eSignal DDE

Discussion in 'Trading Software' started by Dustin, Feb 12, 2003.

  1. Dustin


    Could someone please tell me if the eSignal DDE uses NYSE data only for NYSE stock bid/ask, or does it include ECN data? If it does include the ECN's is there a function to not include them?

  2. I would like to hear another thing here:
    ESignal says itself that with it's DDE it is not quite possible
    to catch every tick. Is that right ? Is it a DDE interface
    limitation or a performance issue ?

  3. I use esignal dde and even though it does not capture all the ticks it does a pretty decent job in capturing most of the ticks. Ex. If you try to get ibm itmight miss 5% of ticks in a givn hour BUT if you put in INM.n which is only NY trades the capture gets much better. I don't know how it will perform for heavily traded ones thought like QQQ, SPy
  4. chs245


    You can specify NYSE specialist quotes by using ticker IBM=N instead of IBM (=NYSE, =P for Philadelphia etc)

  5. DDE is not enought fast for a tick by tick tracking.
  6. Dustin


    Do you think it is fast enough to catch all the bid/ask data on nyse stocks?
  7. eSignal does not work with Exchange filtering e.g. IBM=N does not work. I informed them of this bug in late October 2002 and have been trying to get this fixed. Please inform them that you want this feature fixed ... this will hopefully help increase the priority of this bug.

    Another bug is that the exchange filtering does not filter the Bid/Ask data, it only filters the actual trade data.


  8. I have already check it, and many drop info with DDE, not reliable if you attempt to track something on the tape.
  9. I'm not so sure about losing ticks with DDE.

    I track the E-mini bid / ask realtime using an Excel & IB feed , which lately has been quite fast, and I get no sense that there's any significant lag in speed.

    Now, it's possible that if there were 20 messages send in a second , there would be a problem, but since I can't think that fast it's not an issue.

    All I can tell you is, that if the ES ticks down 5 times in 2 seconds, I'm catching all the changes.
  10. I haven't had a problem with esignal's dde link either. I rely on it quite a bit.
    #10     Feb 19, 2003