historical tick data lookback changed

[lorn]

i haven't been able to confirm with other accounts, but the historical tick data seems to no longer be available for 10 trading days, but now only 5. i have made repeated attempts to retrieve older data than 5 days over today with no success. this behavior started on sunday early morning, while saturday working as advertised.

if anyone else is experiencing this please post here. am hoping support will comment on this issue, as there does not seem to be any notification anywhere on the website.

regards,
lorn

[ScottJ]

We haven't changed the tick history limits so it sounds like a server-related issue. Please PM your username and we'll see where you are connected and investigate. You can also call us and we'll do the same.

Thanks.

[jbiard]

I have been a long time user of the Tick downloader, and for me in the past months this feature has become more and more erratic.
Problems I have are:
- eSignal hangs during the transfer
- no bid and ask data (no Q lines)
- days missing

sometimes I finally get what I want after several attempts, closing eSignal and the data manager everytime, but this is getting more and more difficult.

I hope support can help.
Thanks

[ScottJ]

Please be sure to be on the latest version of 10.5. We had some tick downloader issues in previous builds.

When it comes to historical b/a quotes, if you look back to Friday on any symbol, do you see b/a data in Time and Quotes (or time and sales with quotes turned on)? If not, then you are likely pointed to trade-only servers so you won't see historical b/a data. We can point you to "full" trade and quote servers but I think we should resolve the other issues before flooding your desktop with additional data.

Thanks.

[Ray P.]

lorn,

We tested the server you are currently connected to and were able to pull up 10 days of tick data without any issues. We noticed that you are running a 3rd party software. When you are having trouble pulling up the 10 days of tick data, can you test the eSignal charts as well to see if it might be related to the 3rd party app?

Also, we noticed that both you and jbiard are running older versions of eSignal. As Scott suggested, please be sure to use the latest version of eSignal (version 10.5) available for download here. If either of you are still seeing the issue after upgrading, please Contact our Support team for further assistance:

Thank you,
Ray P.
eSignal Support

[lorn]

hi, yes, i do run a third party app (qcollector), but i believe there was no conflict as the 'no data' error was being received in the time and sales window as well. at one point the time and sales window even displayed an 'invalid symbol' error for days > 5. i tried shutting one down than the other, but this did not resolve anything. fwiw, the qcollector application showed the following error: "8/30/2009 6:55:37 PM. Unhandled message received by Tick Server: msg=76" if that message corresponds to an api flag, maybe it might help to track down what has happening.

i installed the new version of esignal, and it worked fine for a few symbols, but then stopped working again (sunday night).

as an update though, everything seems to be working fine today, having experienced no problems since the open. i didn't restart my computer or any of the esignal applications, so i'm assuming the problem was not on my end. perhaps there was periodic server maintenance going on over the weekend? whatever the case, glad it's working as it should now.

thank you

[SteveH]

ScottJ,

Are you sure that b/a tick data is available still for 8.x releases to pull?

I can pull b/a data with a 10.x release but pulling b/a data with 8.x has not been working for me since the beginning of the year. The reason I ask is because it doesn't make sense that my username would be associated with a non-B/A tick server for 8.x and yet connect to a different one for 10.x that had the b/a data. I've always had b/a tick download access for 5 years prior.

It's been my understanding that there were such major changes to the Data Manager during the 10.x releases that one of the trade-offs was to no longer have b/a historical tick data pulls from 8.x supported.

[ScottJ]

Hi Steve,

Regardless of version, entitlements should send you to the right servers. That said, as we introduced extended history, we changed the protocol for requests from the desktop to the server so that's likely the issue.

Is there a reason you stick with 8.0?

Thanks.

[SteveH]

ScottJ,

The reason I am still with the 8.0 (Build 782) is because:

1. Every version I tried of 10.x from its original release date up through 3/2009 had enough (1-5 times per week) real-time data lag issues (comparing with my broker, IB) that is was not reliable to use to trade the e-minis with it.

2. Several of my 5 min ES/TF charts would not update at the beginning of RTH. If I changed the charts to any other timeframe than 5 min, they would start updating. [I have this documented in several posts here]

3. Even if the above two issues are no longer a problem, 10.x would have no advantage for me over 8.x until eSignal comes up with their planned EFS API for real-time trading through its supported brokers. Currently, there's no added value (for me) in placing trades through EFS without having the capability of querying or becoming notified of the status of the trade (through an EFS-based interface).

I've already created my own software for direct-chart trading off of eSignal charts and interfacing that with my broker (IB). Since it is more capable/flexible than what is currently in 10.x, the discretionary direct-chart trading of 10.x is not a reason (for me) to upgrade.

The upgrade path (for me) is to wait for the "autotrading capable" EFS API to become available. I'm guessing that mid-2010 is about the time that would be in place.

[ScottJ]

I can think of one pretty good reason to try 10.5. Since you use IB and trade the eminis, if you upgraded to 10.5 and installed/configured the IB plug-in for trading, you would be eligible to get all Globex quotes at no charge. Depending on what you take, could save you $30 to over $100 per mo.

You wouldn't need to nec use our trade integration; just configure it so when eSignal loads, we can confirm that you have a valid IB account (that's what is needed to waive the fees).

Worth a shot?