I've encountered a pretty strange problem with my tick data that is either a problem at my data providers end (eSignal) or in the way MC.net is processing tick data.
Pull up a T&S window and watch the ticks come across on a real-time feed of the HKFE HSI Futures. You will note that a large amount of ticks coming in are shown as "above the ask" or "below the bid". Firstly, how is this even possible? Secondly, this is happening on thousands of ticks a day, every day.
I've contacted eSignal about the issue and here is their response. Somewhat predictable as I expected they would point the blame at MC.net because I'm not using their eSignal charting platform. Anyhow, here it is:
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Hello, this is from the Quality Assurance Dept.
I don’t see this problem in eSignal, but I see in our logs of your activity that you are running TS. I assume your referring to the many one-sided b/a’s that occur throughout the day. But they have no condition in the eSignal T&S; like the “above ask or below” as you mention below. And they are not coupled with a “clear” since in eSignal neither the b/a nor their sizes gets cleared in a quote window when a one-sided quote occurs. It appears this is something about which you need to talk with TS. And by the way, I’ve been working here for many, many years and have never gotten this particular complaint before.Either way, this is a pretty serious issue that needs to be addressed by someone.
I can post screens highlighting the issue if you need, but if you just do as I describe above you will instantly see the issue.
