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Hi Tomasz,
Thursday, February 1, 2007, 9:42:08 PM, you wrote:
TJ> Backfill never hung on my end using eSignal.
TJ> I also did not have any problems using IQFeed with LATEST (important!) plugin
TJ> Do you use "wait for backfill" box?
Once in a great while I will get a hang on some symbol with eSignal.
It is rather rare, fortunately, and canceling the exploration and
starting again seems to always fix it. I use "wait for backfill" of
course.
More common, but not common enough to really annoy me, is that some
symbols don't always backfill on a full-database exploration. There
seems to be no pattern to when this happens (not all that often) or
what symbols are not refreshed (seems random). But it's obvious when
it happens, because an exploration list of, say, 200 symbols, will
have random symbols with a time stamp that is quite old (previous
exploration time), along with symbols that are up to the minute.
These are all very active symbols, too, so it's not a case in which
some symbols are just not trading for an hour. Either the backfill
is not always executing on every symbol every time (what I would
suspect) or AB is once in a while not reporting the results of the
exploration using the newest data (which I would suspect is *not* the
case).
A second run (clicking 'explore' again) almost always corrects this
somewhat unusual, but not imaginary, situation. I cannot duplicate
it, nor can I associate it with anything. It just happens once in a
while. Same thing with the "hang", which just stops an exploration
dead in its tracks on some random symbol. But "hangs" that do that
seem really very rare.
BTW ... the Osaka Exchange, where the N225 futures are traded, sends
eSignal a "settlement quotation" 15 minutes after the market closes.
It's just a bar with a volume of 1, same OHLC as the actual close.
For some reason, I can't get eSignal to intercept this spurious data
point, so I have to wait until the next day, then find the phoney bar
using the Quote Editor (always at 3:25 PM), and delete it.
Is there, or can you create, an automated routine that would purge
any data in a database that is time-stamped outside of user-selected
boundaries? For example, I would like to delete *any* data from my
RT database that is time-stamped outside of the periods 9:00 am to
11:00 am, and 12:30 pm to 3:10 pm. If it's not in those ranges, it's
invalid, period. But as I explained, eSignal puts at least one
phoney bar in there every single day.
They have, however, apparently fixed their "Japan holiday problem",
by which they would send backfill of several phoney bars for every
ticker every time there was a holiday here. I don't anticipate them
restarting that problem, but it would really be convenient to be able
to clean up a database by date, as well as time of day. In fact,
they *never* fix this problem on their servers, so if I force
backfill something I would have to go back and check for spurious
data on holidays. But at least they seem to have stopped sending it.
Yuki
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