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Re: Bid/Ask Volume formula

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  • Re: Bid/Ask Volume formula

    <<When the formula is first applied to the chart, there will not be any volume information displayed>>

    Is this because eSignal does not maintain a history of bid and ask sizes, or because EFS does not have a function to retrieve them?

    ++Ayman

  • #2
    Ayman
    eSignal maintains 10 days of T&S data. However the T&S functions available at this time (ie getMostRecentBid/Ask/Trade) only retrieve current market data and do not have access to historical T&S data.
    Alex

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    • #3
      Originally posted by Alexis C. Montenegro
      Ayman
      eSignal maintains 10 days of T&S data. However the T&S functions available at this time (ie getMostRecentBid/Ask/Trade) only retrieve current market data and do not have access to historical T&S data.
      Alex
      Is it still the case that the historical T&S bid/ask trade volume cannot be retrieved for .efs's?

      A discussion on the "No bid/ask in history request" thread on the Desktop API Development Forum seems to indicate that this may be possible???

      This question has kept recurring in the last couple of years, so if it's still not possible it would be good to get it on the list.

      Many thanks

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      • #4
        I looked at the discussion you mention on the Desktop API forum and it appears that one method to achieve what we're trying to do here, i.e., get a history of bid and ask sizes, is to develop a DLL using the Desktop API and then call it from EFS.

        Unfortunately, I don't have the time to do that :-( I hope that eSignal developers see value in this enough to implement it in the next build of EFS ;-)

        ++Ayman

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        • #5
          Hello dsn, Ayman,

          The best way to make requests is by submitting them directly to [email protected]. In eSignal, go to Customer Support-->Make a Suggestion.
          Jason K.
          Project Manager
          eSignal - an Interactive Data company

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