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Well, I finally heard back from Esignal about the massive
amount of missing ticks. To close the issue, here is their
reply:
Tom - I am the manager of eSignal's Network QA group. Chuck
Thompson forwarded your post inre missing ticks on the
A/C/E electronic contracts. After reviewing replays of the
data, we found a bug in our ticker plant that was being
exercised by a recent change in the CBOT A/C/E feed.
I'll spare you the gory details, but the net effect was
that between 30% - 60% of the ticks on the A/C/E contracts
were improperly flagged as invalid and filtered.
A fix was implemented last night and and things seem to be
back in order today. The A/C/E contracts have been
generating much more interest of late, and we'll keep a
closer watch on them in particular. Your post indicated
that you felt there was a similar problem on the emini-SP
contract. I have not found anything amiss there, either by
comparing our tick data to the raw feed nor by comparing to
other vendors. Nor have we received any other complaints or
inquiries as yet...which would be a surprise if we were
dropping that much data. I'll continue to try and find
something there, and would appreciate it if you would let
me know if you continue to perceive this as an issue.
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