Time & Sales not showing more than half of sales

[merimaisema]

LiveCharts Time & Sales window scrolling speed has slowed down dramatically in the recent weeks. And I noticed the reason is because it simply doesn't list at least half the trades. Seeing Time & Sales scroll hectickly, so fast you couldn't even read all the lines is why I bought LiveCharts in the first place because it captures the feeling of market action, the current trickling down a few selected trades waters down the action to standstill. In attached screenshot if you compare Time & Sales rows to the latest minute VOLUME bar and black box volume number you can see Time & Sales has omitted most trades where the volume came from. Same problem is also on the server which does display 4 numbers after the .decimal point and on the server which does not. I have noticed earlier that if internet connection is slow, Livecharts automatically slows to a more restricted data transfer mode where it shows only one trade per bid or ask change, but this is not the same problem, here we have full speed mode on but it still offers no listing for the trades from which the volume is constructed. You might blame then that the 1-minute volume is wrongly calculated but it is not, when I use my broker's free software I get double the amount of trades listed on their Time & Sales window so LiveCharts servers or feeds are clearly filtering out trades and send only some of them to LiveCharts clients. I am wondering how come no-ne else is bothered by the difference on the 1-minute volume and listed trades. I like to see all the trades, especially big ones like 100 000 share trades and small odd sized trades now they are not sent. So I am feeling filtered and left out. Please observe this yourselves and fix it. Censored/Filtered data is what comes to mind about this. On the screenshot I am using Sales only filter, but it still does not list most of the sales.

[merimaisema]

Livecharts Time & Sales windows not showing all the trades

I insert here another screenshot where you can see on the left window the data my broker displays and on the right Livecharts data. The difference is clear and this is so confusing. In ideal world here shouldn't be a difference of one share. It is not like today's data lines don't have error correction, the trades are either filtered by you or not even received by you at all or my broker is making up trades and listing them out of thin air (why would they do that?).

[eSignal_ToddI]

I checked with QA, and LiveCharts was supposed to have had a trades and quotes conflation of 1/2 second.

Several months ago, while switching servers for LiveCharts, conflation was inadvertently turned off.

A few weeks ago QA had noticed the feed updating at full feed and at the end of July they put conflation back onto LiveCharts

[merimaisema]

Showing one trade every 1/2 seconds is something you have decided to do, it was not so in the original LiveCharts, Original livecharts sent the whole feed no matter how fast it had to scroll on the screen. 1/2 second conflation does not seems to add up trades happening during that 1/2 second instead it happily omits them altogether and shows a random trade it decided every 1/2 seconds. So now on active stocks LiveCharts doesn't get most of the trades at all. And I can't make any judgement about the amount of activity the stock is having because the screen scrolls at the stupidifying one trade every 1/2 second speed reagardless of fed rate announcement or an idle afternoon. Also there is no use of monitoring the flow of time & sales for 100 000 block trades because most likely you filter them off. WE WANT ALL TRADES. WE ARE PAYING FOR FULL DATA. FOR EVERY STOCK EXCHANGE INDIVIDUALLY. How is it possible that I am able to buy radio hosting which sends out 500 gigaBYTES of data / month for $5 and $35 gets a trickle of data every 1/2 second from you.

[guppy]

to the moderator

so how does this 'conflation' do what it does

for example will we at times miss block trades because they've ben conflated into one even larger trade ?


how's 3.0 coming along ?

[merimaisema]

Re: to the moderator

The way I see it when comparing data sources is that the big block trades are NOT conflated into even bigger trades most of the trades are simply omitted altogether and never sent to livecharts. You can see this when switching symbol to for example AAPL time and sales window is filled instantly with many trades per second but what is streamed or scrolled to livecharts after that is just 1 or 2 trades per second and the volume and time & sales do not match. They are simply omitting more than half of the real trades totally. And the first time ever in the history of livecharts I noticed this was 3 weeks ago, conflation has not been on earlier as suggested. Part of using livecharts is seeing your own trades scroll past after quickly switching windows when entering a trade good luck with that anymore, you see just some few trades conflation bothers to send you, the dear paying customer, of interactive DATA corporation.

Originally posted by guppy
so how does this 'conflation' do what it does

for example will we at times miss block trades because they've ben conflated into one even larger trade ?


how's 3.0 coming along ?

[merimaisema]

Conflation will remain

I asked for the full feed back into LiveCharts, here is customer support response:

Dear Xxxx,



Thank you for your email.



At this time conflation will remain for our datafeed. If more customization is what you need you might like to consider upgrading your service to eSignal Premier. You can read more about that product here:

http://www.esignal.com/esignal/default.aspx

Regards,
James R
eSignal Support

(Amazing that all they need to do is flick a one byte switch to turn full feed back on for LiveCharts customers but they are stubbornly refusing to do so regardless that the full feed was on since the beginning of LiveCharts from around 2001 until all the way to about a month ago.) I am G O N E.