Interesting. It seems that the Time & Sales shows the trade quicker than the chart. I wouldn't think that would happen. I don't notice it, but I'm not watching Time & Sales. I do watch market depth, but have not noticed the discrepancy. If you find out anything more on this please update us.
Yep. Good pic of what I am talking about. Price can go up and down a tick more than once and the chart doesn't move untill it feels like it... P.S. Anyone know the symbol for the Dax with Ensign?
With ensign and IB data it is going to be the MOST precise information that you will get as the data from IB is EXACTLY the globex or electronic price that you will be filled at unless IB is corrupted in which case they wouldn't stream it period. This is precisely why I love this! My charts match my fills identically!
You can find all of the Ensign tick charts you could ever want posted on www.dacharts.com for direct access to the tick chart archives go here. http://charts.dacharts.com/ I too endorse Ensign as a very worthwhile product. fwiw Good luck and good trading Bsulli
Oh, great site. I guess what I'm wondering is: can you see the individual trades on a chart along with the bid / ask?
Thats interesting with the IB data, since I am an IB customer. What happens if you dont log onto IB for a couple of days ? Where do you get the data from ? I trade off of tick charts. Thanks, Dan S.
It is my understanding that you are provided with backfill as part of the Ensign subscription (IB provides just the current real time data). I know the backfill includes intraday data but I am not sure if it gets down to the tick level (I don't use tick charts). I use eSignal but tried the 1 week trial for Ensign (since I am also an IB customer) although I did not have much time to explore all of the options.
Ensign has a vendor agreement to provide the backfill for users of IB's data at no additional cost. As for several other questions folks have asked on this thread about ticks I'm including a link to a discussion with the main programmer of Ensign. It's a comparsion of IB against two other datafeed vendors. Worthwhile read of anyone considering using IB as their feed. http://www.dacharts.org/archives/Ensign_Wed_class_transcripts/Comparison_of_ticks_by_data_feed.htm fwiw Bsulli
Thanks, Bsulli! That was very helpful. I don't normally use tick charts but was a little concerned about using the IB data for intraday charts. Although I love eSignal and my setup now, the more I look at Ensign together with IB is making me wonder more about the price differential.