Esignal-data access MCX-SX tick by tick data problem

#1
Hi,
I have subscribed esignal data access only with MCX-SX currency futures. But I am not sure if these data are tick by tick. Today volume 410649 I set the volumecharts to 1000 and I should have 410 bars I put on screen BarNumbers indicator and have only 138 bars missed 272 bars. number of trades today 17660 When I open esignal data manager there was 6469 ticks received 11191 missed . Is here someone that use also esignal data access with NT7 and has subscribed MCX-SX currency futures and has the same problem?.
I have contacted esignal tech support when i recieve answer I will post it.
 
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#2
answer from interactive data
The data you refer to is tick by tick as it comes from the exchange. This assumes, of course, that all ticks are reported by the exchange.
In our experience, at the end of the day for most exchanges, the total volume does slightly exceed every tick we record, so it is likely that some trades will be missed.

I like this THAT SOME TRADES WILL BE MISSED.
Great news some trades are missed until now missed more than 400 bars they have maybe on servers problems it cost money to fix it. Volume is Ok on my time and sales. Yesterday was done 17660 trades (17660 ticks) and they recieved only 6469 ticks from 17660.
 
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TradeOptions

Well-Known Member
#3
I have subscription for just NSE Stocks and Futures from esignal, so I cannot test the MCX-SX data currently. But what I understand from the situation that you have mentioned - "Yesterday was done 17660 trades (17660 ticks) and they recieved only 6469 ticks from 17660" is that they are aggregating the individual trade ticks while reporting. So if you will compare the net volume of all these 6469 ticks that you received, with the net volume reported by the exchange "which got executed through those 17660 individual trades", then that figure should be almost equal.

Please do this comparison once and report it back here. Then we will look into further details.

Regards
 
#4
but they wrie me that some trades are missed. I have opened charts volume 333 chart- number of candles are in the moment 252 and volume is 270000 i should have 810 bars i have last year subscribed nse furures ihave the data backed i opened chart of nifty futures and volume was identical with my number of bars. It means that they filter data becose if they said that offer tick by tick i must see every tick. Data Nifty futures november contract 2013 volume from 21.11.2013 was 367523 and i have 735 bars with 500 contract volume and its match 100% this data are unfiltered tick by tick.
 
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TradeOptions

Well-Known Member
#5
Thanks bro. It is strange why are they doing so much of filtering !
 
#6
But they do this not on every exchange Nifty is traded on NSE and they offer unfiltered daty from NSE but i dont know why they do this on mcx-sx currency futures. I will not more pay 90 euros for this data. current ticks in esignal data manager is 4801 exchange has 13189. Its better to write the trades are missed than to said sorry but wie filter data from mcx-sx currency
 
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