Esignal Bad Ticks

Discussion in 'Trading Software' started by dve250, Jan 29, 2009.

  1. dve250


    Did anyone else get those ticks on the SPY and QQQQ within the last 20 minutes? That's bullshit. I have the filter bad tick box checked but I still got them. My trading platform chart doesn't have those.

    Not a day goes buy this doesn't happen. I think it may be worth it to try Realtick.
  2. eSignal Support

    eSignal Support eSignal

    eSignal provides an institutional quality feed that fully supports CID's (corrections, insertions and deletions). If a bad tick is sent by the exchange and then corrected, it's automatically adjusted in our charting. Very few vendors can claim that.

    We'd need some specifics to directly address your question but I do see a low spike on QQQQ at 14:30 ET. There was a trade at 29.5967 with a size of 12,000. The sequence # is 1981078 and I confirmed that trade with another institutional data vendor. I have not seen a cancellation or correction to that tick as of yet so it is still considered valid. You can use our bar editor to manually adjust for your charting needs.

    For future reference, please use the Data Inquiry forum on eSignal Central to post any data related concerns.

  3. dve250


    So what are you talking about 2:30 ET. Take a look at this crap. And it looks like you cleaned the QQQQ chart up but around the same time I had a spike to 30.40 and it stayed there until I closed it around 3:30 ET.
  4. dve250


    Here it is, what a load of crap
    • spy.png
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  5. dve250


    With the date stamp
    • spy1.jpg
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  6. Dude this shit happens all the time with Esignal. Awhile back I had to move from SPY's to ES b/c I couldn't take those whacky prints anymore.....
    • spy.png
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  7. today i canceled esignal....member since 04' felt like a break up
  8. Tums


    that noise comes from the exchange.
    (SPY is notorious for spikes)

    you will get the same crap with any other provider, unless the provider feeds filtered data.

    most people rely on the built-in filter in the charting software. but not every charting software has filters.
  9. I see this happen all the time, but my guess is its just a bad tick. I have had multiple data vendors and it seems the problem isn't just esignal related. Just my 2 cents.
  10. dve250


    Thanks for trying to help operator but I'm not going to pay that organized crime syndicate at the cme for their data and I'm sure not going to use the es to make trade decisions.

    This is from those a-hole mm's purposely trying to screw up the charts with those prints. Esignal should be able to filter those out though. I'll just have to try another charting service and see if it happens with them as well.
    #10     Jan 29, 2009