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Historical data from eSignal for last friday is all positive or at Ask

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  • Historical data from eSignal for last friday is all positive or at Ask

    I am using the API and when I pull historical data for time and sales (trades only), I only get +ve values.
    Is there any problem with the historical data?

    To produce this problem:
    Open the application.
    click File->New->Time and sales
    In the new window right click and select filters
    Uncheck the Show quotes check box
    Click ok
    Enter "ES #F" in symbol
    Enter 5 in Date/#Days Ago field and hit go

    You only get +ve values or Ask or only green values (see attachment). This is not right.

    Can you tell me if this is a problem?

    -Nitin
    Attached Files

  • #2
    i have the same problem. all trades are at ask, above ask, or inside. there have been zero at bid or below bid trades for several days in my time and sales.

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    • #3
      You may want to see this thread
      Alex

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      • #4
        thank you Alexis

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        • #5
          The post referenced by Alex will resolve the issue w/in eSignal. There appears to be a second issue with the desktop API that's being investigated now.

          Thanks.

          Comment


          • #6
            There is no color coding in the Desktop API when you try to download tick by tick data for ES #F. However, you should be receiving the same set of ticks as you would download from the eSignal application. The lflags field of the timesalesbar should reflect the nature of the tick.

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