Tick data for BidAskAnalysis.efs?

[jgr]

You have a groupd of four efs files written in 2003 that display various Bid, Ask, Volume studies. These only update on incoming streaming data.

I notice that the $TICK data is available as Ticks for some historical time.

Are there now tick data available for stocks, historically, that could drive these analysis tools? If so, how would I change these efs files to access it?

[ACM]

Re: Tick data for BidAskAnalysis.efs?

jgr
As indicated in the articles for the Time and Sales Functions [see the EFS KnowledgeBase] these functions do not have access to historical Bid and Ask
Alex

Originally posted by jgr
You have a groupd of four efs files written in 2003 that display various Bid, Ask, Volume studies. These only update on incoming streaming data.

I notice that the $TICK data is available as Ticks for some historical time.

Are there now tick data available for stocks, historically, that could drive these analysis tools? If so, how would I change these efs files to access it?

[jgr]

Alex,

Thanks for the reply. I read the articles you reference, BEFORE I posted the question. I must not have made my question clear.

Those efs files were writtin in 2003 that is 6 years ago. Since then changes have been made in some aspects of the esignal and perhaps in the data feed itself.

I also noted that historical tick is available for $TICK and that led me to wonder if it was available for other symbols too.

So, my question: Is the lack of historical plot from those efs files, something that is in the efs code or is it becuase the data are not available in the feed itself?

I appreciate an answer to this question. Thank you.

jgr

[ACM]

jgr
Those scripts make use of the EFS Time and Sales functions [ie getMostRecentBid(), getMostRecentAsk(), etc] which as I indicated do not have access to historical Bid and Ask
Alex

Originally posted by jgr
Alex,

Thanks for the reply. I read the articles you reference, BEFORE I posted the question. I must not have made my question clear.

Those efs files were writtin in 2003 that is 6 years ago. Since then changes have been made in some aspects of the esignal and perhaps in the data feed itself.

I also noted that historical tick is available for $TICK and that led me to wonder if it was available for other symbols too.

So, my question: Is the lack of historical plot from those efs files, something that is in the efs code or is it becuase the data are not available in the feed itself?

I appreciate an answer to this question. Thank you.

jgr

[jgr]

Alex,

Following up then, is there any way to get the historical bid and ask other than those functions?

jgr

[ScottJ]

We do still have servers that store historical bid/ask data but most store only last trade info. The amount of data being requested from the "full" server was drowning many people's system as they made new chart requests.

If you want to be routed to a "full" server, you can contact customer service and we can add a bit that you can test. If your performance declines, we'd highly suggest you going back to the trade-only servers (which means you'd need to contact us again and have us remove the bit.).

Thanks.

[jgr]

Now I am getting very confused.

FIRST: What I was really wanting to do was see the vol at bid and ask displayed on the chart for the current day. The efs that you have BidAskiAnalysis.efx build the chart from the time it starts - not from the beginning of the trade day. I was inquiring if this was an efs issue that I could fix of if was inherent in the data. Turns out it is neither.

Alexis has written that this limitation is not in the data but is in the hard coded built in functions getMostRecentAsk (and Bid) that read the data.

SO the answer is NO.

SECOND: After I called support asking about this, I received an email advising me that to "continue the complimentary intraday data" I would have to pay $10/mo more. I was not informed that I was getting anything complimentary - This just came up when I asked about it!!!! The issue here is not Tick trade data but with Bid and Ask with volume for each tick. I don't know if they are streamed as one or separately - for one or separate fees.

THIRD: Now for the range charts that build historically and require tick data. You state that some servers don't vend tick data historically. So, that brings up the issue of why the range charts build so slowly. Is that becuase they have to switch to another server? If so, is there yet another charge for that? If I don't pay an additional fee will the range charts stop working?

If you sense that I am becoming frustrated at all of this, you are correct.

[ScottJ]

Sorry for the confusion. Replies to your 3 points.

1. Alexis is correct. EFS does not have access to historical b/a data so my post about alternate "full" servers is irrelevant.

2. The email was about the 10.5 beta. We gave beta testers free access to the extended history (MORE than 6 mos of intraday data - 6 mos comes standard). If our records were correct, you had selected/requested that beta service added so you could test 10.5. If that's incorrect, disregard notice. We won't automatically add any service.

3. Range charts are built off ticks (i.e. trades) and that data is available on ALL servers up to 10 days worth. How slowly or quickly range bars load is a seperate issue.

Thanks.

[JayF]

May I also add that we are actively investigating the slow loading of tick-based intervals (like range charts) and have narrowed it down to a configuration change on the server-side. Over the next week or two, we'll be testing out the impact of various settings in our lab, and once we find an ideal solution we will implement this across all servers.

[jgr]

Ok. On the Beta "serivce." Yes I was a beta tester and I vagely recall something about extended data. I thought it was an addition to your basic servcie. At this time I don't need any more data from before 6 months back so I will not add that to my plan.

Beta testing is something I normally don't do as it takes a lot of time with little, if any, benefit to the tester.