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Tick Replay gives null only on BidSize/AskSize/TradeSize

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  • Tick Replay gives null only on BidSize/AskSize/TradeSize

    Hello, I'm trying to test some esignal formula scripts that use T&S data, I'm using tickreplay for this purpose.

    I've used this feature before, but I'm having an issue now where everything works except calls to getMostRecentTradeSize, getMostRecentBidSize, and getMostRecentAskSize.

    I tried restarting eSignal and using different tick files, but still I get the same error... getMostRecentTradeSize always returns -1, getMostRecentBidSize/AskSize always return null.

    What am I doing wrong? My example code is below, a screenshot of it's output is attached. (screenshot uses MHP tickfile from 6/21/07).

    thanks!

    Code:
    function preMain() {}
    
    function main() {
        debugPrintln("t"+getMostRecentTrade()+"/ts:"+getMostRecentTradeSize()+"/b:"+getMostRecentBid()+"/a:"+getMostRecentAsk()+"/bs:"+getMostRecentBidSize()+"/as:"+getMostRecentAskSize());
    }
    Attached Files

  • #2
    Hello jfranta,

    The data for the getMostRecent...() functions are not available on a historical basis or through tick replay. They only return valid data in real time only.
    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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