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Hello Bob,
Packets may be lost during market volume spikes as
TS/Esignal disseminates the realtime data to you. If you are simply
collecting a handful of markets, rather than the whole lot, then this
is not likely.
Another possibility is that too many people on the
internet are downloading every realtime tick of everything, causing
packets lost through hubs between you your ISP, and TS/Esignal.
Teenagers downlowding porno, music, and movies may involve more bits, but they don't all
get it from the same places at the same time, unlike traders who seek
the same market data at the same time from a handful of providers. I
bet that the internet infrastructure improvement people are focused on the
teenagers, rather than us traders.
If you don't know already, call TS/Esignal people and request an IP
address for a Ping test. Suppose the IP address is 222.222.222.222
Do this: Goto Start-Programs-Accessories-Command Prompt.
Type: -t 222.222.222.222 > PingTest.txt
Let this run during the market session (or 24 hours). After the session, close the
command prompt window. You will find "PingTest.txt" on your C drive.
It will tell you the % of packets lost at the end of the text file. It
should say "0%", rounded down from a few packets lost.
You might find a correlation between the times when packets are lost
and market volume spikes.
A third possibility is that you are losing packets on your DSL line in a general
way. This happened routinely "in the old days" 5 years ago, but not
likely today.
-F
Thursday, July 1, 2004, 12:39:19 PM, you wrote:
BR> Has anyone done a tick count comparison of intraday data vs an end of day
BR> download for both esignal and TS7 or 8? Basically on esignal and TS2k on
BR> DSL I am running into a 5% difference for the ES. Some symbols are right on
BR> which is strange. I.e. the tick count from the data collected during the
BR> session is 5% less than that obtained with an eod download using the active
BR> x plugin. On tick charts and one minute charts this can make a simple
BR> custom indicator such as Cum(upticks - downticks) read differently. I would
BR> really like to know how TS7 or 8 data compares to esignal and to its own rt
BR> data vs and end of day load.
BR> thanks,
BR> bobra
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