With eSignal, you can set an automatic price filter, as described here: http://kb.esignalcentral.com/article.asp?article=1291&p=1 or manually edit the bar in question as described here: http://kb.esignalcentral.com/article.asp?article=2530&p=1 Thanks.
Thanks for the links. Adjusting the bars is do-able but a hassle especially when there are so many bad ticks. The filter doesn't work correctly when you filter a % from the last bar. it has to be filtered from the last print, a percentage from the last print. Othwise there will be bad ticks that extend the last bar(see pic) The setting I have also will filter good ticks which isn't good either.
Today, 5/4/10, eSignal showed a series of high spikes in SPY around closing time. There was one spike before the close, and a whole series after. These are more than a charting annoyance, aren't they? Wouldn't these same (exchange-supplied) ticks will cause trades to be stopped out?
There has been all kinds of "stuttered" data in the eMini's where the eSignal servers have stopped sending tick data for minutes and then sending spikes to try to catch up. My programmer and I have spoken to support and they are working on it. The spikes, for some reason, appear more in stock related charts than futures but they appear on both.
No, eSignal is still the best data for the money. You can pay about the same with DTN but the quality is less. You can get cheaper but its all less reliable. You can pay more with CQG but for the money it isn't that much better.