Daily ASX Charts Problem

[Chris H]

On behalf of customer:

I have an almost working Tradestation - sort of good

I have connected to eSignal and Connected Tradestation Global Server to this feed.
This connection is working - when the market is open I get data through to TS and I can connect Global server to the eSignal server to get historical data.

The tic and intra day data is correct but the day bars are wrong.

When the market is open it builds todays bar correctly but the previous ones are still wrong.

I have tried deleting BHP from global server and re-entering it - and re

loading the data from eSignal - same result.

I tried loading only tic data from eSignal but then TS does not present day charts at all.

I have checked the session times and I have syncronised my computer clock to eSignal in the eSignal Data Manager as suggested.

By the way - the defualt session times for AUSSE - (the closest you can get to ASX) are 9:30- 16:00. I have editied all the symbols I have put in - eg BHP-ASX to be 10:00-16:00 but is there a reason they have this wrong?

Tradestation has options for "Show empty daily trading periods" ( in View-Chart Options - Symbol) and indeed this does remove the gaps in the

chart but it does not magically put the data on the correct days or make

the missing days appear.

I seem to be getting 4 day weeks and the data is offset by a day.
It looks like this is a date confusion between the feed and where the weekend lies but how do you adjust for this? and why does it not affect the intraday or tic data - only the daily?

Anyway - I have had a very frustrating time of it and the only response so far was from the eSignal help email people who said to contact Tradestation because they thought their feed was fine.
I had already emailed tradestation - but no response.

Please have a look at the attached day chart for BHP - as of about 5 mins ago.
Today (wednesday's) bar is building itself now but you can see that the tuesday bar is wrong and that monday is missing altogether!

If you cannot tell me what is wrong then I need you to put me in direct contact with the correct technical people at Tradestation and eSignal to

make this work. I have been through the web pages quite thoroughly already.

Help!

Leonard.

[ACM]

Leonard

I can connect Global server to the eSignal server to get historical data

How are you downloading historical data to the GlobalServer?

When the market is open it builds todays bar correctly but the previous ones are still wrong.
I have tried deleting BHP from global server and re-entering it - and reloading the data from eSignal - same result.

Without knowing how you have set up the symbol in GlobalServer and your TradeStation settings it is not possible to determine what could be causing the problems you are reporting.
FWIW the following image shows a daily chart for BHP-ASX as it is plotted in my copy of TradeStation using eSignal data downloaded with the Plugin. As far as I can see the chart replicates the one in eSignal. I have also cross checked the data against various sources (Bloomberg and Reuters) and it appears to be correct



By the way - the defualt session times for AUSSE - (the closest you can get to ASX) are 9:30- 16:00. I have editied all the symbols I have put in - eg BHP-ASX to be 10:00-16:00 but is there a reason they have this wrong?

The last update to GlobalServer's database (which includes also the session times for symbols and/or exchanges) was done by TradeStation over 5 years ago so what you are seeing is the result of a database that is becoming increasingly obsolete.

Tradestation has options for "Show empty daily trading periods" ( in View-Chart Options - Symbol) and indeed this does remove the gaps in the chart but it does not magically put the data on the correct days or make the missing days appear. I seem to be getting 4 day weeks and the data is offset by a day.
It looks like this is a date confusion between the feed and where the weekend lies but how do you adjust for this? and why does it not affect the intraday or tic data - only the daily?

Again without knowing any of the settings you have for this (or other) symbol(s) it is not possible to determine the cause.
Please post images showing all the settings tabs available in Edit Symbol for that security.
Alex

[lcoster]

asx day bar problem...

Thanks Chris for posting the question - I had a bit of login trouble and ended up emailing you - cheers !

{[How are you downloading historical data to the GlobalServer?]}
I am using the eSignal plugin to global server.
In Global Server you just hit file-download from eSignal, specify the dates and you're away.
I have made a new item called "Stock" and generally select to download tick and day data.

I cannot seem to insert an image here.

Is there an email address for Alexis as he requested screenshots of the edit symbol tab in my tradestation....

[ACM]

Leonard
The easiest way to add images to a message is to attach them (one attachment only per message) using the File Attach option available in the same page where you compose the message. Alternatively you can insert them inline (as I do) by saving them first to FileShare (or other web location) and inserting the URL in the message using the IMG tags available when you compose a message. The latter method allows you to include more than one image per post.
As to the issue you are experiencing I am unable to replicate it at my end. Just to make sure I went over my TS2k chart again and checked for missing Mondays (and/or other days) and could not find any. In the following image you can see a TS2k chart as I see it compared to the same chart created with eSignal. The cursor is placed on 8/8/05 which was a Monday and the data between the two charts is matching.
As far as I know the only settings (aside from Sessions) that will have an impact on how and what data is being displayed are the Offset from GMT of a specific exchange (available in Edit Exchange List) and the Offset from datafeed time in File-> Desktop Options of TS2k. I suspect that one of those two needs to be adjusted.
Any information you can provide (preferably supported by images) will be helpful in trying to solve your problem
Alex

[ACM]

Leonard
In addition to whatever information and screenshots you can provide it would be helpful if you could post a table with the OHLC prices (and corresponding dates) of the last 10-15 days as you see them in your TS2k chart
Alex

[lcoster]

Hey Alexis,

Thanks for your help - I will try to attach multiple screenshots but starting with the data as you request. I'm getting this as a screenshot from the edit data section of say ANZ-ASX in Global server. Sure enough, mondays are missing there!
I can manually edit one in and then it will appear in tradestation so therefore I am convinced that it is a config issue in Global Server vs eSignal rather than a problem with TS itself but I'll be damned if I can see where!

Strange that the tic data is correct but not the day bars? Is this a clue?

I can also junk the whole installation and start again if that will help but we seem to be so close....

Anyway - please shed some light on these if you can.
Is it possible to call you some time and talk through it? I'm happy to pay for the call and stay up late if you're in another time zone (where are you BTW?)

Look - sorry to be a pest but there is no file attach anywhere on this page and therefore I cannot send you images - can you please please give me an email address so I can send you this stuff or a phone number where I can call.
I really appreciate the fact that you answer and that your tradestation is working gives me hope but this is really not the most efficient means of communication if I cannot provide you the things you ask for...

Cheers,
Leonard.

[ACM]

Leonard
I am not an eSignal employee and am not available outside of this Bulletin Board.
The Attach file option is just under the Your Reply section in which you are composing a message (see enclosed image)
Alex

[Joval]

daily/intraday date missmatch

i too have this problem... and still have not found a solution....

intraday data is fine, but the daily bars are a date infront. ie what should be todays bar (30th Nov) shows yesterdays data.... thus todays current daily data does not show, as well as all mondays.

?????

i have tried umpteen combinations of setting session times,
sincronizing esignal to computers clock, offset datafeed time in 2ki Desktop Options, deleting and re-downloading data... all to no avail...

i can see in my e-Signal (7.8, b688) the daily data has the correct date.... leading me to believe the problem lies in the setting up of global server, or perhaps, esignal-to-globalserver plugin itself...

any suggestions?????

thanx

mike

[TNPK]

I also have such problem:

1. My computer time setting is Hong Kong Time
2. No problem for daily download for US Stock
3. For Hang Seng Future daily download, the data is one day backward. The Monday data is missing. The attached is the DEC 2005 Hang Seng Index in Global Server Format. I don't know wheter it is a valid file extension attached file for this forum. The image of the file is as follow:



4. The newly collected data also have timing problem. The following image is take on 5 Jan 2006 before exchange hour. The data is already included. Please note that the following data is directly import to Global Server. Therefore, it will not have the problem in (3) above.



5. The exchange setting is as following:





6. If the symbol setting is as following, I will get the problem as in (3) above:



7: If the symbol setting is as following, I cannot download anything:



8. If the symbol setting is as following, it can be download. However, the chart window in tradestation will display no data available for the selected data range:

Thank you!