eSignal data accuracy - MSFT chart comparison

Discussion in 'Data Sets and Feeds' started by FanOfFridays, Oct 4, 2007.

  1. What the hell?

    I recently started using eSignal for RT data. I have an ongoing subscription to Norgate's Premium data for EOD data. I have been happy with Norgate data, as it interfaces seamlessly with my charting s/w.

    Today I was looking at MSFT. For some reason I had both eSignal and Premium data charts up. Check this out

    Here's a chart from Premium data

    Here's the eSignal chart

    (Please note that today's trading is not shown on the Premium data chart).

    I mean, I can understand a few ticks difference. But these charts are not even close. There are bars that bear no resemblance to each other. I checked daily volumes and they vary wildly.

    I checked a couple of free charting sites and both of them looked a lot like the Premium Data chart.

    Can someone help me out and tell me what I am looking at here? Does anyone have CQG or comparable upper tier feed with which to compare these? Why these huge differences? I looked at a bunch of other charts and they are all different. Is eSignal taking the pre and after market into account? Even if this is the case, it would not account for the differences I am seeing (I don't think it would, anyway).

    The differences in some of these bars would clearly mean the difference between an Amibroker signal being generated or not.
  2. skepticaltrader

    skepticaltrader Guest

    It could be that the 2 data providers that you're using are conflicting with one another.

    Can you turn one data provider off while you receive data from the other provider?
  3. RL8093


    I just pulled up a daily chart on eSig and it doesn't look anything like your eSig chart. It looks close to identical to your non-eSig chart.

    Not sure why your eSig & mine would be different. Looks there are some settings somewhere that need to be tweaked.....

  4. Hmmm.. okay. I will try that. However, Premium data is only running for a few minutes a night, whereas eSignal is up all the time and I constantly open and close those charts, so they are newly backfilled every time.
    Thanks, I appreciate that... but damn, is that ever bad news. I was hoping it wasn't my charting s/w. Amibroker support is pretty good so I guess I will have to contact them.


    EDIT: thanks again, you were right - I was able to get my charting program to display the charts properly by creating a new database with EOD instead of 1 minute base time interval. This is somewhat cumbersome but I guess I'll have to deal with it unless the Amibroker guys can come up with a way around it.