eSignal Support
eSignal
We still talking SPY? Do you have a time template applied to these charts? I'm assuming you are on 10.6 but have you tried to use 11.2 and compare like we're doing here?
Thx
Thx
Algo creation using tick data?
- Thread starter HedgefunTrader2
- Start date
The time template is intraday default 9:30 to 16:00 east coast and I am on version 10.6. But I have had this problem all through the older versions as well and each time I upgraded it didn't make a difference when it comes to this issue. Yes still talking about SPY.
On another note, I've closed esignal and data manager and reopened it 3 times and each time the 15 min chart has given me different volume readings for the 10:30 and 10:45 EST bars
eSignal Support
eSignal
Can you do a data export, scroll to the bars in question and then take a screenshot and either post it or PM me? I also need a username to see where your connecting.
Thanks.
Thanks.
You want a screenshot of both the 15min and 900 second charts? Also there are at least 3 different sets of volume readings for the bars in question.
Will PM you my username.
eSignal Support
eSignal
Just got confirmation that our server side minute bars are correctly handling special trade conditions, like the market center open. 10.6 is just treating those events like regular trades. The same logic used on our servers is now built-in to the 11 series so that may be worth a look. Still need to look at the other issue to confirm if it's related or not. Thanks for your username.
Just close and reopen esignal a few times and see if the volume for the 15 min bar at 10:30 EST bar keeps changing like it is on mine. Since 10:30 EST is not the open nor close, then maybe that's another issue? Same goes for the 900sec bar at 10:30 EST as well.
A good example of volume that is way off is Friday's 14 min chart as compared to the 837 sec chart. Now, I understand 837 secs is NOT equal to 14 minutes but its very close. Look at the first 4 bars on each chart, the 837 second chart is missing a ton of volume, especially in the middle two bars.
It's these discrepancies that make is incredible difficult to work my algo concept via Esignal's tick data. My short signal is at 10:25:48 but I basically have to guess the volume based on the 14 min chart since it's very close to 837 seconds. Plus whole minute data seems to be mostly accurate.
It's these discrepancies that make is incredible difficult to work my algo concept via Esignal's tick data. My short signal is at 10:25:48 but I basically have to guess the volume based on the 14 min chart since it's very close to 837 seconds. Plus whole minute data seems to be mostly accurate.
Whoa, just logged on and this data has all been changed. Was this because of my message or did this just get corrected on it's own? So much of the volume that was present in the charts friday is now gone.
Never mind, reopened again and got different data.
Esignal support, why do these two 14 min charts have such different data? Specifically, the 1st 4 price/volume bars from August 5th
Esignal support, why do these two 14 min charts have such different data? Specifically, the 1st 4 price/volume bars from August 5th
The other one