eSignal NQ #F vs Z3 - why does it show different bars on the 1min chart?

Discussion in 'Trading Software' started by 50 cent, Sep 30, 2003.

  1. I am using eSignal and using symbols NQ #F, ES #F, and YM #F on various timeframes.
    Today during the trading day (and a few times in the past), the NQ #F one minute chart was different than the NQ Z3 chart - some bars had slightly different OHLC. Same was true for the ym and es.

    Notice that today is Sep 30 and there are no expiry or rollover issues to affect the #F calculations.

    When I logged on to esignal after the trading day, suddenly the charts were the same.

    This is worrying because the accuracy of the 1min chart is important intraday.

    So which symbol to use on the 1min chart? NQ #F or NQ Z3? Why is there a difference at all when there is no expiry or rollover at hand? Which symbol to type in the Time of Sales window? #F or Z3?

  2. JayF_eSignal

    JayF_eSignal eSignal

    This sounds like it is related to this FAQ.
  3. Seems to answer the question.. Thanks!