I had a problem today where my all of my minute charts except the 1 min. were not showing properly....price bars were extremely small...couldn't even make out what it was. Almost looked a horizontal line. 1 min and Daily chart was working fine, but the 3,5,10,60 were not working. Anyone else have this issue? -FastTrader
I can see from the above posts that the end of day volume figure for "futures" is incorrect, as provided by esignal. Its in fact very telling that esignal did not bother to defend themselves on this issue. Would someone with the appropriate level of experience/expertise kindly say whether the problem also exists for their end of day volume figure for STOCKS or is it just FUTURES ? Thanks in advance
update: for those interested after a lengthy discussion with esignal senior support, I found out that volume on a daily chart is NEVER correct. I was told that not only are the numbers for the current day and previous day incorrect, but all other days on the ENTIRE chart are offset by one day. I was also told that the programmers CAN'T change that. What a pathetic joke.
Hi all, Here's a link to our FAQ that explains how we handle volume on futures; http://www.esignalcentral.com/support/faq/esignal/futures/futures_volume.asp The issue here is with daily charts and that volume posted for daily charts lag by one day. Interval charts are updated in real time. I've been in consultation with some of our programmers in house and have determined that an EFS study could be written to shift the volume display one day to align it with the proper day and then to calculate a cumulative value as ticks come thru for the current day. Our EFS Specialist will begin programming this shortly and when complete, we'll add to our EFS Help Center & Library. Our initial goal is to program this for the emini's. Other Future Contracts are handled differently and may require a different code to handle. Should anyone have any questions please feel free to shoot me an email. Regards, Andy eSignal Support
Andy, thank you for your help. I truly wish we could all just bypass all the crap and get to this in the first place. I do sincerely appreciate your attention and your efforts.
Our EFS Specialist will begin programming this shortly and when complete, we'll add to our EFS Help Center & Library. Our initial goal is to program this for the emini's. Other Future Contracts are handled differently and may require a different code to handle. Should anyone have any questions please feel free to shoot me an email. Regards, Andy eSignal Support [/B][/QUOTE] Great but unless I'm mistaken EFS doesn't help with ACindices.QUO for volume totals in realtime. I didn't have this problem with Realtick or Qcharts. They increment total volume on a quote board in realtime. I do like esignal and use daily so don't take my point personally. fwiw Bsulli,
Andy I was getting a liitle concerned about this volume issue so I am very pleased that you are now taking steps to solve it. Thank you for your efforts today rearding this matter. I suppose it all helps to justify the highish price esignal charge (lol) Andy one question for you:- Is it just end of day volume for FUTURES that is incorrect or are stocks affected too? Thanks in advance.
Hi Peugeot, It's just the daily volume for Futures. Stocks are not affected. Thanks for your question! Regards, Andy
Grrr. People! There is no big error. The volume on the daily bars for futures is reported as prior session volume. Its something that is peculiar to futures. Probably it is that the way they get the data from the exchange. As I already explained, there was a time when futures exchanges DID NOT report trade volume in real time. If you wanted to know what the volume was and you looked at the newpaper or got the end of day summary reported by the exchange, you would get the volume for the prior day's session. If you download EOD data from the CME, it is reported both ways- as prior session volume and same session volume. You need to be aware of this possibility in futures. You have to be careful and look closely at the title of the column you get your volume data from in futures. But I guess it wouldn't be a super big deal to change the volume study and line up the volume with the daily bars in a way that most people expect.
Andy approximately how long will it take do you think for your programmer to make the necessary EFS study you discussed ie September, October, November etc, or next release of esignal etc. When the study is ready for release will it be announced here or somehwhere on the esignal site? Thanks for your input.