Data Feed and High-Low data

[skyrekha]

(1) I can't seem to figure out how I can get a feed of 200 stocks continuously from esignal? I see till now that I can track only one stock symbol at a time.

(2)How to get the High and Low in real time data? Should I just get the last trade price and write the code for High-Low in my application or there is a way to get High-low data from esignal application?

[Cone Killer]

The good news is that it is possible to track multiple stocks up to the limit of your contract with esignal (which I have done). It is possilbe to track more than your contract limit by rotating through the stocks your are interested in. Unless you are riverboat gambler, you will probably want to store this information to test your theories and back trade before putting real money on the line - I started with flat files but have migrated to MySQL to store the information.
The bad news is that this is not a weekend project but a substantial effort. Best of luck.

[eSignal_AveryH]

Hi Sky,
As Cone Killer stated you can track the high and low from the eSignal Application.
The easiest way as a beginner would be to try using DDE Linking to extract the data out of eSignal.


Thanks for the post

AveryH

[Cone Killer]

Hi Sky,
The suggested DDE approach appears easier than my approch of writing VBA code (Excel's Visual Basic) to respond to eSignal events to capture and save selected tick data to a database (MySQL). However, when Microsoft announces they are no longer supporting a technology, it can mean that you will wake up some morning and find that a Microsoft update has killed your code. Being paranoid, I can see this happening on the best trading day of the century. I would be interested in seeing other approachs that people might suggest but I would avoid unsupported technology.
By the way, once you get your tick data into a database, getting the database to give you the high and low is pretty straight forward.
Also, one of the reasons I went to MySQL is to get around Excel's limitations of 256 columns and 32,000 rows. Those limits no longer apply to Excel 2007, so you may not need to use a separate database for your application even though MySQL offers some other significant advantages.
Good Trading