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Hi all,
I am using Tradestation 2000i and Global Server together with the eSignal plugin to download historical tick data into Global Server.
After one day of trading with realtime data, I would download the entire day of historical tick data into Global Server, just to be sure, regardless of whether my connection did break during the trading session or not.
However, after downloading the entire day of historical tick data, and reopening the same chart that I was trading realtime with during the day, there appear some differences from the chart during realtime trading. And some bars can have rather drastic differences, even though my connection was never broken at all during the trading session.
During live trading session, I have compared the chart from the broker's trading platform to the Tradestation chart which is connected to eSignal. They are almost identical.
However, after I downloaded historical tick data from the same session to Global Server using the eSignal plugin, the Tradestation chart looked rather different from the broker's chart. Some of the bars' high or low can differ by more than 15-20 pips.
Looks like the live realtime data from eSignal is accurate, but after downloading historical data, it becomes contaminated.
Has anyone experienced this problem?
Is this a eSignal plugin problem or a Global Server problem with historical data?
I am using the latest version of the plugin, ver 5156, and the latest build of Global Server.
Questions:
How is it that realtime data can be so different from downloaded historical data? And my connection was never broken during the trading session.
Could Global Server or the eSignal plugin be causing this inconsistency between downloaded and realtime data?
Any help would be most appreciated Thanks in advance!
regards
Jim
I am using Tradestation 2000i and Global Server together with the eSignal plugin to download historical tick data into Global Server.
After one day of trading with realtime data, I would download the entire day of historical tick data into Global Server, just to be sure, regardless of whether my connection did break during the trading session or not.
However, after downloading the entire day of historical tick data, and reopening the same chart that I was trading realtime with during the day, there appear some differences from the chart during realtime trading. And some bars can have rather drastic differences, even though my connection was never broken at all during the trading session.
During live trading session, I have compared the chart from the broker's trading platform to the Tradestation chart which is connected to eSignal. They are almost identical.
However, after I downloaded historical tick data from the same session to Global Server using the eSignal plugin, the Tradestation chart looked rather different from the broker's chart. Some of the bars' high or low can differ by more than 15-20 pips.
Looks like the live realtime data from eSignal is accurate, but after downloading historical data, it becomes contaminated.
Has anyone experienced this problem?
Is this a eSignal plugin problem or a Global Server problem with historical data?
I am using the latest version of the plugin, ver 5156, and the latest build of Global Server.
Questions:
How is it that realtime data can be so different from downloaded historical data? And my connection was never broken during the trading session.
Could Global Server or the eSignal plugin be causing this inconsistency between downloaded and realtime data?
Any help would be most appreciated Thanks in advance!
regards
Jim