Thanks - I'll give it a try. I'm just getting more and more, shall we say, "displeased" with eSignal. Today I'm at my other job (1 day a week), and look at Yahoo Finance. Yahoo has real, cumulative volume for 5 minute charts on the Dow. I contact LiveRep and apparently, eSignal's deal with the exchange does not allow them to "process" (whatever that means) cumulative volume until the next day! So let's see...I get something for free on the Yahoo website that I can't even pay for on eSignal? WTF? Not real useful to get the prior day's daily data when trying to use 5 minute charts on the currrent day. They're going to pass my comments along to their "data team."
We don't currently process "sizes" on most indicies so that's why we aren't showing intraday volumes on symbols like $INDU. It has nothing to do with our exchange agreements so I apologize for the false information. We do plan to break out intraday volumes on indicies but we're still on-hold pending the completion of a series of server upgrades. Thanks.
I appreciate the response, Scott. I've been with eSignal for about 18 months now, and some of these problems - freezing, etc - are relatively new for me. Any idea as to when the server upgrades, and thus intraday indicie volume might be available?
We plan to have the servers all upgraded by end of March, hopefully sooner. It's been tougher than expected to roll-out these changes with the high transaction rates but we're closer than ever. Then, we should be able to get back on track and you'll see regular s/w and data enhancements. I can give a better ETA on the indicie question in April. On the indicies, aside from $INDU, any others you'd like to see with intraday volume? SPX? $COMP? Thx
Yep you can just get data only and thus pay less. When you call them also mention ninja, they have some relationship with esignal.
I too noticed this with their time and sales data on the highly active ES contracts. Other MDV's (market data vendors) have cleaner and substantially faster data, in fact I noticed more than 22% live data being reported on other platforms other than eSignal as a source. Evidently there is some loss of transmission, and its not limited to just your personal ISP connection.
Dumb ? but I can't seem to find out how to do it. Is it possible to add notes to the charts on Esignal just like TC 2000. Also the paper trading on esignal can it be done with tick replay? I seem to be only able to do it on real time only. Just wondering if there's a way to use it for back testing. Thx EOM
Ideally, any symbol for indicies, or anything else would have the same type of volume display now available for individual equities.
Scott A couple of suggestions for esignal improvements 1) - To do with volume bars They need a more efficient system for common ES volume bars and not be based on the downloaded tick data (10 days only with a very long period to download the data). If they can do it for common time frames then for the emini's they can have common volume increments ie ES 100K, 10K, 5K, 1K Also depending from which day you download your tick data from your volume bars will form differently as its continuous 24hr. Lastly with a better volume bar system you would need to be able to apply a time template to it. 2) With the emini increased volumes I saw you had a new server with only T&S data and no bid ask data to save on downloaded data. My suggestion is to create emini T&S data feed with the full bid ask info but to collate the data so all these 1 and 2 contract trades can be grouped as a single trade at bid/ask. maybe group in 100 or 50 ms periods so as to still give a natural flow to the T&S tape. I estimate this would reduce data download by 80%, give people using tick data for volume bars a more efficient feed with faster download and also reduce CPU processing as many computers are haveing trouble coping with the volume of data on the eminis and computing efs at the same time (charts freezing being a complaint of many esignal users). BB