Hi,
I have been using esignal as an backup feed (used as main one till 2 yrs ago) and pretty much as a realtime research proxy, but I am one that do not consider esignal a real time data provider, they are more like a second tier class, I use TT Xtrader Pro for those interest to know.
Things have gone out of control last 2-3 weeks on my end, I have talked to esignal, and they all send same answer as others have reported here, "we do not see any problem, we send all info, if you do not receive it, must be your problem", LOL. great
Here is a video I did of one machine capturing live data from esignal feed using a chart package I use to plot range bars (a 3 tick range bar in this case on ES December CME Mini contract), video lasts 08:50 minutes and you can scroll in the control bar to any point in time with camtasia. AT the 07 minutes and 40 sec I changed the time frame from 3 tick range to a 1 minute period( in order for easier comparison with a refreshed dataset link is below).The video starts around 3:59 and runs till 16:08 EST.
As you can see in the video, there is little flow of data on the last 3-5 minutes prior to cash close and specially on the last minute of the hour, anyone that trades futures know that this is a busy time, when large traders and commercials close there positions near to cash close of equities. fewer than expected data is received.
If one pays closer attention, right after 4:01 PM volume starts to pick up and flows more rapidly. wasn't´tit supposed to be the other way around ?
Please also notice also volume numbers at each cell and column increases from 4:01 to 4:0, this data is captured real time is exactly same as the refreshed data (please see image below)
So the video shows that little data flows in real time before the cash equity close and normal data flows after the equity cash close.
So, suddenly my ISP became smarter and by itself started collecting more data after 4PM, all by itself, or the equity volume preocessed by Esignal is screwing dataflow ?
Can esignal or someone smart explain me that ?
This same pattern has been going own for last 2-3 weeks badly in my end before the cash open and after the cash close, all data in the day trading session is always incomplete and lagging.
(by the way, I have checked data via pingplotter for hops with packet loss and nothing noticeable in the EOD report chart, have contacted many times my ISP to ask if there is a know noise problem in my cable box line and nothing reported there, contacted esignal and they made a measurement and said I was loosing packets, but every single day same patterns repeats itself, data flow when equity issues are active really sucks. I can tell you, I have been using esignal for 6-7 years (because they flow all ticks either on real time or on their storage servers) but have never seen this so bad as it is now. They jumped to from a second tier class to 5th tier data real time provider in 2-3 weeks
So if someone can have some explanation, that would be great.
Video link
http://tinyurl.com/23ddf7
or
http://www.fea.com.br/Esignal/Dec122007/Esignal.html
Image of realtime data capture on video with time frame changed from 3 tick range to 1 minute bar
http://charts.dacharts.com/2007-12-08/Data_1207008_2.png
Image of refreshed data from esignal servers , same period on 1 minute bars
http://charts.dacharts.com/2007-12-08/Data_1207008_1.png
