Esignal Bad Ticks

[dve250]

Quote from riskymove:

I see this happen all the time, but my guess is its just a bad tick. I have had multiple data vendors and it seems the problem isn't just esignal related. Just my 2 cents.

Do you have Realtick by chance?

 

[eSignal Support]

Quote from Tums:

that noise comes from the exchange.
(SPY is notorious for spikes)...

most people rely on the built-in filter in the charting software. but not every charting software has filters.

With eSignal, you can set an automatic price filter, as described here:

http://kb.esignalcentral.com/article.asp?article=1291&p=1

or manually edit the bar in question as described here:

http://kb.esignalcentral.com/article.asp?article=2530&p=1

Thanks.

 

[Compulsive]

Esignal is like Budweiser - certainly NOT the best beer, but the most popular

 

[ElCubano]

Quote from Compulsive:

Esignal is like Budweiser - certainly NOT the best beer, but the most popular

but with the Heini price tag...

 

[dve250]

Quote from eSignal Support:

With eSignal, you can set an automatic price filter, as described here:

http://kb.esignalcentral.com/article.asp?article=1291&p=1

or manually edit the bar in question as described here:

http://kb.esignalcentral.com/article.asp?article=2530&p=1

Thanks.

Thanks for the links. Adjusting the bars is do-able but a hassle especially when there are so many bad ticks. The filter doesn't work correctly when you filter a % from the last bar. it has to be filtered from the last print, a percentage from the last print. Othwise there will be bad ticks that extend the last bar(see pic) The setting I have also will filter good ticks which isn't good either.

 

[goslow]

Today, 5/4/10, eSignal showed a series of high spikes in SPY around closing time. There was one spike before the close, and a whole series after.

These are more than a charting annoyance, aren't they?

Wouldn't these same (exchange-supplied) ticks will cause trades to be stopped out?

 

[ProfLogic]

There has been all kinds of "stuttered" data in the eMini's where the eSignal servers have stopped sending tick data for minutes and then sending spikes to try to catch up. My programmer and I have spoken to support and they are working on it.

The spikes, for some reason, appear more in stock related charts than futures but they appear on both.

 

[joe4422]

Any one know of anything better?

 

[ProfLogic]

Quote from joe4422:

Any one know of anything better?

No, eSignal is still the best data for the money. You can pay about the same with DTN but the quality is less. You can get cheaper but its all less reliable. You can pay more with CQG but for the money it isn't that much better.