CME Currency Problems

[bpschultz]

The eSignal data feed for the CME June currency contracts seems to be picking up bad ticks that are causing longer term, intra-day (all sessions) moving averages to be calculated incorrectly. Would it be possible to have the bad ticks removed for 6e, 6j, 6s, 6c, and 6a. There is a more detailed explanation on the attached chart.

Thanks.

Brian

[eostrom]

near zero ticks

These happen when we put a new symbol in our feed to test and make sure it's working ok. I have escalated this issue to see if there's anything we can do about these near zero ticks. I will post again once I have more information.

[eostrom]

near zero ticks

We are working on a fix so this doesn't happen anymore. Once the fix is developed we will have to test it and then put it into production. I will update as I get more information. Thank you for the report

[bpschultz]

Thanks.

Brian

[bpschultz]

Has this issue been fixed so that we don't have a recurrence when the currencies roll next week?

[bpschultz]

Can anyone at eSignal tell me if this issue has been fixed so it won't recur next week?

Thank you.

[eostrom]

The CME/Globex is still putting through zero ticks when a symbol is first entered to test and see if it works. However these zero ticks are happening most of the time over a year before the symbol actually starts trading and have don't affect studies at all. If a chart does end up getting pulled back that far, then they would scew a moving average or various other studies.

Filtering these out completely is something that is possible for us to do and is still being looked into being done. Other more urgent fixes have taken priority over this, but this is still being looked into. I have escalated this once again to see where we are at with a fix. I will post some more information once I have it.