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I also use E-signal real time but in addition, I run an offline copy of the
global server on a separate computer that I download every night from
History Bank. Looking at the stored
data on a tick by tick basis and looking at the last tick before the hour,
the numbers
you show as currently in your data base agree with what I downloaded from
History Bank
after the close on 8/3. I don't remember the exact date but it has only
been recently that I
have been able to download the $ADV from History Bank. I used to have to
export it from my
real-time machine.
The numbers I have from e- signal obtained on a real time basis do not
agree with History Bank nor your hard copy numbers. Here is what I have
from
real-time e- signal
Central time
9 890
10 910
11 1087
12 1212
13 1236
14 1280
15 1422
1515 1452
Roger
----- Original Message -----
From: <LScharpen@xxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, August 06, 2001 4:33 PM
Subject: A confidence shaking observation concerning TS/eSignal data.
> List,
>
> Today I made a chance observation with respect to a data 'discrepancy' in
my
> system. What I 'saw' was a difference between data for which I had hard
> copy values recorded close to the time at which they had been received in
> real time from eSignal and what I now see stored in my data base for these
> values. I would not have noticed this if I had NOT had the hard copy
numbers
> to look at. To be specific, the first observation concerned data received
> via eSignal into TradeStation 2000 on 8/3/2001 (last Friday) for $ADV, the
> number of advancing issues on the NYSE. The data are for a 60 minute
chart
> using natural hour bars. Here is the 'comparison'':
>
> 'Close' DATA for 8/3/2001 for $ADV
> Hard Copy Currently in data base
> 0700 1091 885
> 0800 1149 904
> 0900 1232 1064
> 1000 1242 1201
> 1100 1265 1214
> 1200 1228 1250
> 1300 1206 1397
> 1315 1197 1426
>
snip>
> Regards,
>
> Lee Scharpen
>
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