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

Re[3]: esignal vs TS7(8) tick data



PureBytes Links

Trading Reference Links

Bob,

Oh dear.  I have no day only symbol anymore.  My day is now 15:30 CST
to 15:15.  Apples and oranges.

Pretty good numbers on TS8 though.  And different symbols match
exactly.  I don't think Esignal would match.

Jimmy

Thursday, July 1, 2004, 3:30:04 PM, you wrote:

BF> I was quoting the day-only symbol. I get:

BF> 24 hour symbols:

BF> ESU04   6/30/04 930AM to 7/1/04 9:29AM     93,970 ticks
BF> @ES     6/30/04 930AM to 7/1/04 9:29AM     93,970 ticks

BF> Day-only symbols:

BF> ESU04.D 6/30/04 930AM to 6/30/04 4:15PM    86,400 ticks
BF> @ES.D   6/30/04 930AM to 6/30/04 4:15PM    86,400 ticks

BF> The symbols beginning with @ are the continuous contract versions.

BF> Bob Fulks



BF> At 04:03 PM 7/1/2004, Jimmy wrote:

>>I see 91643 on ES #F for 6/30/04.
>>
>>So if I download now will I get 96,000?  Can I sell the extra ones?
>>
>>Jimmy
>>
>>Thursday, July 1, 2004, 2:56:38 PM, you wrote:
>>
>>BF> I get 86,400 ticks on the ES continuous contract symbol $ES.D for 6/30
>>BF> on TradeStation 8.
>>
>>BF> Bob Fulks
>>
>>BF> At 03:39 PM 7/1/2004, Bob R wrote:
>>
>>>>Has anyone done a tick count comparison of intraday data vs an end of day
>>>>download for both esignal and TS7 or 8?  Basically on esignal and TS2k on
>>>>DSL I am running into a 5% difference for the ES.  Some symbols are right on
>>>>which is strange. I.e. the tick count from the data collected during the
>>>>session is 5% less than that obtained with an eod download using the active
>>>>x plugin.  On tick charts and one minute charts this can make a simple
>>>>custom indicator such as Cum(upticks - downticks) read differently.  I would
>>>>really like to know how TS7 or 8 data compares to esignal and to its own rt
>>>>data vs and end of day load.
>>
>>
>>
>>-- 
>>Best regards,
>> Jimmy                            mailto:jhsnowden@xxxxxxxxxxxxx



-- 
Best regards,
 Jimmy                            mailto:jhsnowden@xxxxxxxxxxxxx