[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: Follow-down - a comment for Pierre


  • To: <LScharpen@xxxxxxx>
  • Subject: RE: Follow-down - a comment for Pierre
  • From: "Pierre Orphelin" <sirtrade@xxxxxxxxxx>
  • Date: Mon, 4 Nov 2002 13:47:34 -0800
  • In-reply-to: <159.16f7f1fd.2af82060@xxxxxxx>

PureBytes Links

Trading Reference Links



> -----Message d'origine-----
> De : LScharpen@xxxxxxx [mailto:LScharpen@xxxxxxx]
> Envoye : lundi 4 novembre 2002 20:11
> A : sirtrade@xxxxxxxxxx
> Cc : omega-list@xxxxxxxxxx
> Objet : Re: Follow-down - a comment for Pierre
>
>
> In a message dated 11/4/02 10:52:03 AM Pacific Standard Time,
> sirtrade@xxxxxxxxxx writes:
>
> << >   prices in quote window don't match prices on charts
>
>  Ah? >>
>
> Pierre,
>
> I don't really want to add to the 'noise' about the faults of TS but on this
> one I think I do have something to add.  What I've found is that, for
> example, the closing price for a day shown in a quote window quite frequently
> does NOT match the price listed on a chart.  I believe the issue here is that
> the chart shows the last TRADED price while the quote window shows the '
> official' closing price.  I base this comment on observations on just a few
> symbols such as the sp futures and the ndx futures.  Also, I have found that
> the quote windows in a fast market can often get wwaaayyyy behind the times
> in what they show.  This would be evident to anybody if they just look at
> the 'times' given on the quote window and compare it to 'real time'.  I've
> seen the 'delay'  on the quote window to be as much as 30 minutes.  In other
> words, the chart is showing current prices which match those from direct
> quotes form brokers etc. while the quote windows are showing prices from
> times which may be as much as 30 minutes in the past.  This is a pain which
> needs to be 'watched' and I sure wish it didn't happen .... but that's life
> in the fast lane or whatever lane I'm in.

It probably depends on the datafeed and /or the  interface.
Check with Dynastore that works differently and is probably more accurate now
( there is a cold war between Esignal and TS)
I have never seen this with SP Comstock Xpress feed.

>
> Another issue which falls into the speed of chart updating category is worse.
>  If I watch a 500 tick bar es chart, for example, it can be way behind an  sp
> futures 5 minute bar chart in terms of prices shown ...... particularly if
> not exclusively during fast markets.  I have also noted that when it gets WAY
> behind, if I close the workspace and open it again, the es charts and sp
> charts are in synch again..... at least for a while.  From this I conclude
> the problem is definitely in the charting process and not in anyway
> associated with how quickly the price data is getting into the  data base.  I
> note that I am using eSignal internet data feed.
>

Ditto.
Try to switch to an other interface
Esignal has made some changes that could maybe affect it, but I'm not sure.
Try some database maintenance first, but I cannot understand why a 500 ticks and
5 min chart are not updating at the same time.
Never seent such thing reproted  here.
Frankly...

Sincerely,

Pierre Orphelin
www.sirtrade.com
Tradestation 2000i, TradeStation 6 sales and support
Safir-X, neurofuzzy logic trading system builder

To subscribe to our FREE trading system newsletter:
http://www.sirtrade.com/newsletter.htm
Next issue: November 2002