Esignal Missing Daily Data Part II

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flipflopper
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Esignal Missing Daily Data Part II

Postby flipflopper » 14 Apr 2009

Sad to report that this issue is back.

The way it manifested itself with me is by opening daily charts after hours from my Market Scanner.

I will be sending the logs to the support team and have talked to them about this issue. If anyone else is having this issue again please post here.

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Andrew Kirillov
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Postby Andrew Kirillov » 14 Apr 2009

Please make screenshots of your problem and your sessions too.

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Postby flipflopper » 15 Apr 2009

Here are the screenshots. I just opened my charting after hours started flipping through charts and noticed GS was missing data again.

I have also sent the logs to Marina.

I'm surprised no one else has been noticing this issue again.
Attachments
GS041508.png
The chart with today's (4/15) missing data
GS041508.png (17.11 KiB) Viewed 2685 times
sessionsGS041508.png
The sessions showing the correct times.
sessionsGS041508.png (24.16 KiB) Viewed 2696 times
GSData041508.png
The data showing that it doesn't pull today's data (4/15). If I reload
GSData041508.png (23.97 KiB) Viewed 2709 times

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Postby Andrew Kirillov » 17 Apr 2009

Flipflopper,
Thank you for the report.
I will try to explain why it happens and what to do to avoid.
It happens because we don't save to the database last daily bar collected in real-time. We don't do it because people use wrong sessions and the bar will be wrong. After they complain and abuse MC. So as soon as you close a chart after session’s end your last bar will disappear because MC haven’t saved it and eSignal doesn't provide it for several hours (I suspect due to settlement).
So as a temporary walk around don't close charts after session or press reload in few hours.

Beta 6 will take last day OHLCV values from status line and be saved to the database, It will increase probability that the data will correct regardless of the users’ sessions.
I hope it is clear.

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Postby flipflopper » 17 Apr 2009

Thank you for investigating and validating this issue.

Are you saying there is no way to really solve this fully? Anytime you open up a chart after hours before esignal releases the "official" close Multicharts will always not be able to pull any kind of daily bar from esignal? Not even the "unofficial" one?

I appreciate you working on this as this is a major issue... not really Multicharts fault but effects multichart users. How do other charting vendors how use esignal data deal with this issue?

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Postby jek » 18 Apr 2009

I'm curious what this means for people who leave their workspace open all week long.

Is an implication of this that you must quit/restart/reload once a day?

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Postby drwar » 18 Apr 2009

We notice that Daily charts quite frequently do not load correctly. By that I mean the last bar will be several days old and a Reload has to be done. This should not occur. I do not know whether the lastest betas have fixed this.

Thanks
J~

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Postby Andrew Kirillov » 20 Apr 2009


Are you saying there is no way to really solve this fully?
It will be solved fully.

Anytime you open up a chart after hours before esignal releases the "official" close Multicharts will always not be able to pull any kind of daily bar from esignal? Not even the "unofficial" one?
Until settlement price is released. We will have OHLC value from the status line. If you want to have an official settlement price you should reload a chart in a few hours after the market is closed.

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Postby Andrew Kirillov » 20 Apr 2009

I'm curious what this means for people who leave their workspace open all week long.

Is an implication of this that you must quit/restart/reload once a day?
If your sessions are configured properly you will have correct data. You haven’t quit/restart/reload.

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Postby flipflopper » 20 Apr 2009

Ok. This is great. So the way I understand this is Multicharts will not use the official close unless you do a reload after hours.

This will eliminate missing bars because if you NEVER do a reload Multicharts will always at LEAST use the unofficial close. If you reload it will go back and pull the official close for everything.

The most important thing is to NEVER have missing data.

Thanks for your work.

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Postby Andrew Kirillov » 21 Apr 2009

Your understanding is correct.

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Postby flipflopper » 21 Apr 2009

My only fear is what if you do a reload after hours but before esignal posts the official close. Would that cause Multicharts to pull a "blank" bar? Will Multicharts know if the esignal official close daily bar is not ready yet?

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Postby Andrew Kirillov » 21 Apr 2009

Yes, we replace data when we downloaded this bar.

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Postby flipflopper » 21 Apr 2009

But how will Multicharts know if that bar is ready?

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Postby Andrew Kirillov » 21 Apr 2009

if there is no daily data for the current day on the server, than we leave the existing daily bar.

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Postby flipflopper » 21 Apr 2009

Great thanks.

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Postby Andrew Kirillov » 22 Apr 2009

Please try Beta 6 - it has the discussed fix.

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Postby flipflopper » 29 Apr 2009

Please try Beta 6 - it has the discussed fix.
Same issue... missing daily for today in the ES.

:cry:

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Postby Marina Pashkova » 30 Apr 2009

Hi flipflopper,

Is it manifested on the same symbols and at the same time after the session end that you mentioned in your e-mail last time we discussed this problem?

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Postby flipflopper » 30 Apr 2009

This is the E-mini S&P.

Yesterdays bar is still missing.
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missingday.png
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Postby Marina Pashkova » 01 May 2009

Hi flipflopper,

Thank you for the information. We will check that symbol as well.

The reason for such piecemeal fixes is that we are dealing with undocumented peculiarities of eSignal's API here. Therefore, we do not know the exact causes of the issue. Thus we have to fix the problem for individual symbols that have been reported as the ones where the problem is manifested. With your help we will try to resolve the issue for all the affected symbols.

P.S. Is the problem gone for the indices and stocks you reported last time?

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Postby flipflopper » 01 May 2009

I have not seen the problem again for the other indices.

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Postby Marina Pashkova » 05 May 2009

Hi flipflopper,

To help us fix the problem on ES #F as well, could you please e-mail me the following information:
  • Logs sent to us after the problem has occurred again but before MC is restarted.
    Session settings for this symbol in QM.
    The time zone as it appears in time and date settings on your PC.
    What time the problem occurred (according to your local time zone).
P.S. If the problem manifests itself on other symbols as well, please provide the above information for those too.

Thank you as always!

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Postby Marina Pashkova » 13 May 2009

Hi flipflopper,

I haven't received anything from you regarding missing daily bars for ES. Is the problem still there? If it is, could you please e-mail me the information as outlined in my post above?

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Postby flipflopper » 18 May 2009

Hi flipflopper,

I haven't received anything from you regarding missing daily bars for ES. Is the problem still there? If it is, could you please e-mail me the information as outlined in my post above?
Hi Marina,

I have been really busy lately so have not had time to deal with this.

It has been happening though. I recently noticed it on HD. It happens only with symbols that are on my Market Scanner.

So you may need to look into that.

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Postby flipflopper » 26 May 2009

Was this issue fixed in the gold version?

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Postby Andrew Kirillov » 03 Jun 2009

We think so. Are you still having the same issue?

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Postby flipflopper » 04 Jun 2009

Still have the same issue

:( :shock: :? :x :cry: :twisted: :roll: :?:

I feel like Multicharts will never be able to support daily data for esignal.

Attached is a screenshot of the $compq

Missing yesterdays data.
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missing060209.png
missing060209.png (23.93 KiB) Viewed 2673 times
missing060209.png
missing060209.png (23.93 KiB) Viewed 2672 times

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Postby flipflopper » 04 Jun 2009

Missing TONS of daily data today.

This is really sad that I can never trust daily charts using Multicharts.

I thought you said that Multicharts was supposed to use the open, high, low, close if the settlement daily data has not yet been released from esignal.

This was supposed to ensure NO MISSING DATA. Instead I always find missing data. In fact I am shocked when I see Multicharts doesn't have gaps in charts. This is really a MAJOR MAJOR MAJOR issue. Before any new features are added Multicharts should be able to chart data.

You'll notice Goldman Sachs (GS) is missing 6/2 and 6/4 data. This means there is a 50 percent chance Multicharts will collect daily data.
Attachments
missing1.png
missing1.png (24.02 KiB) Viewed 2679 times
missing2.png
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missing3.png
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Andrew Kirillov
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Postby Andrew Kirillov » 05 Jun 2009

flipflopper,
As far as I see that you are the only person on the forum who has such an issue. I think you do something that other customers don't and we can't reproduce it too. Marina asked you to provide logs and other things. The pictures are not enough to fix this issue. Please send us the required information or visit helpdesk when the issues are visible.
Thank you for the cooperation.

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Postby flipflopper » 05 Jun 2009

flipflopper,
As far as I see that you are the only person on the forum who has such an issue. I think you do something that other customers don't and we can't reproduce it too. Marina asked you to provide logs and other things. The pictures are not enough to fix this issue. Please send us the required information or visit helpdesk when the issues are visible.
Thank you for the cooperation.
Interesting. But I was also the only one to report it and you saw it as a confirmed issue.

Does Multicharts use the high low open close to create the daily bar if esignal hasn't released the settlement bar?

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Postby flipflopper » 30 Jun 2009

Since I love your product and can tell that you will be unable to fix the esignal daily data issues I am switching to IQ feed once my contract with esignal is up.

I would recommend that you warn customers that daily data may be missing if they use esignal data.

Thanks for trying though.

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Postby Andrew Kirillov » 30 Jun 2009

Does Multicharts use the high low open close to create the daily bar if esignal hasn't released the settlement bar?
Sorry for the late reply. I missed it. Yes we take the data from status line as I mentioned before.

You are the only customer who complains about the daily bars and we are ready to fix it the issues if we have enough facts to reproduce it.
Maybe you will delay your transition to IQfeed and helps us to fix this issue:)?

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Postby flipflopper » 30 Jun 2009

Not sure how I could be the only one with this problem. In fact I recently formatted my whole hard drive and reinstalled everything from scratch and still see the same issues.

You had also confirmed and fixed several variations of this issue in the past. So if you guys were able to recreate it on your side then it is impossible that I am the only one with the issue.

Anyways I really don't think you will be able to solve this issue. The problem must occur when Multicharts tries to handle the handoff between the preliminary daily bar and the official daily bar with the official close that comes hours after the cash market close. I think Multicharts sometimes thinks it has previous days daily bar but it has actually been erased by Multicharts in the database since multicharts wants the official bar.

Anyways I will not be able to continue troubleshooting this issue as I have already spent 10's of hours working with you on it.

Thanks for all the effort though. If you guys really thought I was the only one with the issue that is outstanding customer service considering how much time you spent trying to solve it!!

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Postby Andrew Kirillov » 02 Jul 2009

Flipflopper,
Yes you are the only one with MC 5 who has the issue. And we’ve fixed some scenarios when it happens, but it seems there are some cases when it is still a trouble.
I wouldn't delegate this issue to our QA and test it on my own if you let me know exact steps to reproduce the issue.
Can you spend a few minutes to specify it?

We always try to fix all existing issues even if it bothers just one customer.
Thank you!

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Postby flipflopper » 02 Jul 2009

Not sure what I can add.

I have all my stocks, futures, and indexes in my market scanners.

I sometimes close Multicharts after the cash market close... within 30 minutes.

Sometimes when I run through the symbols on my scanner (clicking on them and viewing their charts) I notice that historical daily data is missing.

That is all I can say about the matter. It is the same exact thing that has been happening for the past year or so.

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Postby Andrew Kirillov » 02 Jul 2009

If you don't close MultiCharts and let it run after end of the session does it work ok?

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Postby flipflopper » 02 Jul 2009

I'm pretty sure the problem still exists even in this case.

I don't ever want to worry about when I close my program etc. Data and charts shouldn't be that fragile. Everytime I look at a Multicharts chart I should see all data!!!

This is how some of us make our living!!

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Postby Andrew Kirillov » 02 Jul 2009

flipflopper,
We have several hundred esignal users and nobody complains. It sounds strange to me. Since you don’t have time to work on it we will leave it as is.

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Postby flipflopper » 02 Jul 2009

Wow... did any of them notice the problems that were fixed in the past?

If not then how did you guys identify and fix those confirmed issues?

Either way like I said I will be switching to IQ feed next month and am really praying that this will solve my problems.

Again I am delighted in every other way with your product. You and your team have come through big time listening to your users and creating the best product on the market!! Congrats.

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Postby Andrew Kirillov » 03 Jul 2009

As I said we had complains before and after the fix customers could see difference, but now we don’t receive any complains except yours.
Thank you for kind words.

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Postby horton » 07 May 2010

This looks like the same issue I am having as referenced in my prior post. Is anyone else having problems with daily charts using Esignal as the data feed?


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