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You must forgive me because my memory isn't that good anymore but I'm
testing that obsolete Ts2ki using an eSignal datafeed and I have forgotten
if you can get correct Pre and Post market equity data out of it. What I
see is that regardless of what the Sessions are set to, if a trade comes
through in Pre or Post market it is recorded and the Tick Volume is correct
but the Price is set the the prior day Closing Price. (see attached images)
As you can see from the "FAS Prices.gif" image the Price does not get "Over
ridden" 100% of the time but Price shown in Yellow highlight was not a FormT
trade but was an Out-of-Sequence trade and that is probably the reason the
correct Price came through. The "FAS Opening.gif" image shows the
"switchover" from Prior Close to Real Time Prices.
Which of the following do you think is correct here?
1. a Ts2ki setup issue
2. a Ts2ki program limitation
3. a "feature" of the eSignal datafeed
Using MultiCharts, can you get correct Pre and Post market equity data using
the eSignal datafeed?
Thanks in advance.
~Bob
Attachment:
FAS Prices.gif
Description: GIF image
Attachment:
FAS Opening.gif
Description: GIF image
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