[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Re[2]: esignal and activeX for TS



PureBytes Links

Trading Reference Links

I use TS2ki on top of the esignal Data Manager.

I refreshed my data using the Active X.
My GS crashed a couple of time last week.
So the following data should be considered downloaded.

1/16/04 Tick Counts

ES H4 Ask has 140619 data points.
ES H4 Trade has 102400 data points.
ES #F=2 Ask has 114169 data points.
ES #F=2 Trade has 94017 data points.

1/15/04 Tick Counts
ES #F=2 Trade has 121526 data points.

Globex verse DayOnly 102400 - 94017 =  8383 trades globex only.
The night sessions do not trade very often.

But I am getting 5 percent more ticks than you have mentioned.
94017 - 88648 = 5369 tick more to me.
but not as many as 110000.

Perhaps the solution lies in dropped ticks in the TS Global Server.

Jimmy I am not sure of the origin of the idea of dropped ticks.
My apologies in advance if I am completely off base.

ERic

----- Original Message ----- 
From: "Jimmy Snowden" <jhsnowden@xxxxxxx>
To: <Omega-list@xxxxxxxxxx>; "ROBERT ROESKE" <bobrabcd@xxxxxxx>
Sent: Monday, January 19, 2004 4:12 PM
Subject: Re[2]: esignal and activeX for TS


> ROBERT,
>
> Got me.  I just checked ES #F for the 16th 24 hour and it is 88648 and
> I didn't download it.  Just real time.  Day only for the 15th shows
> over 110,000.  Active aren't we at Esignal.
>
> Best regards,
>   Jimmy Snowden
> mailto:jhsnowden@xxxxxxx
>
>
> Monday, January 19, 2004, 5:53:12 PM, you wrote:
>
> RR> Yes, that is the download plugin.  The 82686 count is definitely wrong
by a
> RR> factor of two.  Even the cme has half that amount in the globex time
and
> RR> sales.  I compared charts of the downloaded data with that obtained in
rt
> RR> with dtn sat and with esignal on some other software, and the
downloaded
> RR> data with the plugin creates charts that are different due to the
extra
> RR> ticks.
>
> RR> bobr
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
> RR> ----- Original Message ----- 
> RR> From: "Jimmy Snowden" <jhsnowden@xxxxxxx>
> RR> To: <Omega-list@xxxxxxxxxx>; "ROBERT ROESKE" <bobrabcd@xxxxxxx>
> RR> Sent: Monday, January 19, 2004 3:47 PM
> RR> Subject: Re: esignal and activeX for TS
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
> >> ROBERT,
> >>
> >> When you say activeX plugin is that the download plugin?  I didn't
> >> download any data for Friday but my symbol ES #F=2 is 24 hour data and
> >> it has 82686 ticks.  The Global Server will save all ticks even if you
> >> have it set to only collect the day session.  Don't know what you have
> >> it set to but if you add the other sessions I think you will find the
> >> other hours are saved even though you didn't show those sessions.
> >> Maybe that is why you see so many ticks.  Cool Huh?
> >>
> >> Best regards,
> >>   Jimmy Snowden
> >> mailto:jhsnowden@xxxxxxx
> >>
> >>
> >> Monday, January 19, 2004, 5:28:09 PM, you wrote:
> >>
> >> RR> Jimmy, I am trying out this activeX plugin for TS on esginal with
> >> TS2k.
> >> RR> This is the first day I tried it and unfortunately for Friday it is
> >> giving
> >> RR> me 83044 Trade Record One Ticks for the ES #F=2, I.e. daysession
only.
> >> This
> >> RR> is twice the ticks the cme has and twice what dtn sat has.  What
> >> gives?  I
> >> RR> thought this was the cureall for TS2k and esignal.
> >>
> >> RR> bobr
> >>
> >>
> >>
> >>
> >> Outgoing mail scanned by Norton
> >>
> >>
> >>
>
>
>
>
> Outgoing mail scanned by Norton
>
>