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My report was based on several days of data from two ESignal subscribers
(not always the same days from both subscribers) using only the data for the
front S&P contract for the evaluation. That is the only data I can use
because, as I stated previously, that is the only data for which it is
possible to obtain an independent, authoritative, free copy of the data as
it was actually sent from the exchange. The assumption is that all data
transmitted via ESignal are treated the same and any errors or omissions
that affect transmission will affect all symbols similarly. Unless someone
can present evidence that this assumption is incorrect, or an objective way
to test it, I see no alternative.
The biggest problem I have seen so far in the data submitted to me is
frequent ISP outages. I have excluded from my analyses days or periods
during which there were such outages. There was one day when it appeared
that ESignal itself was having difficulties - both subscribers experienced
numerous scattered dropped ticks at the same times (exactly the same ticks
were missing for both). Also, although not at exactly the same times, both
subscribers did experience extended gaps later in the afternoon of that same
day. Conclusion: ESignal may have bad days. Just HOW bad and how often I
have no idea.
Carroll Slemaker
----- Original Message -----
From: Larry Wright <lwright@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, September 08, 1999 5:46 PM
Subject: Re: Performance Update - ESignal
> On Wed, 8 Sep 1999, Carroll Slemaker wrote:
>
> > Collected S&P ticks during the experimental half-hour
> > periods were either 100% or with a single tick missed, and
> > for the one day when I checked this aspect, almost all of
> > the few missing ticks (about 4 or 5 for the entire day, if I
> > recall correctly) were missing also from my BMI/cable feed
> > showing that the omissions had occurred at a very early
> > point in the data pipeline and not during Internet
> > transmission or in the user's computer.
>
> Does this mean that ESignal is becoming OK and actually sending all the
> data? I wonder if this is a good trend or just a fluke? Any thoughts, now
> that I'm considering switching vendors, and had written off Signal?
>
> Larry
>
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