Esignal historical data download problem

[oclop]

Hello,

I use ESignal as datafeed for NT and today I realised that there is a problem with the historical data downloaded. The test I did is to download the same contract several times for the same dates (I used the DAX future expiring in December 08, from the 1st of September until Friday the 19th of september). I did this 3 times, every time I exported the minute data to a text file, deleted the contents of the database and compacted the database before the next download. My surprise was that when I compared the 3 exported text files in excel the contents were not exactly the same. There were some minute bars randomnly missing in the files and some of the OHLCV values were different.

Do you know if there is an issue with ESignal or why this is happening? Is there anything I can do to get consistent databases (I realised that this problem existed when I installed NT in a new computer and the backtest results were not the same as before)?

Thanks in advance for your help. Regards, Oscar

[oclop]

Hello,

I have just did the same test with the QM (mini Crude Oil in Nymex) also from ESignal and the same problem appeared.

I did the same test with the FDAX 12-08 but with data from zen fire and the data was 100% identical every time.

Regards,

[NinjaTrader_Ray]

We will look into this and get back to you tomorrow.

[NinjaTrader_Ray]

We can reproduce this behaviour on eSignal only. We tested several other of our market data vendors. This suggests that on subsequent downloads, there is different set of historical data from eSignal servers as you have observed.

[oclop]

Thanks for the reply.

Then what is the way forward? Is there something that I shall discuss directly with ESignal or could you raise this issue with them? Any help from you would provide some weight to help resolving it.

It is pretty serious that there is no consistency in the historical data downloads from ESignal.

Best regards,

[NinjaTrader_Ray]

You would need to contact eSignal regarding this.

[vlsachta]

Hi all,
today I found that eSignal has Eurex historical data only for future contracts. I tried to download FDAX 09-08 and they told me that I can downlad only 12-08 and forward
Vladimir