eSignal...come ON...grr...!!

OK...according to yesterday's eSignal data (feed into my analysis app) I am long 4 ES as the data indicated.

I close the app and reopen it tonight, reloading eSignal data for ES, and it tells me I should be short 4.

I close it again and reopen, and it tells me that I should be long 6!!

Take your pick! Sheesh...

For the uninitiated (as I have posted previously) this anomaly stems from the fact that the historical data that resides on the various servers in eSignal's "server farm" are not in sync. You get different data fed to you depending on which server you are connected to when your eSignal link is first established.

Check out this story written to me by one of the programmers of my analysis app:

"Each time you refresh the data in ESignal it causes a new request to be issued to ESignal's server farm. We've documented that these requests do not always returns exactly the same data. Usually the historical bars are very slightly misaligned, sometimes causing open/close times to be slightly different between one request to the next. Needless to say, this can cause system results to change. I've spent many many hours on this issue supporting a large trading firm in Chicago who was experiencing the same thing, so I know it can be a problem. Unfortunately there hasn't been a solution forthcoming from ESignal on this one.

"BTW, you can validate this yourself. Open a chart with ESignal live data and copy the raw price data to clipboard. Paste into Excel. If you later run the system and see different results, copy the data again. If you compare the 2 data in Excel you will see the slight differences I speak of.

"The cause of the problem is that different historical requests can be handled from different ESignal servers in their server farm, and we cannot force the app to use a single historical server."

Interesting...huh?

It seems that patience does not work very well with these guys, so I have every intention of continuing to rag on this issue until it gets fixed (or I move to another data vendor).

Cheers,
saxon

 

WLD, eah?

 

It could be ANY app that uses eSignal data. That's the point.

 

Please know that we are close to having this solved, and our current estimates place this around Mid-February.

This FAQ discusses the cause of the issue in much more detail.

 

Just go with TradeStation - they have been fantastic the past few months.

 

I use metastock and one of the drawbacks is that it DOESN"T pull historical data from Esignal. I guess that is a blessing because once I have some history saved (as time passes) my data doesn't change unless I go back to edit a bad data point.

 

Thanks for the reply, Jay.

I'll check with you mid-February, and if you get this issue resolved, I'll be the first to congratulate you.

Don't let us down. Serious money (ours and yours) depends on consistent data.

saxon