Starting out questions

[stewdog]

Hi I have just signed up for ESignal and started evaluating the Desktop API. I am a bit concerned about some of the issues mentioned with the desktop API.

Are there more details available for the other more industrial strength APIs ? And are they available to individual developers ?

I have existing code which is connected to another data provider and am migrating this over to ESignal.

I am looking initially at the fundamental data available from the call XMLGetFundamentalData()

This is returning an empty result - just the XML start and end markers, unless I load the stock up in ESignal. Is this normal behaviour ? Or is there a way to force the stock to be present, do I have to request historic data and or real time quotes ?

Additionally, the 7.7 documentation mentions a sector code being available. I am not seeing this in the return data when I pass in ftfALL. An example is shown below.

<FundamentalQuote>
<52WeekHighDate>November 15, 2004</52WeekHighDate>
<52WeekHighDate>April 19, 2004</52WeekHighDate>
<52WeekHigh>69</52WeekHigh>
<52WeekLow>54.08</52WeekLow>
<CUSIP></CUSIP>
<Dividend>0.32</Dividend>
<DividendInterval>90</DividendInterval>
<EPS>4.421</EPS>
<ExchangeListed>NASDppB*)Ô)</ExchangeListed>
<MarketCap>6.01639e+006</MarketCap>
<Name>ZIONS BANCORPORATION</Name>
<OpenInterest>0</OpenInterest>
<PERatio>15</PERatio>
<SharesOutstanding>89663</SharesOutstanding>
<UPC>No</UPC>
<ExDividendDate>November 08, 2004</ExDividendDate>
<Yield>1.904</Yield>
</FundamentalQuote>

The exchange listed field also seems to be corrupt ? Is the sector available if I set the flags manually ?

Thanks

Stew

[stewdog]

I have managed to get Fundamental data by first making a call to RequestSymbol with the second param set to false, then calling the XML function when the quote event is fired.

However I am unable to get the sector information even when passing in ftfALL or (ftfNAME | ftfLISTEXG | ftfSIC) as flags. Is this feature not yet implemented.

Also when I try and load historic data, I am requesting 8 days worth of data while testing, I am getting 3 bars back with the first being the last valid historic date and the next two being 30/12/1899 ! I am calling RequestHistory with symbol, "D", btDAYS, 8, 0, 0

Have also tried -1 for the last two parameters and get the same results.

Any reason for this strange behaviour ?
Have also had one eSignal crash which is very disconcerting.

[GenSpoo]

I don't know the answer to your sector information question.

Originally posted by stewdog
Also when I try and load historic data, I am requesting 8 days worth of data while testing, I am getting 3 bars back with the first being the last valid historic date and the next two being 30/12/1899 ! I am calling RequestHistory with symbol, "D", btDAYS, 8, 0, 0

The strange date is probably because you are indexing with positive numbers (e.g. GetBar(0), GetBar(1), GetBar(2), etc.). The eSignal API defaults to using negative numbers as the bars go back in time (e.g. GetBar(0), GetBar(-1), GetBar(-2)). Give that a try.

I always use btBars instead of btDays, that way you will get back the number you expect. btDays includes weekends and holidays, so you generally won't get back 8 bars if you ask for 8 btDays. BTW, the flag "btDays" isn't meant to imply that it is only for use with daily bars, or "btBars" isn't for use with daily bars.

Cheers... George

[stewdog]

Originally posted by GenSpoo
I don't know the answer to your sector information question.



The strange date is probably because you are indexing with positive numbers (e.g. GetBar(0), GetBar(1), GetBar(2), etc.). The eSignal API defaults to using negative numbers as the bars go back in time (e.g. GetBar(0), GetBar(-1), GetBar(-2)). Give that a try.

I always use btBars instead of btDays, that way you will get back the number you expect. btDays includes weekends and holidays, so you generally won't get back 8 bars if you ask for 8 btDays. BTW, the flag "btDays" isn't meant to imply that it is only for use with daily bars, or "btBars" isn't for use with daily bars.

Cheers... George

Ah ok that makes sense then, will give it a try with btBars and negative indexes...

Cheers

Stew

[stewdog]

George

Thats all looking a fair bit healthier now. One more question for you or anyone else. After calling ReleaseHistory should I expect to see the released symbols disappearing from the Data Manager Symbols list. Right now this is not happening so when I cycle through my list of stocks ESignal rather quickly tells me that I have hit my limit, even though I am batching my request up so as to not hit the limit...

Stew

[GenSpoo]

You'll need to call ClearSymbolCache() after releasing them to remove them from the Data Manager's list.

Cheers... George

[stewdog]

Originally posted by GenSpoo
You'll need to call ClearSymbolCache() after releasing them to remove them from the Data Manager's list.

Cheers... George

Ahh another undocumented feature eh ! I wonder how many more things there are for me to find.

Much appreciated.

Stew

[Guest]

ClearSymbolCache() is listed in the IHooks Interface: Methods section of the Appendix. There is not a description of the function however.

As far as your sector question, you can receive a SIC (ftfSIC) in the XMLGetFundamentalData function. That code needs to be cross referenced with a table to determine the industry and sector. I have not verified this myself, but this function was made for a specific customer that created a program using it. Try using an obvious symbol like MMM. Also there is ftfNAICS available for some symbols.

Is the sector question your only remaining issue?

[stewdog]

Robi

Thanks for the reply, I was not meaning to be confrontational about the ClearSymbolCache, if I'd looked in the appendix or header file it might have been obvious to me to call that method as George suggested.

Similarly I wonder if SetAbsoluteIndexing switches on and off the need to use -1, -2 etc for the 'next' bars in a history request.

On the sector, I have tried passing in ftfALL and ftfNAME | ftfLISTEXG | ftfSIC for the Dow Industrials stocks and have not got a sector back for any of them. Am not even getting an empty placeholder in the XML returned. I will try passing in just the ftfSIC later and let you know.

Do you have any documentation on the sector cross referencing table ?

I also have one further question on historic data - is there any limit on the number of bars you can request for daily data. I want to extract the whole history for a stock initially then will only request daily updates after that. I can't see a way to determine how much data is available programmatically so is the best solution simply to pass in a large number to the RequestHistory call ?

Thanks

Stew

[stewdog]

One more issue I have just spotted, and it may be something I am doing.

Have been requesting historic data for a number of stocks, and the majority of those have come down successfully. A number of stocks however have not had a reply (callback not fired) and when I look in my symbol list in the data manager all the stocks 'missing' data are listed as active.

When I brought up a standard chart in ESignal for one of the stocks in question, the data was displayed in ESignal and this caused the callback to fire from the API and hit my application.

Any thoughts on what could cause this type of behaviour ?

Thanks

Stew

[Guest]

We did have an issue with our historical servers a few days ago that created a similiar symptom. You may want to request a quote snapshot first to work around this issue, if it continues.

SIC code information can be found

here

I think you are right with SetAbsoluteIndexing, but am not 100% sure.

There are years worth of data, in some cases well over a decade. I would get about 1.5 - 2 years worth or around 500-700 daily bars for your initial load.

[stewdog]

Originally posted by eSignal Robi
We did have an issue with our historical servers a few days ago that created a similiar symptom. You may want to request a quote snapshot first to work around this issue, if it continues.

SIC code information can be found

here

I think you are right with SetAbsoluteIndexing, but am not 100% sure.

There are years worth of data, in some cases well over a decade. I would get about 1.5 - 2 years worth or around 500-700 daily bars for your initial load.

Robi

Still not getting SIC data for any stocks but its not a big deal for me.

Will try requesting a one off quote before requesting the historic data and see how that goes. Do you think this is a permanent workaround or only required while the issue persists on the server side ?

I was very impressed with the speed of downloading data for the stocks I was looking at.

I need to go back further than 2 years but this doesn't seem to be a problem for the stocks I have looked at so far. There is no way I can see to request data from a point back in time, everything is relative to now ?

Will let you know how I get on later today, got sidetracked this morning.

Thanks for the help

Stew

[Guest]

The SIC codes were implemented specifically for a client that will begin testing using it soon. I know they were able to get SIC codes and will be in touch with them soon to see if there are any tricks.

Yeah, everything is relative to the current time.

Good luck.