gaps in data

[slipper]

Hello,

I have a problem where when I download tick data for ES Z3 I get gaps in some of the data. They are tiny (only a tick or two) but it is irritating especially when the data on the esignal charting with the exact same data feed has no gaps.

I have posted my problem to the omega list forum and I got a reply an Andy at TS-support. He was going to help me but then seemed to vanish...I never heard from him since. So I am attaching the conversation which may illustrate the problem. Also I attached 2 screenshots further illustrating it.

I sure could use anyone's tips. Has anyone else had this minor problem?

Thanks,

Slipper


<Hi Andy,

I have an idea, let's see if you can duplicate this same problem on your pc with your 2000i. See my attached screenshots.
I have a 3 min chart on both 2000i and esignal charting to illustrate the small but annoying gaps. The data is for Friday 9/12/03 ESZ3.

Here is the difference:

2000i:
11:12 close=1010.75
11:15 open= 1011.00
close=1011.25
11:18 open=1011.75


Esignal charting:
11:09 close=1010.75
11:12 open=1010.75
close=1011.50
11:15 open 1011.25



<
Hi ,

Could you please go to the 'Edit Data' tab, load the data and check if
the data gaps really exist or a chart just doesn't show existing data.

Please let me know the result.

Thank you,
Andy
Your TS Support Team



Monday, September 15, 2003, 4:47:25 PM, you wrote:

TH> Hello,

TH> Thanks for your reply.
TH> I agree, this is wierd. I have my settings configured
TH> as default so no problems there. My sessions are
TH> normal.
TH> Any other suggestions?

TH> Thanks,



TH> --- TS Support <[email protected]> wrote:
>> Hi,
>>
>> You are right, the Plugin downloads exactly the same
>> data which you
>> plot in eSignal charting. Most probably gaps are
>> caused by the settings of
>> you GlobalServer. Please double click on the ESZ3
>> symbol, go the the
>> 'Sessions' tab and regulate the settings, gaps have
>> to disappear.
>>
>> Please let me know how I could be of a further help.
>>
>> Regards,
>> Andy
>>
>>
>>
>> Monday, September 15, 2003, 1:41:59 AM, you wrote:
>>
>> TH> Hi Compra,
>>
>> TH> I have just tried this new product out today
>> just for
>> TH> off line refreshing. Haven't tried it real time
>> yet.
>> TH> But my experience was kind of odd. I downloaded
>> the
>> TH> ESZ3 tic data and I got a few gaps in the data.
>> But
>> TH> yet when I pulled up the esignal charting
>> program to
>> TH> compare, of course their charts showed no gaps.
>> Yet
>> TH> both the active x addon and the esignal charting
>> were
>> TH> getting data from the same source and same data
>> base.
>> TH> This didn't make sense. So I am still
>> experimenting
>> TH> with this to see how I can resolve this.
>>
>>
>>
>> TH> <Date: Sat, 13 Sep 2003 01:10:56 +0000
>> TH> From: "Compra dun" <[email protected]>
>> TH> To: [email protected]
>> TH> Subject: Esig GS 2000i plug in - Active X
>>
>>
>>
>> TH> Plain Text Attachment [ Save to my Yahoo!
>> Briefcase |
>> TH> Download File ]
>>
>> TH> what has the experience with esignal's active x
>> global
>> TH> server plug in
>> TH> been?
>> TH> All comments appreciated.
>>
>> TH> I noticed that there seems to be a problem with
>> TH> volume. There is a
>> TH> forum for
>> TH> this on the esig forums.
>>
>>
>>
>>
>>
>>
>> --
>> Best regards,
>> TS
>> mailto[email protected]
>>


TH> __________________________________
TH> Do you Yahoo!?
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--
Best regards,
TS mailto[email protected]

[slipper]

2nd attachment

Here is the 2nd screenshot attached.

[ACM]

slipper

In reading your messages it appears that you are talking about two problems, one of gaps and the other regarding slight differences in bars.
Is this the case?

With regards to the gap issue are you comparing the same setups?
In looking at the two images you posted that would not seem to be the case in as much as the Tradestation chart is not including Globex hours whereas the eSignal chart is. That would explain for the differences you are seeing.
Can you post a screenshot of your Session settings for ES Z3?

With regards to the slight differences in ticks are you downloading only 1 Tick or are you also downloading 1 Minute resolution?
For comparison's sake you may want to download also 1 Minute data and see if those differences disappear.

Lastly if you post images comparing specific bars you may want to add the Data Window in the TS chart so that it is easy to see the values.

Alex

[slipper]

Hi Alex,

Thanks so much for your reply.
Problem solved thanks to you !
Yep, that was the problem....I had downloaded just tick data and not tick and minute which I apparently should have done.

I just assumed by downloading tic data, that TS would build the correct bars, but I guess in order to duplicate the esignal charting data, we also have to download minute data as well.

Thanks,

Slipper