Tradestation incorrect 1 Minute Data

john_nyc_trader · Dec 4, 2003

I just got TradeStation and am experiencing a problem: I cannot get the real open on 1 minute charts! It starts out at 9:31 and not 9:30! What gives?

For example, if you pull a one minute chart of CECO today, they say the open is 43.60, when it really is 43.79 (this number is verified if you put up a daily chart of CECO on Tradestation itself). Why is the real open available on the daily and not on 1 minute data?

Even more disturbing, I just called up customer service and was fumed by their dumb-a*s answer: "It has always been like that. We never had 9:30 bars." WHHHHHHHY wouldn't you have it? It's only SUCH an important price!

I left a message to the head of "data integrity" (ROFLMAO) and am waiting for an insightful reply.

Anyone dealt with this sh*t before?

pspr · Dec 4, 2003

Does not the 1st 1 min. bar close at 9:31 lasting from 9:30 to 9:31?

john_nyc_trader · Dec 4, 2003

The 1 MIN (9:31) bar "opens at 43.60" which in reality is the second bar of today's trading day.

mktman · Dec 4, 2003

mktman · Dec 4, 2003

If that aspect of TS disturbs you so much why are you still with them?

mktman

john_nyc_trader · Dec 4, 2003

First of all, I didn't lose nothing on CECO today. In fact, I made a good amount of money on it today. However, that is not the point. the point is, I want to do some backtests on it, and the proper data is needed.

What ticks me off is that Tradestation heralds itself as the premier back-testing program, when it cannot even do a simple task! This analogy should clarify my annoyance with them: Before learning calculus, it is expected that you have mastered arithmetic, right?

BTW, I just got Tradestation yesterday and today is my first time tinkering with it.

john_nyc_trader · Dec 4, 2003

Speaking of annoying, why don't you take your useless and absolutely pathetic comments somewhere else? I am looking for some constructive advice on this technical issue, not some bs quip that obviously you had to use your full brain capacity to answer.

john_nyc_trader · Dec 4, 2003

We all know that Algebra is prior to Calc, but having correct data is Arithmetic IMHO. Yahoo! has the right quotes, and they dont' charge.

mktman · Dec 5, 2003

Your first day of tinkering with it.?Geez.

And your this disgusted with TS.

I guess you know it all.

Constructive?

Yes for you TS wont work.
Its obvious.
Get out and find something else.
Try it too for 1 day.

mktman

maxpi · Dec 5, 2003

Tradestation 2000 notes a bar time at the end of the bar, most other vendors use the beginning, see if you have a 4:00pm bar at the end of the day. If you are using TS7 for stocks then you are getting data from S&P Comstock who in turn gets it from the exchanges. Same data as Qcharts, basically, and people have been complaining about it on the Qcharts forum for the better part of a decade nearly. There are third party software packages that you can use to get first tier data like esignal and others into TS7 at traders-soft.com.

Good luck with trading.