eSignal problem with not reporting AH trades

[Marc to Market]

Anyone know what I have to do to get eSignal to start showing Level II info and time & sales for afterhours trades taking place between 7am and 8am and 6:30pm and 8:00pm? I've tried everything, including checking the box next to "Weekend Trading" and changing the "Open time" and "Close Time" for all of my default charts. Still won't work! I'm running eSignal 7.6 Build 636A.

The only afterhours trades I can view in between those hours are those reported on Island's website... I have no way of seeing trades taking place at Brut, Arca, Bloomberg, etc.

Thanks,

Marc

[ScottJ]

Hi Marc,

First, I'd suggest upgrading to 7.8 as we have a new time and sales window that's a nice upgrade. It will display a flag for FormT trades (pre and post market activity) so that should help with that issue. Have you added Last/FormT to your quote window so you can see those trades there as well?

Not sure off the top of my head on the Level 2 screens but are you checking the Arca and Island tabs in a depth window? If those are blank, you likely haven't added ECN's to your account so you can go to Account Maintenance and add those yourself. There's no charge.

Thanks.

[Marc to Market]

Originally posted by ScottJ
Hi Marc,

First, I'd suggest upgrading to 7.8 as we have a new time and sales window that's a nice upgrade. It will display a flag for FormT trades (pre and post market activity) so that should help with that issue. Have you added Last/FormT to your quote window so you can see those trades there as well?

Not sure off the top of my head on the Level 2 screens but are you checking the Arca and Island tabs in a depth window? If those are blank, you likely haven't added ECN's to your account so you can go to Account Maintenance and add those yourself. There's no charge.

Thanks.

Scott,

I upgraded to 7.8 yesterday evening and it has not resolved my issue. I still can't see pre-market trades occurring in between 7:00am and 8:00am EST and afterhours trades in between 6:30pm and 8:00pm EST no matter WHAT window I'm using in eSignal. Before responding again, please try it yourself... See if you can view Level II and/or time & sales for extended hours trades that take place in between those times. I have ECN books enabled on my account and I know how to use them, but this is not what I'm talking about... The windows I'm referring to in eSignal are "Market Depth" (Montage view) and Times & Sales Chart.

I've attached some screenshots for you... The first one shows the Island time and sales trades for TAYD early this morning. These data are published right on their site at www.island.com. The second screenshot shows the Time & Sales window for TAYD in eSignal. As you can see, the trades executed at 7:00am to 7:10am this morning DO NOT show up under eSignal's T&S, yet they do show up on Island's site. According to eSignal, the last trade took place at 18:29:58 which is 6:29:58 PM EST. Why can't I see the Island prints from early in the morning as well as those trades from all the other ECNs? Also, the Level II or "Market Depth" window is totally blank until 8am EST. It also goes totally blank at 6:30pm EST. I'd like to know why eSignal doesn't show extended hours trades for in between these hours.

Thanks,

Marc

[JayF]

Marc,

The after hours trades between 7:00am - 8:00am and 6:30pm and 8:00pm ET are transacted entirely within the ECN's systems. Meaning that they do not send these trades through the NASDAQ feed. Furthermore, the individual feeds we recieve from these ECN's contain only Market Depth information (no trade data.) At this time, we are not able to receive the trades that occur during the aforementioned after hour periods.