Expensive, not expensive it doesn't matter. Just would like your opinions on which have the most reliable daytrading software for the emini's and Etfs? I have Esignal and am sick of bad prints on the SPY and was wondering if this is something that happens across the board or not. Thank you, MG
Hi MG, We process all CID's (corrections, insertions and deletions) directly from the exchange so our data on US Equities should be as clean as possible w/in eSignal. There are a few settings on the desktop to keep in mind so if you want to PM your username, I can have someone contact you and make sure everything is set correctly. Thanks.
Is this chart right? Meaning, is this what my Spy chart is supposed to look like today? My 30 second chart does not contain these prints so why does my 1 min chart contain them? Also, I right clicked on my chart and brought up properties to check if bad tick filtering was checked and it was. What else do I need?
Those are all after-hour prints and I agree they look choppy. Sites like Bloomberg and Yahoo don't show after-hours trading but Google does and yes, the charts appear to match. May want to set your end time to 4:00 pm ET to cut those off. I can see those prints in T&S so they should be in all intraday chart types. Thanks.
Dude this is entirely normal. I have that with IB, too. Just turn off after-hours stuff for stocks, it's useless anyway.
How about the 9:40 bar EST? On the one min chart it shows the low as 115.85, yet on the 30 sec chart it shows the low as 116.01. This is NOT after hours and if you look at different time frames on the SPY you'll find random spikes on one frame and on another it's not there.
Here is the 30 second chart from the same time as the 1 min chart above. See the difference? The long wick down on the 1 min chart does not appear on the 30 second chart so one of these charts must be inaccurate.
That low of 115.85 shows in T&S as a valid print so from that standpoint, I'd say the 1 min chart is accurate. When I uncheck the box "remove bad ticks" in a 30s chart, I do see that low tick of 115.85 as we do in a 1 minute chart but I'm not clear on what's driving that behavior change. Still looking into that and I'll likely have an answer w/in a day or so. Thanks.
The problem is, 5000 shares that prints 16 cents lower than the current bid/ask in a market as thick as the SPY is not an accurate representation of what actually happened. The fact that it doesn't show on the 30 second chart means that it was filtered out at that level, which is a good thing. Please do post back here when you learn further of this discrepancy. Thanks MG
This morning, I see that the 1 min chart wick at 9:40 am EST from yesterday is gone. Is this a function of me bringing it to your attention or is this something that would have been corrected anyways?