TimeSales yielding zeros

[Cone Killer]

I tried to copy the code out of the book and all I get is lots of bars with 12AM for the time and zeros for everyting else. Is there a scope/timing issue with my esignal variables. Seems strange that you don't do a set after demensioning the variable.

Private Sub cmdBrut_Click()
Dim oFilter As IESignal.TimeSalesFilter
With oFilter
.sSymbol = "DELL"
.bQuotes = True
.bTrades = True
.lNumDays = 1
.bFilterPrice = False
.bFilterVolume = False
.bFilterQuoteExchanges = False
.bFilterTradeExchanges = False
End With
mbBrutMode = True
mlBrutHandle = moEsig.RequestTimeSales(oFilter)
Me.txtResults = Me.txtResults & vbLf & "Init. Handle=" & CStr(mlBrutHandle)
mlBrutCount = 0
End Sub

Private Sub moEsig_OnTimeSalesChanged(ByVal lHandle As Long)
If mbBrutMode = True Then
mlBrutCount = mlBrutCount + 1
Me.txtResults = Me.txtResults & vbLf & "Brut Count=" & CStr(mlBrutCount) & " Handle=" & CStr(lHandle)
End If
HandleTimeSales lHandle
End Sub

Private Sub HandleTimeSales(ByVal lHandle As Long)
'mlHandleList to be implemented later
Dim oData As IESignal.TimeSalesData
Dim lNumBars As Long
Dim lBar As Long
Dim lDiff As Long
Dim lk As Long
Dim sLine As String
Dim sResults() As String
Const iLimit As Integer = 10 'temporary for debugging
lNumBars = moEsig.GetNumTimeSalesBars(lHandle)
Me.txtBarCount = Format(lNumBars, "#,##0")
If lNumBars > 0 Then
ReDim sResults(1 To lNumBars)
For lk = 1 To lNumBars
oData = moEsig.GetTimeSalesBar(lHandle, lk)
With oData
sLine = CStr(.DataType) & vbTab
sLine = sLine & CStr(.dtTime) & vbTab
sLine = sLine & CStr(.dPrice) & vbTab
sLine = sLine & CStr(.lSize) & vbTab
sLine = sLine & CStr(.sExchange) & vbTab
sLine = sLine & CStr(.lFlags)
End With
sResults(lk) = sLine
If lk < iLimit Then
Me.txtResults = Me.txtResults & vbLf & sLine
End If
Next lk
End If
End Sub

[Roland B]

Hi Cone Killer,

I am working in C++ and my understanding of VB is "sub-basic".
However, since the 'TimesSalesData' data structures defaults to 12AM and to zeros in C++, chances are it exhibits the same behavior in VB.
My analysis would be that there is no "scope/timing issue", but that somehow you miss to get the values into your variables, or you don't access them properly later on.
If you say that you were copying the "code out of the book", I'm not sure which book you are talking about. My version shows code that is quite different from yours (cf p 4-9). I suggest if you copy this code, then rework it slowly to what you intend to do in your own application, this transition is guaranteed to give you positive results.
Make sure you use an active instrument, in an open session, that you do get bars, and that you index those bars correctly, both when transferring data from the feed into your 'TimeSalesData' instances, and when you access those later on.
Good luck.

[Cone Killer]

Roland,
Thank you for taking the time to give me a few hints. It is helpful to know that I am reading default values so I can stop playing around with scope and perhaps timing alternatives. The bars appear to be arriving in reasonable quantity and frequency so that makes sense. I must be doing some little, stupid thing somewhere -- for which I will kick myself later.

Sorry for the verbose VB code -- this test code is just displaying the raw numbers on a form so I can see what I am getting (or not) before putting the code in the application.

Cone Killer

[GenSpoo]

Try changing this line:

oData = moEsig.GetTimeSalesBar(lHandle, lk)

to this:

oData = moEsig.GetTimeSalesBar(lHandle, -(lk - 1))

Cheers... George

BTW, are you an autocrosser?

[Cone Killer]

George,

You are my hero! I was beginning to suspect that section of code but it would have been some time before I thought of trying negative numbers. The base change makes sense -- but negative numbers?

Yes, I support the tire industry whenever I get a chance.

Regards,
Cone Killer

[GenSpoo]

Yeah. I agree it takes a little getting used to the using negative numbers. It goes against the grain so to speak for most programmers, but it is the way eSignal (as well as some other non-eSignal charting apps) reference their bars. The rational is that zero is right now and to get a past event you have to go back in time (flow time negatively you might say).

I have yet to autox, but I have hit a few road tracks. Might just have to try autox one of these days.

Cheers... George

[Cone Killer]

Going through a graphic API to get time stamped raw data is a bit of a hack anyway -- but if it works, what the heck?

A roadracer, like yourself, might find autocross a bit underwhelming but my wife and I enjoy both the cars and the people here in the bay area. If you are a local, look out for a low flying "arrest me" red boxster.

Regards,
Cone Killer

[GenSpoo]

The speeds are a bit lower, but still plenty of skills to learn in autox. No doubt challenging, and safer. The question I have to ask myself when going 120+ down the straights and late breaking into the turn, to paraphrase Mr. Eastwood, is do I feel lucky? Last time I was at the track, a Miata was completely obliterated and the driver had to be air-lifted still unconcious.

I'm on the opposite coast, BTW.

Cheers... George