Tick or Time

Discussion in 'Trading' started by CONR, Feb 3, 2006.

  1. Cannot do custom indicators, other than Paintbars.

    As for Datafeed and a recommendation for getting intraday tick data on futures symbols (with updated volume), I would recommend you use either IQFeed:
    http://www.quotetracker.com/iqfeed

    or your broker (IB, Cyber, RML, etc). NOTE: I do think eSignal is very good. That futures volume issue is one of the few negatives.
     
    #31     Feb 14, 2006
  2. Thanks for the info.

    I plan on installing Quote Tracker today and giving it a look. You seem to have done a very nice job.
     
    #32     Feb 14, 2006
  3. LMeyers

    LMeyers

    Hi Jerry,

    After hearing a lot of good stuff about your QT over the last five years, I finally downloaded it last week and am trying it out right now. I am using eSignal for data.

    I am having trouble with running the tick charts in QT. I am used to running both Time and Tick charts at the same time. When I try it in QT, the 5 min Time chart runs fine but the Tick chart for the same symbol stops updating the bars after every few minutes.

    I have attached a snapshot of the problem. In this case, I am running side-by-side a time (5min) chart of YM #F and also a 450 tick chart for the same symbol. The Time chart is working fine but the tick chart starts slowing down after a while. As you can see in this snapshot, the 5 min chart is reflecting the current price of 11020 whereas the tick chart is lagging atleast several bars behind.

    QT is the only thing running on this machine and I have already checked that there are no CPU, memory or bandwidth issues involved.

    Thanks for any help with this.
     
    #33     Feb 14, 2006
  4. LMeyers, this is the same issue that was addressed earlier on in this thread. Basically, eSignal does not update cumulative volume on the intraday quotes for futures symbols. QuoteTracker must have that to be able to create tick charts (or volume charts). That is why you are not seeing the tick chart update. The eSignal intraday backfill does get the data, which is why you are seeing any data at all.
     
    #34     Feb 14, 2006
  5. LMeyers

    LMeyers


    Okay, thanks.
     
    #35     Feb 14, 2006