ts2000i "Trade volume" "Volume Bar" charts -- OK for stock -- NOT OK for futures

[edb]

Am using ts2000i to plot eSignal stock data, as well as, also plot the ES S&P500 futures. (Using ts2000i until can program in eSignal.)

I've tried the search function, but have not seen the following problem discussed.

The problem is that the charts for ES ticks -- displayed as "Trade volume" on "Volume Bar" charts -- do NOT update correctly for the ES futures. Instead, chart just stays stuck on the last bar, and will update in price: the bar will lengthen up or down as price increases or decreases, BUT will not update in time. I also plot volume, but the volume bar does NOT change. Only the price bar.

So, future's symbol tick charts (displayed as "Trade volume" on "Volume Bar" charts) have vertical price movement, do NOT have vertical volume movement, and do NOT have horizontal (time) movement.

However -- on the same charts, stock's symbols' updates work great! Continuously updating -- correctly updates vertical (price and volume) and horizontal (time). Correctly updates plots for every tick. But when I go back the the futures symbols (by typing the symbol -- or scrolling -- to the ESH7 future) volume and time movement stops.

A work-a-round is to scroll-back to a stock and then return (scroll) back to the future symbol. Or shut down ts2000i -- but keep Global Server running -- and then restart ts2000i.

However, work-a-round only updates the futures plot to that ONE moment when the chart starts -- still will not continuously update futures plot (as it does for stock).

So, makes it pointless to watch the tick chart. Have to keep refreshing (by scrolling to a stock symbol and then back the the future's symbol).

[ACM]

edb
The problem you are seeing may be related to TS2k/GlobalServer's documented issues with some electronically traded futures (such as for example ES and NQ).
TradeStation has provided a workaround for this but from my experience it can create other problems. For the description of TradeStation's solution see the TS2k - High CPU usage with mini futures.mht document that is available here and that was copied from TradeStation's TS2k support site.
To date the best solution I know of is to set up these types of symbols as either Indexes or Stocks instead of Futures. You can find the instructions on how to do this in the Setting up ES as Stock or Index.mht document also available at the same link shown above.
Lastly if you are using the Plugin for TS2k make sure that it is the most recent version.
Alex

[edb]

Hi Alex,

Thanks for the suggestions. I've heard of setting up futures symbols as stocks or indexes, but never found the instructions.

I looked at the link to Setting up ES as Stock or Index.mht document at http://share.esignal.com/download.js...or%20Index.mht . I'm not able to see the graphics -- all I see here is the outline containing a small box with a red "X". Do you have a link to the original?

Originally posted by Alexis C. Montenegro
... here and that was copied from TradeStation's TS2k support site.
To date the best solution I know of is to set up these types of symbols as either Indexes or Stocks instead of Futures. You can find the instructions on how to do this in the Setting up ES as Stock or Index.mht document also available at the same link shown above.

First suggestion looks complicated. Hopefully, my dual core CPU, 4 GB of RAM and Win XP won't require this.

Originally posted by Alexis C. Montenegro
... For the description of TradeStation's solution see the TS2k - High CPU usage with mini futures.mht document that is available here and that was copied from TradeStation's TS2k support site...

This is the file I used to set up the plugin: eSignalPluginTS2000i_5156.exe . Is it the most recent version?

Originally posted by Alexis C. Montenegro
... Lastly if you are using the Plugin for TS2k make sure that it is the most recent version...

Thanks for your help Alexis.

-edb

[ACM]

edb

I looked at the link to Setting up ES as Stock or Index.mht document at http://share.esignal.com/download.js...or%20Index.mht . I'm not able to see the graphics -- all I see here is the outline containing a small box with a red "X". Do you have a link to the original?

That actually is the original document as I wrote it. You may be trying to view it online in which case it may just display the placeholders. Try saving the file to your hard drive (ie right click on the document link and select Save Target As...) and opening it from there and it should display the graphics.

First suggestion looks complicated

More importantly in my experience it does create other issues.

This is the file I used to set up the plugin: eSignalPluginTS2000i_5156.exe . Is it the most recent version?

Yes that is the most recent version

Thanks for your help Alexis

You are most welcome
Alex

[ACM]

edb
FWIW enclosed below you can see the difference in opening the document online (top image) and from the hard drive (bottom image)
Alex

[edb]

Hi Alexis,

Tried opening Setting up ES as Stock or Index.mht document from the hard drive on two different computers. Still won't display.

I think it means that the images weren't included in the mht. It works from your hard drive because the images are still there.

Can you find these files, zip them and upload them? (File names were copied from the mht source code, and will probably have a space (" ") for each "%20".)

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 01.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 02.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 03.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 04.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 05.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 06.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 07.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 08.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 09.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 10.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 11.gif

Setting%20up%20ES%20as%20Stock%20or%20Index_image0 12.gif

Thanks.

-edb

[ACM]

edb
The images are not on the computer to which I downloaded the file and used to post the two screenshots enclosed in my previous reply. They were deleted at the time I compiled that document (approximately three years ago) which was done using another computer anyhow.
Just to make sure I have also downloaded the file to another computer and the images are all displayed
You may want to check your settings on Internet Explorer (or other browser)
Alex

[DuaneG]

I downloaded the .MHT file on this end and it looks like all the images are viewable.

[edb]

Alexis, Duane,

Noted.

I'm searching MicroSoft site now for help. I'm using IE7.

-edb

[ACM]

edb
That must be an issue specific to IE7 because in IE6 the images are displayed without any problems.
Regardless you should be able to view the mht file with the images by opening it from Word and selecting Web Page or Web Page and Web Archive (depending on the version of Word) as the File Type
Alex

[DuaneG]

I was using IE 6.0 when I downloaded the file. I've heard of a few cases where users are getting some unexpected behavior with IE 7. May be worth a look.....

[edb]

Can see the mht file.

Hi Alexis, Hi Duane,

Can see Setting_up_ES_as_Stock_or_Index.mht now. I've converted it to a doc file and will attempt to attach it here as Setting_up_ES_as_Stock_or_Index.doc.

I had no success with my search for IE7 solution -- though there may be a solution, I wasn't able to comb through and find the solution I need to fix this one problem (of viewing mht file in IE7).

Alexis' suggestion about Word led me to the right search. My Word 2000 isn't able to display the mht, but a search at http://search.microsoft.com led me the the following solution: Word 2000 Web Archive Converter at https://www.microsoft.com/downloads/...displaylang=en

(I had to revert back to Office 2000, because one of my 3rd party Excel macros won't operate correctly in later versions.)

Alexis, Duane, thanks for your help -- I was able to solve the problem of viewing Setting_up_ES_as_Stock_or_Index.mht -- and not have to go back to IE6. Thumbs Up guys! :-)

I'll post my results when I test it on TS2000i. (Might be Wednesday -- because of the holidays -- before I can test it on real-time ES H7 and stock data.)

-edb

[edb]

Doesn't look like Setting_up_ES_as_Stock_or_Index.doc made it. I don't see it attached.

... okay, I see, file too big. Even when I zip it, it's still 192 KB.

Maximum size accepted is 102.4 KB.

-edb

[ACM]

edb
You are most welcome.
In reviewing the document I see that a change needs to be applied in the Sessions tab.
At the time the document was compiled the opening times were 17:30 CT on Sunday and 15:45 CT on Monday through Thursday (as shown in the image). The CME has since changed those to 17:00 and 15:30 respectively.
Alex

[edb]

Hi Alexis,

Don't forget -- "stock" category doesn't include CME exchange.

It took me a couple of hours to understand why File/"Download from eSignal..." (in GlobalServer) was not downloading ES H7 at all.

Once I understood how to add CME to the list of stock exchanges, the historical tick data downloaded for all stocks and ES H7 (emini future) without problem.

I'm ready for testing on Wednesday.

-edb

Attached file: Menu - Download from eSignal.GIF

In GlobalServer select the menu File/"Download from eSignal..."