Bid/ASK Analysis

[jmingt]

I have been using an efs from the file sharing called Bid/Ask Analysis copyright 2004 for several years. I use it to trade with and then after hours I collect back data with tick downloader and replay the data , transfer it to a spreadsheet and work out strategies. I have done this for years. All of a sudden my Bid/Ask efs would not fill in the replay properly; it fills in with everything as a total amount instead of bid and ask and total. After this started I tried each new version of eSignal until finaly after several months the latest vesion worked but only one time. Now back to the same problem. I can run the old data as well as the first one collected on the latest vesion and it runs ok. However the new data collected will not run properly, this only happens with this efs. Since the old data runs ok, it seems the problem may be with the colection of the data or the Bid/Ask efs will not read the new data collected. Could someone please advise me concerning this problem. Thanks, JD.

[ScottJ]

Hi,

Most users will connect to intraday servers that store trade data only. We do have a few servers that store b/a data along with trade data but you'll need a special entitlement and it does slow-down downloads. Please contact us directly (phone/chat/email) and we'll check your entitlements.

Thanks.

[mrsdowfire]

Same issue about intraday historical bid/ask

Esignal EFS support,

I was told that if I ask I can be connected to a special server that store the historical bid/ask for this bid/ask analysis indicator, that I downloaded and modified.

The tech support connected me to the server and I still cannot get any data to back fill the missing data. (That's EFS I downloaded off the forum BIDASK Analysis EFS - attached).

He said that I may need to add a line in the code to access that information. He also suggested that it'll only work on a time based chart but even in 1 min chart it would not work.

Would you know what code that would be?

[ACM]

Re: Same issue about intraday historical bid/ask

mrsdowfire
The BidAskAnalysis.efs only works with real time data received while the efs is running because the EFS functions that retrieve Time and Sales data do not have access to historical Bid and Ask data
Alex

Originally posted by mrsdowfire
Esignal EFS support,

I was told that if I ask I can be connected to a special server that store the historical bid/ask for this bid/ask analysis indicator, that I downloaded and modified.

The tech support connected me to the server and I still cannot get any data to back fill the missing data. (That's EFS I downloaded off the forum BIDASK Analysis EFS - attached).

He said that I may need to add a line in the code to access that information. He also suggested that it'll only work on a time based chart but even in 1 min chart it would not work.

Would you know what code that would be?

[dloomis]

Has anyone saved the real time bid/ask data and then retrieved it for historical purposes?

Any ideas on how to do this?

Merry Christmas Alex! and all my friends at eSignal too

[mrsdowfire]

Alex,

Thanks for such a quick reply!

So does this mean that there is no way to access the historical bid/ask print data like the data that fills in the TOS window to use in an indicator?