eSignal intraday volume question

I see the discrepancy, however this is caused by a different issue. If you try refreshing the 60s chart a few times and monitor the volume for a particular bar after each refresh, you'll see that it can change. The reason for that is that eSignal currently time-stamps our data as it's received on the server vs. using the exchange's time-stamp. Because of this servers are not 100% sync'd to the same trade records, which may lead to differences after a refresh.

We are working toward enhancing our products to use the exchange time-stamp to address this issue, and we are looking at this to be released around Q4 '05 - Q1 '06.
 
i am aware of the time stamps issue from before, however i doubt that this is the case.

a 1min ES bar can have 6000 contracts volume, and they turn into 8000 after I refresh the chart. the bars next to it do not have 2000 volume extra (i.e. the volume is not assigned to adjacent bars due to the slightly mismatching time stamps).

however once again, while volume is many times missing when there is increased market activity, price is never missing (i.e. eSignal always shows ALL price changes). it's as if the data manager skips trades at the same price when there is a lot of action in the market.

if it was a problem on my computer and random trades simply don't come through, then prices would be missing as well.

still puzzled here..

thanks
50
 
Minute-based interval charts (1-min, 3-min, 15-min, etc.) don't update the volume unless a price change occurs, so refreshing a 1-minute chart can show dramatic volume increases. eSignal and the Data Manager are aware of the trades (they aren't being dropped,) but the Advanced Chart is intentionally not processing them to save on CPU. We will be exploring the possibility of changing this with a setting in the eSignal Preferences Window, however this will be in a later version (after 7.9.1).

Keep in mind, that tick-based interval charts (60s, 300t, 5000v, etc.) will update the volume for every trade that comes through, so this issue will not occur on these types of intervals.
 
sorry for this issue dragging on so much.. but the same occurs on the seconds interval as well (a 'refreshed' chart shows more volume than before).

anyway i cannot work with so many tick based charts anyway as they are too heavy.

an option to 'receive all trades' as you described, sounds great. for now, i'll keep refreshing i guess..

thanks for your help, and if more info comes to mind, feel free to share it

thanks again
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