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CID (Corrections, Insertions, Deletions) Support in eSignal

CID Support Overview

We are very pleased to announce that we now fully support Corrections, Insertions and Deletions (CIDs) with eSignal version 10. CIDs are specific message types sent by each exchange (currently supported for all U.S. exchanges) to represent last-sale pricing adjustments and changes.

We have long processed these CIDs at the top level of our network and adjusted the current open, high, low, close and volume for each instrument accordingly. With version 10, we now process CIDs throughout our network, so you’ll see these adjustments in the Time and Sales window, and the data will be corrected automatically in our intraday charting.

Time and Sales

In the Time and Sales window, you'll find a Condition column. All exchange-reported trade conditions will be supported and displayed in this new column. Mousing over the condition should provide a brief explanation. Additionally, the background color for CIDs can be customized in the Properties menu by right clicking a Time and Sales window.




Show / Hide Columns

You can choose to show / hide columns by right clicking within the Time and Sales window and selecting Columns. This will allow you to add or remove the Condition or SeqID (Sequence ID) columns. The exchange designates each trade with a Sequence ID number to easily identify and refer to a specific transaction. 



Strikeout CID Deletions

Trades that have been deleted by the exchange will have the designation of Delete in the Conditions column. You can choose to Strikeout Deletions (for instance, cross out the trade) by right clicking within the Time and Sales window and selecting Properties. Add or remove the checkmark next to Strikeout CID Deletions depending on your preference. 




Applying CIDs to Advanced Charts

Within the File>Preferences menu, there is a tab for CID Settings. You can automatically apply CIDs to Advanced Charts by adding a checkmark to this setting. Any exchange corrections, insertions or deletions will be applied to the chart with this setting turned on. If this setting is turned off, an indication will appear on the chart's cursor window just below the status indicator any time a CID is detected. You can then refresh the chart at any time to apply the adjustment.



Conditions Table

This table represents the Conditions (also known as a qualifier), along with their descriptions. The same information is also available by mousing over the specific condition in the Time and Sales window.