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futures intraday index (ex:TF #F) vol/ticks charts inaccurate ? updating process ?
Take below attach page file and test for yourself using 55 tick chart ema 67 and 360 and see IF e-signal data is not sending us all the data do to a bug or by design?
use above simple test I design to show this
REMINDER
request 4 days of data to see 360 ema
test is base on volume so in faster market test time is shorter in slow market times test time is longer to see difference.
To see difference do not refresh chart but save page and close e-signal 11.5 and reopen
before closing note each MA last bar price/time and then close when you reopen look at that same bar/time and see how many tick difference there is between the 2 charts
with new MA’s positions (especially 360 ) at that time again.
Norm has been 7-8 ticks within a hour in higher volume days difference between close and reopening
Difference is cause by not getting all the contract volume and the reopening of e-signal cause the history server to fill in all the missing tick/volume and therefore causing a difference in
MA due to the extra data coming in.
Attached word doc.s below show a example of test and what it looks like.
NOTE the 67ema do to rebuild time of 50 seconds will be distorted from closing to re-opening subject to how fast market moving.
This period was during a slow time and yet in 35 minutes test time the slower MA 360 was off 7 ticks from closing to reopening or a total no# of contracts base on third party software counter to actual ICE exchange no# was off or missing 7281 contracts from 55tick 1st chart to history fill in chart
55tick 2nd which is not acceptable as a charting platform doing real time tick or volume charts.
When I contacted e-signal support and they did test and got the same results but have no anwers as to why?
It needs to be address now as more subscibers become aware of problem.
use above simple test I design to show this
REMINDER
request 4 days of data to see 360 ema
test is base on volume so in faster market test time is shorter in slow market times test time is longer to see difference.
To see difference do not refresh chart but save page and close e-signal 11.5 and reopen
before closing note each MA last bar price/time and then close when you reopen look at that same bar/time and see how many tick difference there is between the 2 charts
with new MA’s positions (especially 360 ) at that time again.
Norm has been 7-8 ticks within a hour in higher volume days difference between close and reopening
Difference is cause by not getting all the contract volume and the reopening of e-signal cause the history server to fill in all the missing tick/volume and therefore causing a difference in
MA due to the extra data coming in.
Attached word doc.s below show a example of test and what it looks like.
NOTE the 67ema do to rebuild time of 50 seconds will be distorted from closing to re-opening subject to how fast market moving.
This period was during a slow time and yet in 35 minutes test time the slower MA 360 was off 7 ticks from closing to reopening or a total no# of contracts base on third party software counter to actual ICE exchange no# was off or missing 7281 contracts from 55tick 1st chart to history fill in chart
55tick 2nd which is not acceptable as a charting platform doing real time tick or volume charts.When I contacted e-signal support and they did test and got the same results but have no anwers as to why?
It needs to be address now as more subscibers become aware of problem.
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