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Hi Gary,
I am not going to pretend even for a second to be an expert on this.
But my understanding, right or wrong, is that: When you open an
eSignal database in AB, eSignal updates from the last current bar in
your database. For example, if your database is based on one-minute
bars, and the last bar on any given symbol was today at 2:05 pm,
eSignal would update from the next bar forward, ignoring all previous
data.
But eSignal does get bad ticks, and apparently detects and fixes at
least some of them. They will not, however, get fixed in your AB
database unless you do a 'force backfill', in which case they *will*
get fixed -- eSignal will then overwrite old data with new.
But, it's also my understanding, right or wrong, that there is no way
to do a 'force backfill' in AB, other than symbol-by-symbol -- a
terrible limitation, if true. If true, this limitation means that
one must detect all bad ticks independently, and force backfill where
detected (and where eSignal has actually done a correction), or have
some routine that forces backfills symbol-by-symbol periodically.
I'm sure someone will correct or enlighten us if my understandings
are incorrect.
One thing I know that you CANNOT do, without getting complaints from
the data manager, is have a full subscription complement of symbols
loaded into AB's RT window, and have *any* symbol loaded in eSignal's
own software. Even if the symbols are redundant, the data manager
will complain that you are over your subscription limit, and slow
things down considerably.
It's quite a problem. AB has the best TA software, but apparently no
way to automatically make any changes to old data that eSignal might
make -- without user intervention, which requires user awareness of
the differential in the first place. If one is dealing with a lot of
symbols, one is taking a lot on faith, I think. I hope I am wrong,
and that a global 'force backfill' is available, or soon will be.
Yuki
Thursday, August 25, 2005, 3:54:01 AM, you wrote:
p> Has anyone else had issues with data differeces with esignal and AB ?
p> The DAILY range for the S&P (.SPX) yesterday on Esignal was -
p> O = 1221.77
p> H = 1223.04
p> L = 1214.44
p> C = 1220.33
p> In AB the same info shows as -
p> O =1221.73
p> H = 1223.04
p> L = 1214.44
p> C = 1217.59
p> This means that there is additional price info on the esignal feed
p> that AB hasn't picked up ( either before and/or after hours?). For
p> me, this directly affects the following days' Pivot point and Fib
p> calculations ( which is why I noticed it) -
p> Has anyone else seen the same thing, and if so, how can I get the
p> prices to match up and/or which prices should we trade with ?
p> Rgds
p> Gary
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