Missing Daily Bars with Esignal Data

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flipflopper
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Missing Daily Bars with Esignal Data

Postby flipflopper » 01 Dec 2008

Is anyone else having issues with missing daily data.... or am I just going crazy?? :shock: :shock: :shock: :shock: :shock: :shock:

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Marina Pashkova
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Postby Marina Pashkova » 03 Dec 2008

Hi flipflopper,

Regarding the latest logs on a missing daily bar that you sent us:

According to those logs, you requested daily bars up to and including December 1, but the daily bar for December 1 was never received. According to the same logs, you made a request shortly after the session for the symbol in question was closed. Our engineers believe that eSignal might not have saved that daily bar on its historical servers by the time your request was made; therefore there was nothing yet to be received. To check this hypothesis we need to monitor how soon the data is saved on eSignal's servers after sessions end. If the hypothesis is correct, we will simply change the request mechanism for the current daily bar during after hours.

If you have daily bars missing under different conditions, please send us the logs right away so that we could analyze those situations as well. So far you are the only person who has consistent problems with daily bars under different scenarios.

P.S. What about the daily data not coming through until the first trade has taken place? Have you come across that issue in 5.0 beta 2 again? It's been working fine on our end so far.

Regards.

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Marina Pashkova
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Postby Marina Pashkova » 03 Dec 2008

Hi flipflopper,

Our engineers' suspicions have been proved correct. eSignal does not save the data (at least not for stocks) immediately upon the end of the session on a given exchange. For example, in our tests today, 1.5 hours after an exchange was closed, eSignal's history servers still didn't have that data. Naturally MultiCharts could not retrieve that data: real-time was no longer available, history was still not available.

In future, to compensate for this lag on the part of eSignal, we will change the mechanism daily data is requested.

If you have any other issues related to missing data, please report them to us. As you have noticed, each case you demonstrated to us has been unique and was unrelated to other similar manifestations (like the occasion when your database had erroneous records).

Regards.

flipflopper
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Postby flipflopper » 03 Dec 2008

That's great news... so I'm not crazy!!!

I guess your users don't use esignal data since no one else noticed the problem.

Thanks for your help Marina.

Hopefully this will put all the missing data issues to rest!!!

Let me know when you apply the fix.

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Marina Pashkova
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Postby Marina Pashkova » 04 Dec 2008

Dear flipflopper,

Our engineers are now thinking of an alternative way to request daily bars so that the above problem could be overcome. They'll try to come with a solution as soon as possible.

Thank you for your patience and cooperation.

flipflopper
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Postby flipflopper » 05 Dec 2008

Tonight I noticed that when I look at the OIH it is missing 12/4 daily data and the SPY has the 12/4 data...

These symbols are both on the same exchange (AMEX). I hope this doesn't poke any holes in the hypothesis.

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Marina Pashkova
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Postby Marina Pashkova » 08 Dec 2008

Hi flipflopper,

Both symbols you are talking about are stocks, right? If they are, it might mean that this issue requires further investigation (however, it has been confirmed, that the data for stocks does not appear right away on eSignal's historical servers). Do you remember what time it was when you were checking that?

Thank you.

flipflopper
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Postby flipflopper » 08 Dec 2008

It was 6 hours after cash markets closed. I have all my symbols in a scanner that I click on the open a chart for that symbol.


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