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Jimmy
I was skeptical at first too.. But have you tried
comparing the 1min bar charts? (Granted Tick
charts then IB feed definitely will not cut the
mustard). I've been watching now for past 2wks
and i didn't seen any significant differences in
the pivot levels on the 1 min. resolution. ie.
trend lines, S/R are at same levels. But i should
probably write a little program to spit out all
the pivot levels/times to see if they match up.
But i haven't done a truly detailed comparison
yet. One thing i liked w/ IB is that my CPU never
spiked to more than 100% for more than a fraction
of a sec. even during very fast markets even
during yesterdays FOMC and i had 8 es charts
running on a P3, 550Mhz... And now i can turn on
'Update every tick' on m volume charts...couldnt
do that before without my P4, 2.4Ghz cpu locked at
100%
What bothers me the most now when using esignal
whenever i see my CPU spike to 100% i no longer
have the confidence to take the trade. I keep
glancing over to my broker's quotes just to see if
the price is right. I never experienced this
excessive CPU usage so severely in the past.
Out of curiosity Jimmy, you've been pretty quiet
on my earliar post regarding "CME/esignal
bursting".. i thought you were using esignal too
w/ TS2k. If you have, I guess you have NOT
experienced any unusually high CPU usage over the
past few wks. Unless you are running a CRAY or
something and you are not telling us or you only
have a few ES charts up. At few occassions over
the past few wks my CPU usage got so bad i had to
switch to a "lite" mode (which was always able to
keep up with markets) where i only have 4 ES
charts up and TS2k still couldn't keep up even on
farily low contract turnover.
>-----Original Message-----
>From: Abhijit Dey [mailto:omegalist@xxxxxxxxxx]
>Sent: Thursday March 24, 2005 9:29 PM
>To: Jimmy Snowden
>Cc: etrader; Omega-List
>Subject: Re: Why is ES vol. on IB different than
esignal
>
>Jimmy Snowden wrote:
>
>>I'm sure times have changed but have they
changed enough that a free
>>data feed is really good? You really get what
you pay for. I know
>>some can trade from IB data but if you want
serious data then I doubt
>>IB will cut the mustard.
>>
>>Jimmy
>>
>>
>Jimmy, etrader,
>
>It really depends on what mustard you are trying
to cut. It cuts mine.
>If you need "exact" volume, it doesn't. IB's
volume data is
>not complete. There also is some missed ticks,
like it was
>pointed out in this like so many times. I use
IB's data
>exclusively, because
>a) It works for me
>b) Extremely reliable, doesn't lag under fastest
market conditions
>c) My charts matches with my brokers quote - all
the time
>d) I don't need what it doesn't offer,
specifically volume.
>However, even the crippled volume data is usable,
as long as
>you know what you are getting! If a "real" feed
shows 1000 in
>one bar and 500 in another, IB would show maybe
something like
>x volume for first bar, and x / 2 for the other
bar.
>e) ahem - it's free.
>
>8 )
>
>Abhijit
>
>>
>>Anyone know the reason why sometimes there is a
large discrepancy in
>>volume bars on the ES comparing a 1min vol. bars
from IB data feed
>>using Hyperserver vs. esignal? I have 1min.
charts up on 2
>PC's which
>>have their time synchronized but there is a
large discrepancy in the
>>volume. Any ideas?
>>
>>Thanks
>>
>>
>>
>>
>
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