Exporting Interval Time&Sales to .csv

[gdepetris]

it was recommended that i post a thread on this topic by eSig customer service.

I have a pretty simple need: I'm running a basis analysis between trades executed in the single stock futures market vs trades executed at the same time in the underlying stock.

My question is about which chart (standard or adv) to pull T&S into in order to be able to a) set a specific interval request, and b) export the results into .csv

Many thanks for your help.

[DuaneG]

Hello,

The Tick Downloader will be the best solution for exporting tick data into an external file. The Tick Downloader output file will be saved as a .EPF file type (eSignal Playback File). Currently we don't export data as .CSV file types, but EPF is a fairly close comparison. When viewing the output file, it may be best to use Notepad to view the data. Please refer to the screenshot below for the menu and sub-menu selections.

[gdepetris]

thanks, Duane. the problem is that I can't go to historical time and sales through Tick Replay...any ideas?

[DuaneG]

Hi Greg,

Once the EPF file has been saved in the eSignal directory, it can be replayed via Replay Tick feature. To access this, make sure that the Time and Sales window is the active window in the layout. Once that window has been designated as active, use the SHIFT + $ keystroke and enter $PLAYBACK to activate the EPF file that was previously saved. The Time and Sales window will then replay any historical data that was saved when the EPF file was constructed. I hope this helps.

[ACM]

Greg
Adding to Duane's reply, if you still need a way of exporting T&S to csv format then you may want to look at Qcollector Pro for eSignal.
This program can download T&S (including Bid/Ask if selected) with corresponding sizes, filter the quotes/trades based on exchange and user defined times, build tick bars, etc.
Alex