GTIS Forex Problems on All Sessions Charts

[bpschultz]

I have discovered two bugs in the intra-day, all sessions charts that are specific to GTIS Forex symbols. First, there is a gap of 3 missing bars every Friday from 18:00 through 22:00 using a 120-minute, all sessions chart. It appears that QCharts is not recognizing the correct closing time on Friday afternoon. This problem did not exist with version 6.0.2.

Second, as previously reported 1.5 YEARS ago on April 28, 2008 at http://forum.esignalcentral.com/show...threadid=26829, the high/low data reported in the daily snapshot bar differ from the actual bars drawn in the chart. The discrepancy is present every day and most often occurs with the reported low.

I hope these problems will be addressed in the upcoming November beta release.

[Larry Marchman]

Hey Brian,

1. Regarding chart gaps..
I'm assuming here the syms of interest to you are Gold and Silver.
XAU A0-FX
XAG A0-FX
Lemme know if there are others of interest.

Since you're a MktHours maven, I'll just cut to the chase.

MktHoursEsignal.INF has bad mapping for Forex, in general, including of course Forex Gold and Silver.

Turns out that XAU and XAG run the same hours as GC and SI.
Update your MktHours.INF with these statements and file it back as MktHours.UNF
I'll get these changes into the next MktHours.INF holiday update...Veterans Day Nov 11.
You can then remove the UNF.
If I can get them to publish an interim INF with these mods, I'll let you know.


:COMEX:GC*,CMXG:XQO*,COMEX:QS*,COMEX:ZGN*,FX:XAU A0-FX
//GOLD_FULL-AND-MINI

:COMEX:SI*,CMXG:XQI*,COMEX:ZSN*,FX:XAG A0-FX
//SILVER_FULL-AND-MINI


Also, fwiw, I'll get a better mapping for the Forex Currencies put in place.


2. Regarding disparity twix Snapshot or Daily chart Daily Low value and CDW...
The same is showing in the eSignal product 10.5
I can't explain why the Daily doesn't include the intraday low of the day.

LAM

[ACM]

Larry and Brian

2. Regarding disparity twix Snapshot or Daily chart Daily Low value and CDW...
The same is showing in the eSignal product 10.5
I can't explain why the Daily doesn't include the intraday low of the day.

I believe that is because on intraday intervals eSignal maps the Bid to Last while on the daily (or higher) intervals they use the lowest Ask for the Low (see the explanation in this article in the eSignal KnowledgeBase)
Alex

[Larry Marchman]

Thanks, Alex.
Understand.

LAM

Originally posted by Alexis C. Montenegro
Larry and Brian
I believe that is because on intraday intervals eSignal maps the Bid to Last while on the daily (or higher) intervals they use the lowest Ask for the Low (see the explanation in this article in the eSignal KnowledgeBase)
Alex

[ACM]

Larry
My pleasure
Alex

Originally posted by Larry Marchman
Thanks, Alex.
Understand.

LAM

[bpschultz]

Alex,

If I correctly understand the eSignal KnowledgeBase citation, the daily snapshot bar would report LOWER lows than the bars themselves, since the daily snapshot low would always be the lower of an actual trade or the lowest ask/offer. This situation is common with some futures symbols. However, I have documented the exact opposite situation, with the daily snapshot being consistently HIGHER than the prices shown in the bars themselves. Consequently, I stand by my original assertion that there is a problem of missing data in the daily snapshot and daily bars that needs correcting.

Brian

[bpschultz]

Larry,

Thanks for the market hours instructions. I will attempt to implement them tonight.

As you take a broader look at the GTIS Forex, it would be nice if we could settle on standard times for the forex symbols that match their underlying futures symbols. I believe the Forex start times are currently somewhat random on Sundays, which can make direct comparisons to the futures symbols difficult.

As always, many thanks for your help on this issue that never seems to go away completely.

Brian