Time & Sales Problem

[StarrM]

At present, the Desktop API samples do not work with with the eSignal 10.1 Release Candidate, available on the esignal.com download page. We recommend that Desktop API developers and users of applications created with this API do not upgrade at this time. Further information will be posted here as it becomes available.

[bugsx]

Is 10.1 updated 6/11/08 ok

I was a developer that made the mistake of upgrading, then working 2 days because my activex did not work.......

OK i went back to 8.0, and every thing works great....

a Michael A. in eSignal support said that 10.1 updated 6/11/08 , works great with the activex.....

is that true,

thanks for the help

bugs

[scheel]

I'm running 10.1.1257.1045 (6/10/2008). The app uses just about all of the Desktop API functionality. So far, the new version is working well.

[scheel]

Either I spent too much time drinking wine or 10.1.1257.1045 (6/10/2008) truly is a meteoric leap forward.

[scheel]

Starr man, are you there? Cool release. Is it really true, now, that eSignal's API this is faster than Bloomberg's for history requests?

BTW, this forum is almost moribund. Maybe everyone is satisfied!

[StarrM]

Hi Scheel,

No, you have not imbibed excessively ;-) 10.1 is a significant improvement. There have actually been no changes to the API, but the eSignal application processes data more efficiently. Since the two are intertwined, the API naturally appears more efficient as well.

10.1 has been tested with the Desktop API samples, and it is now OK to upgrade to that version.

[afastexit]

The application I developed don't work with versione 10.1, but everything works well with version 10

Ok, maybe my application are not so good.

So I made this:

1) A new installation of Windows XP Pro.
2) Made all the Windows Update (the last one was XP SP 3)
3) Download and installation of ESignal 10.1
4) Download of this sample from ESignal repository:

http://share.esignal.com/download.jsp?groupid=185&folder=&file=Time%20And%20Sales%20in%20VB.zip

5) Start the application ESigVBTicks.exe (find it under bin folder)

6) Authentication and request of T&S data related to "6E U8"

So, a brand new installation and an official demo apps. No personal apps involved.

Result: same problem. History is ready after a while and returns very few T&S data.

Behaviour seems very clear: with this configuration "history" assume the meaning of "an history local to the event of T&S request".
So if I click the button "Get Time and Sales" I obtain an history of few seconds of time.

This is the same behaviour of apps I developed.

The same procedure but point 3) (substitute versione 10.1 with the older 10.0) and magically all works well and a request of history of one day return data from time 00.00 until present.

I know my english is very poor, so if not clear what I'm telling please try the apps downloadable from Esignal file share area and try it and if possible post yours result.

Thank you.

[scheel]

It worked fine for me.

Part of the problem you are experiencing may be that you didn't download the entire zip file into a single location. Because it is an assembly, operation of the app expects Interop.IESignal to be accessible. When the application is fully extracted from the zip, along with all the various files, it will put this dll into the search path of the executable folder where you tell it.

If, however, you just pick and choose from files in the zip, you are asking for trouble.

BTW, Starr man, if you get this, I was able to run the project through Visual Studio 2005 conversion wizard without a problem.

-wcs

[afastexit]

I unziped the entire file and I run the app directly from the folder "bin" where there are 3 files: a .exe a .pdb and the Interop.IESignal.dll

In that way it works with version 10.0 but don't works with version 10.1.

If the trouble come from Interop file path, I think the app shouldn't work in all cases.

From a technical point of view the demo works, because it return T&S historical data (little quantity of records, that is the problem) and T&S RT data.
It's not a strictly technical problem, is something like a behavioural one.
T&S history is very short, it seems that the day start when I make the T&S request.

I continue to test having in mind some faults of mine, but:

Could we think about a time format problem?
Could have any relevance the fact that I live in Europe and I use an european version of Windows Xp?

[scheel]

The app apparently is running, but maybe you overlooked the fact that it doesn't do much.

It only gives you the first T&S relative to filter.lNumDays in the T&SFilter and the last relative to real time.

filter = New IESignal.TimeSalesFilter
filter.bFilterPrice = 0
filter.bFilterQuoteExchanges = 0
filter.bFilterTradeExchanges = 0
filter.bFilterVolume = 0
filter.bQuotes = 1
filter.bTrades = 1
filter.lNumDays = 1
filter.sSymbol = SymbolTextBox.Text
tsHandle = esignal.RequestTimeSales(filter)

If I understand you correctly, you want either more days than the example (1) or are not seeing the latest change because the exchange is closed in real time.

You need to modify code in the event handler, which in the example is only looking at first and last T&S bar. I.e., you need to walk all the bars between esignal.GetNumTimeSalesBars(lHandle) - 1 (first) and 0 (last).

eSignal will let you look at more than lNumDays=1, but not much more. For many securities, T&S for a single day will number in the 10s of 1,000s of records.

Be happy.

-wcs

Private Sub esignal_OnTimeSalesChanged(ByVal lHandle As Integer) Handles esignal.OnTimeSalesChanged
If lHandle = tsHandle Then
If esignal.IsTimeSalesReady(lHandle) Then
StatusLabel.Text = "History Complete"
Else
StatusLabel.Text = "Receiving Data"
End If

Dim tick As IESignal.TimeSalesData
tick = esignal.GetTimeSalesBar(lHandle, 0)
LastTickTextBox.Text = Str$(tick.dtTime.Year) & "-" & Str$(tick.dtTime.Month) & "-" & _
Str$(tick.dtTime.Day) & " " & Str$(tick.dtTime.Hour) & ":" & Str$(tick.dtTime.Minute) & ":" & _
Str$(tick.dtTime.Second) & " Price:" & Str$(tick.dPrice) & " Size:" & Str$(tick.lSize)
tick = esignal.GetTimeSalesBar(lHandle, -(esignal.GetNumTimeSalesBars(lHandle) - 1))
FirstTickTextBox.Text = Str$(tick.dtTime.Year) & "-" & Str$(tick.dtTime.Month) & "-" & _
Str$(tick.dtTime.Day) & " " & Str$(tick.dtTime.Hour) & ":" & Str$(tick.dtTime.Minute) & ":" & _
Str$(tick.dtTime.Second) & " Price:" & Str$(tick.dPrice) & " Size:" & Str$(tick.lSize)
End If
End Sub

[afastexit]

I try to explain and I write the action I do, like in a log.

For the purpose of testing I want just one day data, so the demo app have good parameter settings.

Here in Europe now time is 11:23 AM.

Esignal version installed on this machine is 10.0

I start the demo app and authenticate.

I insert the ticker name "6E U8"

I click on the Get Time and Sales button.

The app show message "request sent" and then message "receiving data"
During the receiving data phase I see the field "First tick" (time section) counting down from now to 00:00 AM.
Receiving data last for about 40 seconds, then the app show message "History complete".
Now the field "First tick" shows this:
2008- 6- 27 0: 0: 0 Price: 1.5693 Size: 0
Last tick is continously updated with new data.

So the first tick after the event "history complete" is the one of midnight, as it should be.


Now I go to another machine I'm using for testing and here Esignal installed version is 10.1

I do the same things I described before.

11.34 AM now in Europe

I click Get Time and Sales

After about one second (not 40 seconds as happened with version 10) I receive the message "History complete".

"First tick" field now show this 2008- 6- 27 11: 34: 59 Price: 1.5696 Size: 47

I wait, I wait, I wait. Last tick is updated with good data, but last tick remain fixed to 11:34:59 time.

I don't obtain the history of the day, I obtain the history from the time I clicked the Get Time and Sales button.

I've made this test more times, I switched test from machine to another, I involved some friends; result is always the some.

From my point of view this now seems the pattern of a bug.

I don't have operative problems because the apps I developed work well with version 10.0 and I'm doing my job as I done during last years.

I'm just concerned for the future and frankly I don't understand why staff members do not partecipate to this thread.

[scheel]

Yeap, afastexit, you are right. I was wrong in my previous comments. No matter what the setting of filter.lNumDays, eSignal appears to be returning T&S starting with whatever realtime is when esignal.RequestTimeSales(filter) is launched.

And, you also are right about eSignal support staff needing to weigh in on this problem. Starr man, where are you???

[StarrM]

I can partially reproduce this. I am getting data for the entire day, but only for today. Let me do some research on this, and I'll post back here when I have further info.

[afastexit]

What do you mean with " I am getting data for the entire day, but only for today" ?

The demo apps get data related to the last trading day, so is it the demo apps working well in your environment?

This could be a problem of bad comprehension of english language, so I ask you to clarify.

Are you a developer and are you using a developer machine? In that case: could you test ESignal and the demo app on a machine out of your developing area (e.g. at home)

Plus, I wonder: are you using a different demo app?
In that case could you upload the bin file and code?

We cannot underestimate that two people who don't know each other, who lives in differt location of the planet, experiment the same (potential) bug.

Thank you

[afastexit]

First of all watch this:

http://www.esignal.com/esignal/features/activex/

Please read the section: customer support.
YOU say that this forum IS official.

What I don't understand is why you developer team do not put attention on this problem.
We have a problem with an official demo application, is not a self made application.
You don't experience the same problem, so I wonder why you don't ask us details or ask us to made some tests for you.

Fact: I pay for the ActiveX service, the service does not work in the right way with official demo application.

So, having listen to much silence from team, I've made a movie about this malfunction and today I'll sent it to ESignal headquarters, adding some note of complaints about customer service.