Configuring Two Data Sets on One Chart

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furytrader
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Configuring Two Data Sets on One Chart

Postby furytrader » 27 Sep 2010

This is hopefully a simple problem to fix. I am trying to create a chart using eSignal that includes the following two sets of data:

1) A 2-minute bar chart of CBOT Dow Data, day session (CME Stock Index Futures Day Only)
2) A 2-minute bar chart of the NYSE TICK (Symbol: $TICK).

In the attached chart, I've set both TimeZones to "local" because the two instruments have different exchange time zones. However, I end up seeing a 1-hour gap every day in the $TICK from 2:10 until 3:15 (when the CBOT Dow closes). How do I troubleshoot this?

Thanks!
Attachments
$TICK vs. YM Data in eSignal.GIF
Screen shot of gaps in chart
$TICK vs. YM Data in eSignal.GIF (78.96 KiB) Viewed 121 times

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Anastassia
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Re: Configuring Two Data Sets on One Chart

Postby Anastassia » 28 Sep 2010

Hi Furytrader,

I am attaching the file for you of eSignal SDK Sample. Please unzip the file and run Sample. In the Sample, under Tick tab, indicate the symbol name that has a gap and the time interval of it. Please note, time has to be specified in local time zone. On the right side of the window, click on Download Data and check if the data is returned for the gap period. If it is returned, let us know. If it is not returned, contact eSignal to find out why there is data missing.

Thank you
Attachments
eSignalSDKSample(152).zip
(390.46 KiB) Downloaded 27 times

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furytrader
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Re: Configuring Two Data Sets on One Chart

Postby furytrader » 28 Sep 2010

Anastassia,

Thank you very much for your helpful reply. When I read your email, it helped spur my thinking and I was able to diagnose the problem.

Specifically, for both data sets (the YM and the $TICK), I had set the Time Session to "CME Stock Index Futures (Open Outcry)". This was the mistake, because, when using this setting, the last hour of $TICK data is cut off (not sure why). I forgot that if I set the YM to CME Stock Index Futures (Open Outcry), the time span covered should include all of the $TICK data, since the $TICK data is only generated when CME stock indexes are trading during the day (i.e., not $TICK data is generated overnight). By setting the $TICK to the time setting of "24/7" but leaving the YM set to "(Open Outcry)" I was able to get all of the relevant data to appear.

Thanks again!

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Anastassia
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Re: Configuring Two Data Sets on One Chart

Postby Anastassia » 29 Sep 2010

Furytrader,

You are welcome.


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