Desktop API? Please help.

[wmayott]

Hello,

I want to get historical FX data (open high low close) out of eSignal and into matlab.

I have built matlab scripts to get historical data from Aspen and Bloomberg via DDE, however, eSignal does not support DDE requests for more than the current bar of data. Which is why I enabled ActiveX.

If all else fails, I figure if I can get the realtime data (historical bars + current bar updating tick for tick) into excel via ActiveX, I can make a DDE connection to excel instead of eSignal, and get the data into matlab that way.

However, I tried the sample excel sheet, and it isn't working. Could someone please help me? I am also open to suggestions of better ways to accomplish a matlab link.

Thank you

[TGafford]

I apologize, but we do not have a Matlab installation here so I cannot address the Matlab issue, but I will do my best to address your other issues.

It sounds as if you want to get the data into Microsoft Excel, then import that data into Matlab. I can discuss how to get the data you need into Excel.

You've also indicated that the Sample Excel file is not working for you. I am assuming that you are talking about the SignalBook.xls file you can download from the Active X Development File Share.

Let's start with trying to get the Sample Excel file (SignalBook.xls) working for you. The first thing you need to do is to open the VBA code for this implementation.

1. Open the file SignalBook.xls in Excel
2. Go to the Tools Menu
3. Select Macro then Visual Basic Editor to launch the VBA editor. You will most likely need Microsoft Visual Basic installed on your system.
4. In the Visual Basic Editor, look at the code for Sheet1 and locate the following line:

        esignal.SetApplication ("****** PUT YOUR LOGIN NAME HERE CASE SENSITIVE *****")

5. Change the text between the quotes to your username-- this is your eSignal username that is entitled to develop with the eSignal Desktop API. The eSignal application needs to "know" who is trying to access it.

6. Save the file and close the VBA editor
7. Try running the script in the spreadsheet.

You'll see eSignal the application launch, the Data Manager launch, and AFTER you get all connected, then you can enter a symbol and watch the data flow into the spreadsheet.

Once you are able to get this spreadsheet example working you'll be able to see how it accesses the eSignal Desktop API and populates the spreadsheet.

I hope this helps!

Sincerely,

- Todd -