S window. In the IB feed, there was combining of trades with same price. I.e.; a trade would come into IB for price of 52000 and volume of 5, at the same time in eSig T&S, I saw 3 trades of 1ea and 1 trade at 2ea go thru at same price. We have the CME Depth which apparently shows greater depth than IB. However, the price should be the same. I tell you this so that you're aware if you see this type of difference.

So far, I haven't seen any delays or missing data. We will continue to monitor this both in our QA group as well as myself. I look forward to testing this with your layout, so when you get a chance, please email your files.

Thanks,