Chuck T: Trying to use eSignal data feed with QT for Eminis. Suprised to find out that volume display was empty on the charts. Turns out that eSignal does not have TOTAL VOLUME intraday!! Why is something as simple as this missing from eSignal data feed? http://boards.quotetracker.com/board/showflat.php?Cat=&Board=DATAFEED_BROKERS&Number=24793 http://boards.quotetracker.com/boar...r=25432&page=0&view=collapsed&sb=5&o=&fpart=1 If IQFeed can do this, why can't eSignal with all of its resources? Price and Volume... the basics.
Just as was relayed on those other boards you referenced, intraday volume for electronic contracts like the CME emini is due to be released in eSignal version 7.7 ( ETA June 04 ). Thanks.
The post that you reference wasn't there earlier. Thanks for providing a firm date though. I feel much better.
Another point... TASR split today, but esignal has no changed its historic data, how slack is that.....
Only partially true. Our daily history has been adjusted. We are still developing a tool to let us adjust our intraday interval and tick history so until that tool is ready (later this year we hope), our intraday history won't be adjusted for splits. Thanks.
How is it that for all their hype they manage to miss to fundamental datafeed requirements - intraday volume (for eminis) and the ability to reflect splits on the intraday data? You got to wonder why these are mere afterthoughts still waiting to be implemented instead of being integral to the design/implementation from day 1.
Is this just a problem with eSignals feed to QT on the emini's? I'm sure this doesn't exist on THEIR charts?
the split adjustment is pure datafeed issue. Volume - they return the volume on individual quotes, but not cumulative volume. QT needs cumulative volume on the individual quotes to work properly. Don't know about the other datafeeds. We do not want to add up the volumes on the client because that makes certain assumptions about completeness of data, which cannot safely be made.