Eddy, Thank you for the details. Makes you wonder what other (maybe not so obvious) flaws esignal has with it's data. Once again this just proves esignal would rather hide the truth. This is a serious issue. Peoples money is at stake. And esignal is busily working away at version 7 point whatever, instead of FIXING REAL PROBLEMS.
mtzianos, I asked this question on the Oct. 14 in this thread: http://www.elitetrader.com/vb/showthread.php?threadid=23318 I contacted online help, and was told that the CBOT feed of the intraday volume traded was erronous, therefore Esignal decided to cut the intraday volume, instead of giving 'erronous data" (translation : not our fault, but CBOT's). Now, Chuck from Esignal said "Be glad to look into this. First I have heard of it".... I really hope he was talking about something else ! What ticks me off a bit is that I cannot trade the bond due to lack of volume traded in the Time & Sales, and I still have to pay for the exchange fee all that time. (of course, Esignal will say "but.... but... it's the exchage who charges for the fees... ect...). I don't mind paying, I don't mind losing, but I do mind not being told what it really is. Cheers!!
To address this issue: - Yes, Eurex A/C/E data feed as it is currently is a great BS - The reason for esignal to change this was probably because Eurex transmits prints with cumulated volume. E.G. if ZB trades several ticks (sizes: 2, 10, 4, 50, 5) at one price level volume is transmitted: 2, 12, 16, 66, 71 When price changes, cumulative volume is reset to 0. However, if it takes me 10 minutes to code a workaround for this, ESignal should be able to do it.
Apparently the new eCBOT system (to replace the a/c/e Eurex engine) will be operational for most symbols by 24-Nov-2003 http://www.cbot.com/cbot/ecbot/page/0,2936,305,00.html The new system will transmit individual trades. MT
OK, I think I've had enough of esignal. I"m stuck with it for the time being, but they just aren't professional with the way they handle things. (Exception would be Jay, thank you Jay). What are my alternatives? Real Tick is beyond f***** up right now, and qcharts seems to be about the same. What do real traders use for futures? Cost is no longer an issue, I need accurate intraday data with a no excuses support dept. Does such a service not exist? What do the "big boys" use?
This is one strange one. We reported to the CBOT that customers were claiming bad volumes on these contracts. The CBOT market data group told our engineering group the volume was not accurate on the feed, and strongly recommended we remove it, which we did. This affects all market data vendors. We are reviewing adding it back in since users are asking for it, but you should use great caution on using this volume data for trading. The CBOT claims when they switch systems and datafeed, some by the 24th and some on January 1st, this will be fixed. If I find out more on this, we'll let you all know. Chuck @eSignal
Chuck, Please explain in more detail. You say you have removed volume for CBOT futures, yet I"m showing volume on YM. What exactly did you remove? Also, I have begged and pleaded with various esignal staff to send a bulletin or email when something so important comes up. The response I got was something like, "we can't possibly send a bulletine out on every little thing." Andy told me this on a phone call. This ain't a little thing. This is a big deal. I'm still amazed: either you guys are trying to hide stuff, or you really are disorganized beyond belief. No consistant answers or info. One person says they know about it, the next states it's the first I've heard. It's like the 3 stooges go corporate. Even more amazing is that it would be so easy for you guys to go from villain to hero. If you just communicated this stuff up front, in a visible way, and were TOTALLY honest about it; people would respect you far more and you'd virtually eliminate complaints.
Excuse me, but how can CBOT transmit data that isn't accurate? What the fuck is up with that? How can they even admit that they're sending out "erroneous" data? How long have they known about it? Maybe we should be bitching at CBOT. They ought to get their ass in here and explain it! -Joe
Bundlemaker, We did place a bulletin on this just prior to eliminating the volume number. Again, the removal of the data was done over the many complaints we received on it. In consultation with CBOT we decided to immediately remove the data, hence the lack of extended notification. However, to receive the bulletin, you would have had to get it at eSignal Central. That bulletin also explains the number that you do see. Please follow this link to the post at eSignal Central. Regards, Andy eSignal Support