eSignal users who watch volume question

[MRC & Co]

Hey quick q and would LOVE if anyone could help as it's doing my head in!!!!!

I'm looking at the volume on each candle printed on e-signal. However, the start of a daily candle is printed at the Asian open price, and the close printed when the US wraps up the auction price.

However, why is the volume carried forward. I.e. The volume count should start fresh at the start of Asia right? To align with the candle print?

I'm using a different platform now and the volume count starts at the same time as the candle is printed which sounds logical and right to me, but this makes a HUGE difference in analysing price/volume.

Anyone have any explanation for this or understand how this works?

 

[MRC & Co]

Here is an example:

As you can see, the close of the print is diff also, as e-signals close is different but at least explainable.

I just can't fathom how the volume does not begin count when the price beings print..............I mean if it

As you can see, this is AUD June futs contract and the big volume the first chart is stopping volume, but on the other chart inside the PDF (E-signal) the big volume is in the up move......

You can also see for example, todays volume on the first chart is minimal (Asian session only), whereas the E-signal chart volume includes the over-night volume but the actual price print for todays candle only begins in Asian session.............WTF?

 

[Timmy]

Used to use eSignal, now DTN so probably not going to be much help.

Do you need to set up the start/finish times in eSignal, are the start/finish times different in the data feed to the chart application using the esig data? Are the start/finish times that you have nominated the same as the start/finish times of the actual contract? Sorry, probably obvious questions that you have tried already ... just thinking out loud really ...

 

[Timmy]

Globex open is 5pm US Central Time.
Globex close is 4pm US Central Time (the following day of course).

I would make sure the open and close times on the chart match those open and close times on the contracts trading times. Any help?

 

[MRC & Co]

Thx for the response Timmy, I'm sure your on the right track.

Was doing my head in, but just reconciled with bloomberg volume data and my new one is correct, so E-signal is going in the bin right as I type!

Couldn't get my head around printing a new candle, but carrying volume from the previous one over. But luckily don't need to worry now.

Thx for the help!

 

[skyQuake]

Lol esignal... I think they're also a bit slow with adjusting data due to dayling saving changes (just happened in UK and US)