Bad ticks in Spread charts - need help!

[Anson]

I am having a bad tick problem that won't go away. This is my spread chart on the 1min TF. It occurred at 2:04pm EST today... 11 mins before the FOMC release.



1. It's occurring on a spread chart I use on 1min, 15mins, 60mins and Daily TFs.

2. With reference to http://forum.esignalcentral.com/show...hreadid=20656, I believe we can't edit spread charts?

3. I thought the problem should have been carried over from one of the component stocks of my spread chart. There are more than 10 of them and I have checked all of them but can't seem to find that particular bad tick at that specific bar time. I have corrected other bad ticks but this one (which is horrible on my spread chart) seems to elude me!

4. Can someone clarify where this bad tick is likely to originate from? A component stock? Or can the spread chart itself have bad ticks?

5. If I fix a bad tick on a component stock, it fixes the problem that shows on a spread chart right? Or does the problem persist because the spread chart draws the bad tick again from the servers?

Are there any possible solutions? It really messes with my charts!!

[Guest]

Anson,

The bad tick is most likely coming from one of the components of the spread. Could you please state all the components, so we can look at each individual one?

Thank you.

[Anson]

Hey Elmar,

Latest update!

The bad tick problem suddenly disappeared! I have no idea why or how but my spread chart looks fine now at that 2:04pm EST bar for yesterday.

However, a new bad tick has appeared on the same chart and I have a good idea where the problem is -

BAC on Dec 8th shortly after the 9:30 am EST open.

Pls see the pic of my spread chart below and then the BAC chart follows.

My 15min spread chart



The BAC 1min chart showing a data gap and bad ticks around 9:30 am EST on Dec 8th.

[Anson]

Elmar,

This is a 3rd update. The last tick issue I just described for BAC has now disappeared. And the first problem hasn't re-appeared either. So all good for now.

BUT I have realized a link to some old problems I have been having that have keep coming back to haunt me every now and then.

Today, when I started eSignal.. the first bad tick problem I had reported had disappeared but this new BAC "missing and bad ticks" issue seemed to pop out all of a sudden. Didn't see it at all yesterday.

So I got suspicious and checked my DJ Eurostoxx50 T&S window. True enough. The old problem described here was back! http://forum.esignalcentral.com/show...threadid=19776

What did I see? Well, almost all the data in the T&S was showing up as "Buys". Even those that looked much more like "Sells" when one examined the quotes and trades in detail. And there were alot of "inside" trades that would show up in a different color highlight. This is similar to the old problem I had not too long ago in the above linked thread.

So I tried restarting my esignal app and datamanager many times... over the course of an hour or more. Eventually after more than 10 restarts... my Eurostoxx T&S reverted to a much more normal looking one... with a decent number of "Sells" as well. And most of the "inside" trades had disappeared.

How does this connect to the BAC tick issue? Well, during this same restart... the BAC issue had disappeared... like magic!

I believe I am somehow having issues with eSignal's tick servers every now and then. The old problem had disappeared for awhile but seems to pop out every now and then to bite me.

I really hope you guys can tell me if:

1. Am I assigned to a specific tick server since eSignal has several based on any reason?

2. Does the tick server I am assigned to change with restarts ie. Is it random? Or static? Or something else?

3. If it's possible, can I be assigned to perhaps a west coast server? It's well known to us in Singapore that the west coast connections are generally faster and more reliable (less packet loss etc.).

All info and help would be appreciated as this is almost driving me to tear my hair out at times especially when the market is open.

The latest "fixed" spread chart.



BAC "fixed" itself. Or should I say the restarts of esignal?

[Guest]

Anson,

I'll get onto this now and let you know

Thank you.

[Guest]

Every client connects randomly to one of many intraday servers. So, if you restart eSignal and the data manager, you might be connected to a different one. There is unfortunately no special routing in place that would allow you to connect to a specific server.

With the large amount of tick server on the network, it's possible that the server you are connected to has a bad tick. Now, if you restart the application and get connected to a different server, the bad tick might disappear. The ideal solution to this situation is adding time stamps to the feed, but not all exchanges support time stamps. Basically, we will soon attach to each tick a time as coded by exchanges. This means that the feed will be exactly the same across all tick server.

[Anson]

Elmar,

Thanks but if you refer to my previous thread as linked below. It was not just one tick... even on several restarts I could be receiving the same feed where I get hours and hours of bad Eurostoxx tick data until I get re-connected on restarts to a good one.

What is bad data? Examples are in that thread. Basically Sell trades (at the bid) were displayed as Buy trades (at the offer) and alot of them also appeared as "inside" trades otherwise.

On a "good" connection, all the problems poof and they rightly appear as "Sells". Apparently, that BAC bad tick/missing data was on that same sever with the Eurostoxx issues. I used to think it was just a Eurostoxx problem. So maybe a server or 2 potentially have issues while others are fine.

My guess is that the problems probably elude popular notice because they are most common on the Eurostoxx50.

What I will do in future is check which servers I'm connected to when I do have any problems again.

Originally posted by Elmar P
Every client connects randomly to one of many intraday servers. So, if you restart eSignal and the data manager, you might be connected to a different one. There is unfortunately no special routing in place that would allow you to connect to a specific server.

With the large amount of tick server on the network, it's possible that the server you are connected to has a bad tick. Now, if you restart the application and get connected to a different server, the bad tick might disappear. The ideal solution to this situation is adding time stamps to the feed, but not all exchanges support time stamps. Basically, we will soon attach to each tick a time as coded by exchanges. This means that the feed will be exactly the same across all tick server.