Global Server 5.00.0822 Interface to eSignal's datafeed?

[spike500]

Originally posted by Migraine
Spike,


One last question, from the attached screen shot "Is this a Global Server issue?".

I have no idea.
I know that if you have f.i. 1 minute charts and for some minutes no quotes are available, the global server will take the last quote and put it in the minutes where you don't get any quotes. This creates horizontal lines in your charts.

[lameyering]

Originally posted by Migraine
Spike,

One last question, from the attached screen shot "Is this a Global Server issue?".

Migraine,

Excuse me for butting into this issue.

From what you posted it would seem that you have a difference in the data that you collected in real time and the data that you download from eSignal using the history plugin. Is this correct? The picture is not that clear on my PC. And this is one tick data - real time as well as historic - correct?

Larry

[Migraine]

Originally posted by lameyering
Migraine,

Excuse me for butting into this issue.

From what you posted it would seem that you have a difference in the data that you collected in real time and the data that you download from eSignal using the history plugin. Is this correct? The picture is not that clear on my PC. And this is one tick data - real time as well as historic - correct?

Larry

Larry,

Question that you asked was:

"From what you posted it would seem that you have a difference in the data that you collected in real time and the data that you download from eSignal using the history plugin. Is this correct?"

Answer: Yes, in my opinion there is a difference in the data.

Question:

"And this is one tick data - real time as well as historic - correct?"

Answer: Correct!

From the attached screen shot, which is a tick data chart from eSignal's client application, has made me even more confused, as a consumer/trader, which data set is correct.

If you or anyone has any suggestions on how to correct this, please keep me posted.

[lameyering]

Originally posted by Migraine
Larry,

Question that you asked was:

"From what you posted it would seem that you have a difference in the data that you collected in real time and the data that you download from eSignal using the history plugin. Is this correct?"

Answer: Yes, in my opinion there is a difference in the data.

Question:

"And this is one tick data - real time as well as historic - correct?"

Answer: Correct!

From the attached screen shot, which is a tick data chart from eSignal's client application, has made me even more confused, as a consumer/trader, which data set is correct.

If you or anyone has any suggestions on how to correct this, please keep me posted.

Migraine,

Sounds like we may have a serious problem with the real time data. At this time I'll need several days to be able to run some tests between the real time feed and the historic data. I have some other commitments that I need to deal with first.

However, I will run the tests and report my findings to this form. In the mean time - perhaps other readers will be able to run some tests with the real time data and check that data against the historic data.

Larry

[lameyering]

Originally posted by Migraine
Larry,

Question that you asked was:

"From what you posted it would seem that you have a difference in the data that you collected in real time and the data that you download from eSignal using the history plugin. Is this correct?"

Answer: Yes, in my opinion there is a difference in the data.

Question:

"And this is one tick data - real time as well as historic - correct?"

Answer: Correct!

From the attached screen shot, which is a tick data chart from eSignal's client application, has made me even more confused, as a consumer/trader, which data set is correct.

If you or anyone has any suggestions on how to correct this, please keep me posted.

Hi Migraine,

I see that others have found different problems in the historic data - hopefully that backward data issue will be fixed.

Finally got some time to look at the real time data and historic data. Also looked at the real time eSignal data feed and TS charting of that data.

What it looks like is that the historic data is a direct reflection of eSignals Time/Sales data - each and every tick being reported.
However, the real time data is some what different.

If you bring up eSignal's Time and Sales chart you will see a running account of the Bid/Ask data - please note that you should see several ticks at the same price - just keep watching until you do. With FX this should not take to long (very active).

Now that you know that same price ticks are being received - bring up a TS one tick chart for the same FX symbol. Watch both in real time. Note that TS is NOT charting a new tick if the price is the same as the last tick. ie If the current price is say 1.1234 - TS will not chart a new tick unless the price goes to 1.1235 or 1.1233. However, the historic data for the same period WILL show all the same price ticks and TS will chart them.

My data indicates that TS is not charting apx 40-60% of the Time/Sales data - this is based on collecting real time Bid data and comparing that to historic Bid data for the same time period

Perhaps the eSignal folks will take the time to address this issue. How about it guys? What is going on?

To Migraine -
I'll continue to look into this issue - it certainly is a very serious problem. I do hope that eSignal can and will shead some light on the problem.

Larry

[spike500]

Originally posted by lameyering
Hi Migraine,

......
My data indicates that TS is not charting apx 40-60% of the Time/Sales data - this is based on collecting real time Bid data and comparing that to historic Bid data for the same time period

...
Larry

Larry,

i checked this with the E-minis S&P. What you say is not correct, it might be so for forex but for what i see is that ALL the ticks are there. I can make screenshots if you wish frr the global serevr and from the chart where you clearly see several identical quotes that are in the databese and in the charts.
I think it might be a forex problem. It has nothing to do with TS.

[spike500]

here you have the two screenshots from yesterday's trading ES.

Over 30 quotes at the same level with different volumes ( so not a copy of a previous trade) and the same quotes appear on the chart.

[ACM]

Larry

Perhaps the eSignal folks will take the time to address this issue. How about it guys?

Excuse me for butting in on this but there is nothing that eSignal needs to do to address this issue as it is due to a setting in your GlobalServer
All you need to do is select Tools->Options in GlobalServer and check Store redundant real time Bids/Asks
Perhaps you may want to take the time to learn how to use GlobalServer/TradeStation
Alex

Originally posted by lameyering
Hi Migraine,

I see that others have found different problems in the historic data - hopefully that backward data issue will be fixed.

Finally got some time to look at the real time data and historic data. Also looked at the real time eSignal data feed and TS charting of that data.

What it looks like is that the historic data is a direct reflection of eSignals Time/Sales data - each and every tick being reported.
However, the real time data is some what different.

If you bring up eSignal's Time and Sales chart you will see a running account of the Bid/Ask data - please note that you should see several ticks at the same price - just keep watching until you do. With FX this should not take to long (very active).

Now that you know that same price ticks are being received - bring up a TS one tick chart for the same FX symbol. Watch both in real time. Note that TS is NOT charting a new tick if the price is the same as the last tick. ie If the current price is say 1.1234 - TS will not chart a new tick unless the price goes to 1.1235 or 1.1233. However, the historic data for the same period WILL show all the same price ticks and TS will chart them.

My data indicates that TS is not charting apx 40-60% of the Time/Sales data - this is based on collecting real time Bid data and comparing that to historic Bid data for the same time period

Perhaps the eSignal folks will take the time to address this issue. How about it guys? What is going on?

To Migraine -
I'll continue to look into this issue - it certainly is a very serious problem. I do hope that eSignal can and will shead some light on the problem.

Larry