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Why Bars May Seem Incorrect Compared with Another Feed |
| User: I just made the discovery that Ensign 3 minute bars are not the
same data as eSignal 3 minute bars. What might cause this?
Bottom line - setup/symbol properties/ - make sure the sync time matches the open time. Some principles the user may not be accounting for are: 1) Our bars can be time stamped with either when they end or when they start. Possibly the comparison with eSignal is for the wrong time stamp. Our 9:00 bar can be the bar that ends at 9:00 and the eSignal 9:00 bar might be for the following bar which we would timestamp as 9:03. 2) We build our bars relative to the market Sync time in Symbol Properties. The user has not indicated which symbol this is, or what the Sync time in use is. 3 min bars built relative to 7:20 am are going to be different bars than 3 min bars built relative to 7:30 am. And, is any refresh we give eSignal the sync time and the time period and it is their server engine that builds the bars according to that information and sends us 3 min bar records. Ensign's web site is www.ensignsoftware.com Sincerely, Howard Arrington |