minx
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I found out today that eSignal has a data problem with the Bund, called the technical support in London and the guy said the've known about it for years and nothing can be done about it either. Basically I think it happens on 84 min charts and upwards, the close of one particular bar and the open of the next are a few ticks apart. This isnt over economic figures either so it isnt explained by that. I've seen it happen a few times and sent in a bad tick report (havent heard back). It happened again today on the roll from the 07:00 bar to the 08:40 bar (on a 100min chart, for example), the 7am bar closes at 117.07 and the next bar opens at 117.12 for those of you who trade the bund you'll know that this is total crap. Also if you then look at a 5 min chart it doesn't confirm this..........