E-Minis

[stardad]

Is it possible to only chart the day sessions of e-minis? Charts would then start at 9:30 and end 4:15.

Said a different way...is there a symbol for e-minis that only charts the day session (as there is with Tradestation)

[AndyS]

Hi StarDad,

Yes, there is a day only symbol. It is ES Z2=2, or ES #F=2. Basically the "=2" at the end of the symbol gives you day only.

Regards,
Andy S.
eSignal Support

[stardad]

Thanks Andy...that did it. Looks like the bar is timed from the open, rather than the close, right? Last 5 min day is timed 4:10.

[gspiker]

Hi,

Yes, that is right.

G

[ScottJ]

Joe,

Since we only store 10 days of "tick" history, is this data actually 1 minute intervals or am I missing something? Can you describe the process you go through to grab this data so we can try to reproduce and understand the variances. Would also be helpful if you used File Share and provided us with the exact files for comparison.

Thanks,
Scott J.
eSignal Support


ESignal:
> Yesterday, 10/30/02 at about 2118 EST, I downloaded tick history for 42 trade days using the capture dates from 9/3/02 820EST until 10/30/02 1541EST for the symbols ED #F and ED Z2. The five different times I downloaded the same requested data for each symbol produced different data answers in quantities of data as follows:
>
> ED #F ED Z2
> 1 7316 8016
> 2 7351 7955
> 3 7351 7978
> 4 7289 8016
> 5 7351 8015
>
> Which of these is correct? How many different variations could there be, when there should only be one real answer? Can you tell me why different requests produce different results? Is this historical data problem going to be fixed so each history server produces the same and really correct answer?
>
> Thanks,
> Joe

[jss]

history

Scott:
I use dynastore with ts40 and downloaded the historical data for the past 60 days per my email. The problem occurs when accessing you history servers. They produce different answers for the exact same request only seconds later. What do you think?
Joe

[jss]

history data

Scott:

The following are the differences between the number of quotes on a daily basis in your downloaded history file for the same time periods but using ED #F versus ED Z2 data.

10/28 202/203
9/11 99/176
9/10 128/252
9/09 103/191
9/06 190/299
9/05 189/255
9/04 127/201
9/03 147/273

For these dates, the ED Z2 data is consistently higher htan the ED #F data, when they are both supposed to be the same. Try loading and viewing a 1 tick chart for each of these dates for both symbols and compare the differences in the data. It is clearly different, but why??
Joe

[eSignal_Todd]

Re: history data

Joe,

For the dates in September you list, ED #F represented ED U2 and not ED Z2. The #F symbol switched to the Z2 contract on September 12th. The other date you list in October is only 1 number off and could be because one of our servers has a different count than another. We can compare the servers to see if there's a correction we can make.

Each time you connect or make a new request, you could be connected to a different server as we have many chart servers in multiple locations for redundancy. This can, at times, cause a slightly different result if the different servers don't have exactly the same number of ticks. As we catch differences, we investigate and try to get the data synched across all the servers.

Thank you