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1) Checking trade data (1 tick) in GS, and I see that all trades prior to
market open are recorded with one price (which is equal to the closing price
as of prior day's close) and the volume for all these trades are 100 each!
2) Further, current day's open (and a few more ticks) frequently suffers
from this problem, which I have to edit and correct manually...although this
problem is not for all stocks...and happens randomly, I guess.
The above obviously affects my charting. eSignal is the data feed and I do
not see anything in its charts and/or time&sales that may be causing this
problem.
My GS settings are the following:
Under "Settings":
Price Scale - 1/1000
Point Value - 1.000000
Daily Limit - 10000
Min. Movement - 125.000000
Under "Sessions":
Open Time (M-F) - 9:30
Close Time (M-F) - 16:00
Reset - Checked
Dribble - 0 hrs 0 min
Settlement: 3 hrs 0 min
Display Session Times in - Exchange Traded Time (My computer clock is US
Eastern and in eSignal, Time is "checked" for synchcronize)
Am I missing any other setting?
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