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  • Problems with SPY data feed

    Hi,
    I have written an efs script on Esignal 10.6 and it runs on SPY etf. Since eSignal 10.6 has this issue of freezing during early morning hours especially when it comes to heavy volume ETFs, I decided to move on to the recent version eSignal 11. When I ported the script to the newer version, I found that for some reason, chart does not get updated with new price feeds when I have loaded my script on to it. But when I remove the efs study, everything works fine and price feeds is captured in a normal manner. This was never an issue with 10.6 and I also use the same script for other ETFs and they work well but only for SPY this seems to be the problem.

    I have attached the efs study.

    Thanks and Regards,
    VipinSPY_strat.efs

  • #2
    Originally posted by naboutboul View Post
    Hi,
    I have written an efs script on Esignal 10.6 and it runs on SPY etf. Since eSignal 10.6 has this issue of freezing during early morning hours especially when it comes to heavy volume ETFs, I decided to move on to the recent version eSignal 11. When I ported the script to the newer version, I found that for some reason, chart does not get updated with new price feeds when I have loaded my script on to it. But when I remove the efs study, everything works fine and price feeds is captured in a normal manner. This was never an issue with 10.6 and I also use the same script for other ETFs and they work well but only for SPY this seems to be the problem.

    I have attached the efs study.

    Thanks and Regards,
    Vipin[ATTACH]16492[/ATTACH]
    Ok I found the bug seems to be from this function I use to send out price feeds to my website. It seems HTTP function is not supported by eSignal version 11 although I dont see any javascript error message. This method works well on 10.6. Any ideas?

    Code:
    function HttpRequest(url,Symbol,Price,isNewBar,signal)
    {
        
       //var queryString = "http://tradetrendalerts.com/push.ashx?"; 
       
       var queryString = url +"?";  
       
       queryString += "stock="+Symbol+"&price="+Price+"&month="+getMonth()+"&day="+getDay()+"&year="+getYear()+"&hours="+getHour(0)+"&minutes="+getMinute(0)+"&second="+getSecond(0);
     
       if(isNewBar == true)
        {
            queryString += "&newbar=1";    
        }
       if(signal != null)
       {
            queryString += "&signal="+signal;
       }
       
       var ReportDataCall = new HTTP(queryString);
    
           
        with ( ReportDataCall ) {
    						var s=null;
    			var ret = ReportDataCall.open("rt");
    			debugPrintln(ret);
                if ( ret) {
    				while ( !eof() ) {
    					s = ReportDataCall.readln();
    					if ( s != null ) {
    						debugPrint( s + "\n" );
    					}
    				}
    			}
    			//debugPrintln("Message : "+ queryString);
        }
       
    }

    Comment


    • #3
      Originally posted by naboutboul View Post
      Ok I found the bug seems to be from this function I use to send out price feeds to my website. It seems HTTP function is not supported by eSignal version 11 although I dont see any javascript error message. This method works well on 10.6. Any ideas?

      Code:
      function HttpRequest(url,Symbol,Price,isNewBar,signal)
      {
          
         //var queryString = "http://tradetrendalerts.com/push.ashx?"; 
         
         var queryString = url +"?";  
         
         queryString += "stock="+Symbol+"&price="+Price+"&month="+getMonth()+"&day="+getDay()+"&year="+getYear()+"&hours="+getHour(0)+"&minutes="+getMinute(0)+"&second="+getSecond(0);
       
         if(isNewBar == true)
          {
              queryString += "&newbar=1";    
          }
         if(signal != null)
         {
              queryString += "&signal="+signal;
         }
         
         var ReportDataCall = new HTTP(queryString);
      
             
          with ( ReportDataCall ) {
      						var s=null;
      			var ret = ReportDataCall.open("rt");
      			debugPrintln(ret);
                  if ( ret) {
      				while ( !eof() ) {
      					s = ReportDataCall.readln();
      					if ( s != null ) {
      						debugPrint( s + "\n" );
      					}
      				}
      			}
      			//debugPrintln("Message : "+ queryString);
          }
         
      }
      var ret = ReportDataCall.open("rt"); Its this function call which is causing all the delays. Is there any EFS programmer who has an idea of why this is happening. Please reply I have been waiting for one for four days!

      Comment


      • #4
        Hi,

        A caveat: I have no clue about DLLs, or HTTP coding.
        However, in case it is of use, a forum search of "HTTP" rendered the following:


        Wayne

        Comment


        • #5
          Vipin
          FWIW the chart is updating at my end when running your script on the symbol SPY (or any other symbol for that matter). See the enclosed animation captured over approximately a couple of minutes [note that while the animation only shows the 1 minute interval I ran it also on many other intervals without problems, delays, etc]
          Alex




          Originally posted by naboutboul View Post
          Hi,
          I have written an efs script on Esignal 10.6 and it runs on SPY etf. Since eSignal 10.6 has this issue of freezing during early morning hours especially when it comes to heavy volume ETFs, I decided to move on to the recent version eSignal 11. When I ported the script to the newer version, I found that for some reason, chart does not get updated with new price feeds when I have loaded my script on to it. But when I remove the efs study, everything works fine and price feeds is captured in a normal manner. This was never an issue with 10.6 and I also use the same script for other ETFs and they work well but only for SPY this seems to be the problem.

          I have attached the efs study.

          Thanks and Regards,
          Vipin[ATTACH]16492[/ATTACH]

          Comment

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