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  • esignal tick data caching

    Esignal,

    I run a script that processes tick data. The script is coded to retrive tick data for the last x number of hours.

    Now if the market for the current day has been open for more than the time period specified the data loads instantly. However if it needs to load data from the previous day also, it won't work.

    I'm assuming this is because esignal only retrieves tick data for one day at a time. And it can't call tick data for both days. Even if it is less than a 24 hour period.


    This is a real limitation of the current set-up. Why can't esignal be designed so I can specify the amount of tick data I with to retrieve. You claim in your advertisng to offer 7 days of tick data but if you can't use it, then its pretty useless.

    Will future updates allow for caching of more than one days tick data? Hey even two days would solve my problem. How about it.

    Runningbear

  • #2
    Runningbear
    Assuming I understood correctly what you are asking you can define through a Time Template how many days of tick-based data you wish to load in a chart (up to a maximum of 10 days).
    In the example shown below the Time Template will load 10 days of tick-bars, 5 days of volume-bars and 4 days of seconds-bars.
    Alex

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    • #3
      Hi Alexis,

      Thanks for your reply.

      However I am processing price and volume for each tade, not bars. To the best of my knowledge, esignal won't retrieve any time and sales from the previous day, even if todays market is yet to open.

      Runningbear

      Comment


      • #4
        Hello Runningbear,

        You can access prior days individual trade price and volume data by creating series based on a "1T" interval. Keep in mind however that this can be a very process intensive routine depending on how much tick data you want to look at for a specific symbol. Here's a basic example. It should also help to load the "1T" chart for the symbol in another chart to cache this data prior to running the formula on another chart set to a higher interval. However, you will still need to set your time template to load more than one days worth of data for the "T" interval as Alex illustrated.

        PHP Code:
        var bInit false;
        var 
        xClose null;

        function 
        main() { 

            if (
        bInit == false) {
                
        xClose close(inv("1T"));
                
        bInit true;
            }
            
            if (
        getCurrentBarIndex() == -1) {
                var 
        0;
                while (
        xClose.getValue(-i) != null && 100) {
                    
        debugPrintln("price: " xClose.getValue(-i));
                    
        i++;
                }
            }
            
            return;

        Jason K.
        Project Manager
        eSignal - an Interactive Data company

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