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Tick filtering and scans

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  • Tick filtering and scans

    Hi,

    I am deciding on a datafeed provider to run with my ATS.
    Can someone please tell me if eSignal has a way of customizing a tick filter, or would I have to code that into my app?

    Also, is there the ability to access eSignal scan results automatically through the API? ...or is it only the raw data I would have access to, and have to code a custom scan on my side?

    tks,

    Ian

  • #2
    The Time&Sales functionality of the eSignal Desktop API allows you to request trades-only or quotes-only data. For further filtering, you will have to implement this in your application.

    eSignal scan results are not accessible via the API. We do not support building scanners using the Desktop API. The API itself only supports 50-100 concurrent real-time streaming symbols. For further detail about the desktop API, you can check out our samples and documentations at:

    http://share.esignal.com/groupconten...r=&groupid=185

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