Matlab DataFeed Toolbox & eSignal API

[lyric]

Some symbols have historical data in their downloads that are different than that displaying in the eSignal charts. For example, both 'TF #F' and 'G73 A0' display with 24 hr data showing on an eSignal chart window, but when downloaded with the same 'timeseries' command in matlab, the 'G73 A0' truncates to 09:00-17:00 hours of data for any date requested (even though showing 24hrs in a chart) while the 'TF #F' downloads the full 24hrs of data.

It also appears that some symbols, such as '$RUT' cut off at 16:00, and therefore don't contain the official closing prices of the index, even though the full data display in eSignal.

In all cases, the matlab commands are the same (requesting ALL data available), but the results vary by symbol. Is there some difference between the data displayed in eSignal charting and that available for downloading?

[lyric]

This turned out to be a Matlab problem with the implementation of their 'timeseries' command. They needed to adjust the parameters of their 'esig.m' command to get access to the full 24hr datastream of some symbols.

If you are using the DataFeed Toolbox that comes with Mathworks version 2011b, you will need to request and download a new 'esig.m' file.