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New eSignal feature request - DISCARD SETLEMENT PRICE

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  • New eSignal feature request - DISCARD SETLEMENT PRICE

    Some exchanges occasionally send out settlement prices before the session is officially over.
    Tradestation stops updating intraday for the current session when the settlement price is sent out by the exchange.
    For example, with ES #F the settlement price is out before the session is officially over and you need to use the plugin to fill the missing data which results from it.
    This is a bug in TradeStration since eSignal still updates.
    Just to make it even worse, BMF (Sao Paulo, Brazil) now sends out the settlement price every day, around 17:20h... it makes me work offline, downloading intraday data for many symbols, every five minutes.
    It would be great if it could be turned on and off via an eSignal parameter... and then, based on this eSignal option, both the online datafeed and any downloads via the eSignal Plugin would discard the settlement price or not...
    Anyway, any other solution (even a patch...) that can make eSignal discard the settlement prices (or just not send them to Tradestation GlobalServer) will be great...
    Last edited by ivomrm; 07-19-2013, 02:47 PM.

  • #2
    I don't know that we will be able to do a toggle like this on the feed itself, but it's something that I can look into.
    Thank you,
    Eric O.
    eSignal Support

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    • #3
      Thanks for the prompt reply...
      It doesn´t have to be a toggle... it is just a nice to have...
      if there is any other way of preventing GlobalServer from receiving the settlement price it will be just fine...
      Specially now that BMF has informed that from now on the settlement price for all indices will be sent out at 17:20h every day, 40 minutes before the session ends...
      Regards,
      Ivo
      Last edited by ivomrm; 07-20-2013, 12:22 PM.

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      • #4
        Hi Eric,
        Any news on this stuff ?
        Regards,
        Ivo

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        • #5
          I don't believe this is something that we are going to implement as the local data manager doesn't have a way to filter this information out. It might be something we add later on when we look into upgrading the local DM. At this time there isn't going to be a way to filter this out unfortunately.
          Thank you,
          Eric O.
          eSignal Support

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          • #6
            Bad News... I´ll wait for the new DM version then.

            Thanks anyway...
            Ivo

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