Tick Data Dowloaded with PlugIn is sorted wrong

[mling72]

Hi,

when I download data with the Plug-in for TS2000i, multiple ticks traded within a second are stored starting with the last tick a that second.
Please look at attached screen shot.
Top part shows the Global Server. Bottom part eSignal T&S.
Has anybody the same problem?

Thanks
MLing72

[spike500]

Re: Tick Data Dowloaded with PlugIn is sorted wrong

Originally posted by mling72
Hi,

when I download data with the Plug-in for TS2000i, multiple ticks traded within a second are stored starting with the last tick a that second.
Please look at attached screen shot.
Top part shows the Global Server. Bottom part eSignal T&S.
Has anybody the same problem?

Thanks
MLing72

TS adds quotes below on the list; Esignal adds new quotes on the top of the list. That has always been so.

But in your charts everything is OK, not?

[Migraine]

Re: Re: Tick Data Dowloaded with PlugIn is sorted wrong

Originally posted by spike500
TS adds quotes below on the list; Esignal adds new quotes on the top of the list. That has always been so.

But in your charts everything is OK, not?

Spike,

Yes, see attached for the inversed data.

[mling72]

In the GS latest ticks are at the bottom.
In T&S from eSiganl latest ticks are on top.
The first second of trading was 9:00:27.
In the GS the volume of the opening (1032 lots) was the last trade of that second (Row 7 instead of row 1).

Mling72

[spike500]

Originally posted by mling72
In the GS latest ticks are at the bottom.
In T&S from eSiganl latest ticks are on top.
The first second of trading was 9:00:27.
In the GS the volume of the opening (1032 lots) was the last trade of that second (Row 7 instead of row 1).

Mling72

Indeed, you're right. I will check it after the colsing on the Eminis.
Not that it is important to me, because i find tickdata useless. I trade on x minute charts. They give a better idea of what the market will do

[mling72]

The Problem exists also in 1 mim and 5 min bars.
The opening price of the first bar should be 4262.

[ACM]

Marcel
I can replicate the problem of 1 Tick records with the same time stamp being stored in inverted order and have emailed the developers about this. With regards to the 1 Minute and 5 Minute records as far as I can see that data appears to be correct (see image below showing the Edit Symbol window compared to an eSignal 1 Minute chart).
Alex

[mling72]

I suggest that downloads during the day will show wrong Tick, 1 min and 5 min data and that the data is corrected overnight for 1 min and 5 min.
See below SC from today:

[ACM]

Marcel
FWIW here is what I am seeing on eSignal charts and in GlobalServer for 1 and 5 minute data. The images were taken a few minutes prior to my posting this message. The Snapshot window in the eSignal charts also confirms 4303.5 as the Open of the day
Alex

[mling72]

The realtime collection is fine. Ticks are stored in the GS in the right order. The Problem only occurs then the data is downloaded with the plugin.

Below the missing Screen shot:

[ACM]

Marcel
FYI the two images from GlobalServer were taken after a download with the Plugin and are not showing data collected in real time.
Alex

[spike500]

I checked the realtime data with the data from the plugin.
I did the following:

I exported the realtime data (ES M5) in a 1 minute chart to excel

I deleted the realtime data from my database and downloaded with the plugin

I exported this data also to excel

I compared the Open, High, Low and Close of each minute for today's trading.
This gave me 405 rows with each time 4 figures to compare. So i compared in total 1620 quotes. There were 201 quotes that didn't match. The difference was never more tan 1 tick (ES) or 0.25 points.

So the data is indeed not identical, but the differences are minimal and shouldn't make any difference in trading.

[mling72]

Alexis,

I agree that the 1 min and 5 min data is correct. My mistake was to download the 1 min and 5 min data first and with a second download the tick data.
The GS is rebuilding the 1 and 5 min bars from the tick data so I had different data than you.
But the problem remains on the tick data.

Hopefully the problem with the tick data is fixed soon.

Thanks

Marcel

[Migraine]

Originally posted by mling72
Alexis,

I agree that the 1 min and 5 min data is correct. My mistake was to download the 1 min and 5 min data first and with a second download the tick data.
The GS is rebuilding the 1 and 5 min bars from the tick data so I had different data than you.
But the problem remains on the tick data.

Hopefully the problem with the tick data is fixed soon.

Thanks

Marcel

The end user's doesn't need to elaborate testing to determine the attached screen shot is wrong!

[ACM]

Migraine
I don't believe Marcel and I were elaborating whether 1 Tick records were inverted or not. See my prior post on that issue (excerpt below)
I can replicate the problem of 1 Tick records with the same time stamp being stored in inverted order and have emailed the developers about this
We were instead elaborating on 1 Min and 5 Min records
Alex