I'd like to start off by saying that I'm not implying in any way that this is a data problem. But I'd like some confirmation from eSginal in light of a recent issue here.
I just saw 2 prints of 9999 lots on my T&S for the Eurostoxx50. Both with the same exact time and price prints. I'm not saying it's impossible but it is unusual.
I hope eSignal can take a look at the data and confirm that they are:
1. Real trades that are not the result of some tick issue. I did not see missing blocks of prints (in the 2 minutes before or after) in this case though unlike the previous case.
2. Both are good trades. IE. There's no duplication.
Unusual because it traded 9999 lots x 2 trades at the same price but it didn't trade higher at all.
Hope eSignal understands my concerns in light of the recent issue. Thanks for the help.
Anson
T&S with just traded prints.
T&S with both quotes and traded prints.
I just saw 2 prints of 9999 lots on my T&S for the Eurostoxx50. Both with the same exact time and price prints. I'm not saying it's impossible but it is unusual.
I hope eSignal can take a look at the data and confirm that they are:
1. Real trades that are not the result of some tick issue. I did not see missing blocks of prints (in the 2 minutes before or after) in this case though unlike the previous case.
2. Both are good trades. IE. There's no duplication.
Unusual because it traded 9999 lots x 2 trades at the same price but it didn't trade higher at all.
Hope eSignal understands my concerns in light of the recent issue. Thanks for the help.
Anson
T&S with just traded prints.
T&S with both quotes and traded prints.
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