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**odgo** · 07-15-2020, 06:47 AM

Yes, I experience the freezing you mention, and I agree that it is most likely to occur in fast markets or at certain times of day when positions are likely to be opened or closed en masse (6:30 AM and 1:00 PM Pacific Time come to mind).

I chart 14 futures contracts side-by-side on a single monitor, each chart running the same EFS-AT script, and I display the Snapshot Bar at the top of each chart. When a chart freezes with the price “stuck” at some value, the Snapshot Bar keeps showing price movement, which suggests that eSignal is still collecting price data but is unable to display it properly. Interestingly, sometimes all my 14 charts will freeze; but other times, only a subset will freeze, and the ones that freeze are not necessarily the most heavily traded. So if trading in ES (the S&P mini) is going crazy and its chart freezes, why does GBP (British Pound) also freeze but maybe not CL (crude oil) or even NQ (stock mini)? Also I have observed that the “unfreezing” of a chart is not always reliable. On my slower of two computers, the EFS-AT script will sometimes blow up and send the message “Script terminated” to the Formula Output file. A script that blows up is even worse than a script that naps.

Whenever I wade into Time & Sales and see the number of transactions that occur (trades, bids, asks) in the same one-second unit of time, I am always impressed that somebody’s computers can keep up with this astounding level of activity. Is eSignal keeping up? Does anyone know the lag or latency difference between the CME’s reporting a price and eSignal’s reporting the same price? Presumably this lag depends on the level of activity. It would be very helpful if eSignal’s developers (or an interested technocrat user) could explain the issues in an easy to understand manner. With all the expressed concerns over “fake news,” is it asking too much for eSignal to defend itself against the claim of “fake prices”?

**demarcog** · 08-12-2020, 11:43 AM

Happens quite regularly when the S&P e-mini is one of the symbols, especially during busy market times. If I don't have the S&P e-mini it happens less frequently. Usually I see "requesting" as a tip off that the price I'm looking at is not real. The non candle chart types are even more problematic. Yesterday the chart just stopped updating and froze and I didn't realize it until I opened up another chart with the same symbol. Very hazardous to one's account.

In my prior career in IT/Trading Technology. The general rule was for a non time dependent application the language of choice was javascript, or for time dependent applications like a charting or trading application C++. No one in their right mind would develop a real time "high frequency" data dependent intra day trading application in javascript these days..

There are major components of eSingal written javascript. The back tester was/is written entirely in javascript along with many studies, and perhaps the other non candle/bar chart types. Someone recently posted that it's takes too long to run a back test. If the back tester was written in an appropriate language suitable for the task it would finding in seconds as in other product's back testing tools.

Javascript is a interpreted language that executes on line at time is the worst performing choice. and clearly incapable of processing massive amounts of price data. For daily data and studies in the past it did not matter very much. Someone mentioned the Trade Manager, Time and Sales and other applications did not have the problem. Those are clearly not javascript and or EFS application unlike the chart studies.

IB's Trader Workstation for platform independence is written in Java, equivalent to C++ and never has any latency issues, quickly recovers when a connection is dropped, and is far more robust processing large amounts of data regardless of the Symbol or how busy the market.

It's unfortunate that the support and product quality is clearly on the decline and without allocating resources to correct the situation that will not change. I've documented so many bugs in the forum and with support and most, are completely ignored. Inflated back test results when using multiple time intervals or non candle/bar chart types, and these issues are ignored, release after release.

This product and the level of support was second to none for many years and ICE could certainly make that happen again, hope they are listening.

glen

**LetUsLearn** · 08-12-2020, 11:30 PM

Glen, thank you for your response and thoughts about what language you think the major components of eSignal are written in and how that affects the updating of the charts.

Odgo, a belated thank you for your response! Like you, I see that the prices keep moving even though the charts are FROZEN…DEAD!!! Do you think that the FAT cats on Wall Street that we are competing with have to deal with this incompetence? So let’s NOT be “impressed that somebody’s computers can keep up with this astounding level of activity.”…the big boys don’t have any problem, just us peons that are using eSignal…NO free passes allowed!

I mainly trade ES and prefer range bar charts, although time charts show the same issue when the range charts stop updating, and for that matter the cash SP500 charts stop updating too! I find it to be quite discussing that eSignal can’t deliver what I’m paying for!!!

I can’t believe that this post didn’t receive an avalanche of complaints trying to wake up the clowns responsible for delivering the REAL-TIME LIVE charts that we’re paying for! Either not too many eSignal customers read this blog, or they don’t trade ES which is prone to sudden rapid price swings at certain times of the day…like 09:30 and 15:50 – 16:00 Eastern Time…at which times you should plan on chart NAPPY time!

**demarcog** · 08-13-2020, 06:05 AM

LetUsLearn,

I also use Point chart types 100P, 1000P etc, and stopped using them because of this very problem. There was another issue when the market was unusually quiet. Duplicate bars would appear, phantom bars which would in turn generate erroneous automated trading signals. I raised the issue with support without success. Javascript is the best choice for an EFS development language for users. The product itself should be rewritten in C++. The code is already there and working in Javascript, it just need to be line for line converted to C++. Then charts will update as fast as the Trade manager and other non-javascript applications.

Odgo, it's interesting that I watch 12-14 futures markets also with the same EFS loaded in each.The challenge is always what time interval allows for properly managing those positions. I've been using 1-5 minute for the stock indices and a bit longer for energy, metals. What time ranges in what markets do you prefer?

What I find ironic and most unfortunate is that ICE has a tremendous opportunity to enhance eSignal into a tool that can easily become the automated trading tool of choice for many financial institutions.

I worked in IT on Wall Street for thirty years and I can tell you that what some of us are doing, albeit problematically with the issues described, takes an army of very expensive developers/support staff within an organization. Millions of dollars to pump out the first automated trade and millions more to keep the systems maintained.

There is existing and growing market for a off the shelf trading system development tool like eSignal for traders, analysts, system developers, risk managers, etc. The closest product is Bloomberg, last I checked it was $2300/ month per screen and we all know the tens of billions a year that product generated. An Bloomberg when i used it did not have the capability to back test, and trade automatically. It's primarily a charting, news, data retrieval, communication platform.

Come on ICE, the return on investment on enhancing eSignal into a world class platform comparable with all other ICE applications certainly justifies the drop in the bucket cost involved.

Glen

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Problem with eSignal’s charts freezing up

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