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Let me rephrase the question. What I am trying to compare is the number of
ticks collected during realtime vs the number of ticks received in a
download of the same symbol at the end of the day. This shows how much may
have been lost during the realtime collection. DSL is not a perfect data
transmission path so I would expect some differences. The ES seems to be
worse than some other symbols in the amount of ticks lost. So I am trying
to determine if it is an esignal thing in that their tick database differs
from what they send during the day, or if maybe TS7 data transmitted during
day = data in an end of day refresh.
bobra
----- Original Message -----
From: "Bob Fulks" <bfulks@xxxxxxxxxxxx>
To: "Jimmy" <jhsnowden@xxxxxxxxxxxxx>; "Omega-List" <omega-list@xxxxxxxxxx>
Sent: Thursday, July 01, 2004 1:30 PM
Subject: Re[2]: esignal vs TS7(8) tick data
> I was quoting the day-only symbol. I get:
>
> 24 hour symbols:
>
> ESU04 6/30/04 930AM to 7/1/04 9:29AM 93,970 ticks
> @ES 6/30/04 930AM to 7/1/04 9:29AM 93,970 ticks
>
> Day-only symbols:
>
> ESU04.D 6/30/04 930AM to 6/30/04 4:15PM 86,400 ticks
> @ES.D 6/30/04 930AM to 6/30/04 4:15PM 86,400 ticks
>
> The symbols beginning with @ are the continuous contract versions.
>
> Bob Fulks
>
>
>
> 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
>
>
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