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TS2k-GlobalServer-ActiveX Plugin with FOREX

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  • TS2k-GlobalServer-ActiveX Plugin with FOREX

    Since there seems to be some misunderstanding as to how to configure Forex symbols in GlobalServer/TS2k with eSignal here is some information on the subject.

    To run Forex charts in TS2k in real time you must have at least 1 Tick Bid Record resolution in the History to Save in GlobalServer (see image below)

    In the example above Num Days is set to the default for this resolution but can be changed depending on how much historical data one wants to maintain.
    To download data for this resolution the ActiveX Plugin must be configured as in the following image (in the example I am requesting data from 6/1/04 to 6/30/04 using the Intraday From dates)
    Note that even though you may be requesting only 1 Tick Bid Record the 1 Tick Ask Record AND 1 Minute Trade Record (OR 5 Minute Trade Record OR 1 Day Trade Record) must also be configured in the ActiveX Plugin else no data will be saved (even if the ActiveX will actually download it). This is a known issue but is easily resolved with the setting shown.

    If you are downloading large quantities of tick data it could take GlobalServer a considerable amount of time to process it (depending on computer speed and available memory) so make sure that you do not close GlobalServer (or have it perform other tasks) until it has completed processing the data. Check the Performance page in GlobalServer to see if it is still writing transactions.

    Once the download process is complete verify the available data through the Edit Data tab in Edit Symbol in GlobalServer. The Available Range for the selected resolution is shown at the bottom of the dialog box.

    In the image you can see that I have downloaded approximately 30 days of 1 Tick Bid Record (from 5/31/04 to 6/30/04)
    To chart this resolution In TS2k you need to select Bid Record in the Field of the Format Symbol dialog box

    At this point you can chart any compression (ie interval) based on this resolution. The only compression you will not be able to chart will be Tick bars based on Trade Volume. The following three images show charts of various compressions (Daily, 60 minute and 100 Ticks) based on Bid Record.
    All these charts will update (and the data will be stored) in real time when GlobalServer is in Online Mode and the symbol is Connected.

  • #2
    Part 2

    See Part 1 in the prior post before reading this one.
    Click here if you want to see the thread in reverse order and in printable format

    ActiveX Plugin can also download Forex data as Trade Records 1 Minute or 5 Minute or 1 Day. Charts using these resolutions will not update in real time but can be updated using the ActiveX Plugin.
    Even though this data cannot be updated in real time it does offer some advantages over 1 Tick Bid Record when doing long(er) term analysis. First of all you can download approximately 10 years of Daily data and up to 120 days of intraday data. The latter will be further increased by eSignal at some point in the future non the less it already provides more data than is available for 1 Tick resolution. Secondly it is much more efficient to plot than using 1 Tick resolution especially when higher intervals are used.

    To save this data the History to Save in GlobalServer must be set up as follows.

    The following two images show that at the time of writing there was no available data in my GlobalServer for either 1 Minute or 1 Day resolutions

    At this point ActiveX Plugin should be already configured to download these resolutions. Set the appropriate check marks for the desired resolution (in the example I will be downloading both 1 Minute and 1 Day) and set the dates in the Intraday From and Daily From cells.

    Once the download is complete here are the respective Edit Data dialog boxes showing the Available Range

    To chart these resolutions in TS2k you need to set the Field in Format Symbol to Trade Record and then select the desired Compression.

    The following three images show charts of various compressions (Daily, 60 minute and 1 Minute) based on Trade Record.
    Note that these charts will NOT update in real time even when GlobalServer is in Online Mode and the symbols are Connected.

    Note that all settings suggested in this thread are based on GlobalServer defaults for CFOREX
    For more information on Forex see also this KnowledgeBase article