Another TS2Ki question

Discussion in 'Trading Software' started by samtrader, Oct 30, 2001.

  1. Hi,
    can anyone with TS2Ki and the eSignal feed, or any real-time feed, for that matter, tell me if the e-mini futures contracts show and record the Last Trade Size (Volume) on a Tick and minute chart intraday?

  2. *BUMP*

    I apologize for bumping this up so soon, but I really need to know this as soon as possible.

    Thanks again,
  3. m_c_a98


    There is some sort of bug with TS2000 regarding eSignal(which just recently is including futures volume) that makes esignal unusable for futures. TS2000 will show volume but the problem is it slows your CPU to a crawl. this is only for futures volume and TS2000 is not supported anymore by the company so it won't be fixed, either. The solution is to filter out the volume from the datafeed with something like or and then the problem is fixed but no volume on futures unless you want to use up 99% of CPU usage.
  4. just curious, but why would the e-mini volume be useful? do you just ignore the big contract?
  5. I stopped watching the big contract when I stopped trading stocks, it is lagging the electronic contract by quite a bit.
    I really have no specific uses for the e-mini volume. But I always like to keep all relevant information on my quote screen. This way, when I take on a position it is based on all information, it's not just a gamble.
    (at least that's what I tell myself):)

  6. DaveN


    The Global Server in TS2K has a problem with collecting volume on futures symbols. It is a known and documented problem, and Omega (errr.... Tradestation Technologies) has promised a patch to address this problem. (Please consider that this company also promised many things to users that many claim were never delivered.)

    My current workaround is this:

    Using Dynastore to interface data to Global Server, I created a symbol in the Global Server, called ES01Z, and I created it as a stock. Now using Dynaloader, I've mapped the ES01Z from's feed to the ES01Z in GS. You can make all of the usual settings, like set CME as exchange, 1/100, min move=25, etc.

    Volume is collected just fine and all of the problems with resources are eliminated. So while my ES01Z is a stock...."if it walks like a duck and swims like a duck..." well, you know the rest.

    I don't know if it's this easy when you are using eSignal, but you might try creating that new symbol in the Global Server. Hopefully, eSignal allows some way that you can map the eSignal symbol (ESZ1??) to your new symbol ES01Z.

    I'd be really curious to know how this works out for you.