Globex 3m Eurodollar futures on eSignal

Discussion in 'Trading Software' started by dealer, Jun 19, 2006.

  1. dealer


    Is anyone experiencing bad-data issues with price streams of globex 3m eurodollar futures via esignal?

    I am seeing erroneous spikes that do not appear on either my broker platform nor the RT quotes from cme.

    Repeated posts on the eSignal discussion forum go unacknowledged. A PM to someone on their "Quality Assurance" team (who on prior occasions has been very helpful) has been ignored. A PM via ET to an eSignal rep was answered but there has been no followup.

    Is this problem server specific or is it platform wide?

    How difficult can it be to stream prices for one of the deepest and most actively traded contracts in the world?

    A 3m chart of GE U7 is attached.
  2. dealer



    I did get a response from esignal saying that they have isolated the problem and that it would take 2weeks to fix.

    Still don't know if this is server specific or plaform wide.

    I would appreciate feedback from other users.
  3. jim c

    jim c

    This is a total guess but when a spread trades they will post both legs of the spread ( at least on TT they do). seems they might be picking up these ticks and posting them as trades. if you watch the eurodollar trade on TT u will see this. the mkt could be 9463 @ 9463.25 and u will see prints going off @ 9465 for example. just a though. good luck. Jim
  4. jim c

    jim c

    it also seems as if the bad ticks are about the same distance from the real mkt. i think the spreads are your/e-signals problems. good luck. jim
  5. dealer


    Thanks Jim. That sounds very likely. I hadn't thought of that.

    Both my broker platforms and the RT quotes from seem to filter out the spread trades so I'm hoping that whatever fix esignal comes up with also accounts for this effect.

    Esignal rep: can you comment please?
  6. As far as server vs. system wide, it seems like esignal doesn't isolate servers with different feeds like some other vendors do. If the problem requires any fix on their end, it would most likely be system wide.

    I'm not aware of any way we can point ourselves to one server or another. If a problem is specific to a server, usually a restart of the app gets me on a different random server and the problem goes away.


  7. John47


    Jim hit the nail on the head, or pretty close....i think the packs/bundles may have more of a hand in it. I'm not sure exactly of how its cleared...but if you buy the red pack, for example, at a price of +3...the prices in the outrights that are shown as trading can be anything, as long as they average out to +3 more than the outrights settled the day in this example, the price assigned to U7 when the red pack changes hands could be a couple ticks off whats actually trading in U7 at that moment.
  8. John47


    thinking back into my memory has to be packs/bundles, because if its just a spread or a fly, the prices cleared are gonna end up being something that is bid/offered at the time, so it wouldn't look that wild.

  9. jim c

    jim c

    good point John. the more i think about it the more u just might be right. in the spooz they would use a constant leg price all day for one side of the spread as long as it was in the days range. it doesnt matter to dealer as he just wants his quotes to be correct ( i dont blame him). sounds like u spent some time trading the EDs. did u work on the floor. i spent a few years there. just curious. good luck, jim
  10. John47


    never traded ED on the floor but am clerking/trading for a group that is probably one of the more well known in that product.
    #10     Jun 21, 2006