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Ts2ki - Post and Pre Market


  • Date: Fri, 14 Aug 2009 06:37:38 -0700
  • From: "RL Scott" <rlscott1@xxxxxxxxxxxxxx>
  • Subject: Ts2ki - Post and Pre Market

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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