can you load 'older' price data in EFS

[nrogers805]

If I run the following EFS I do not get the same amount of 'old' data for $indu as I do for the 'chart' symbol (in this case i'm using ES H3). Is there a way of loading more $INDU data in a EFS? (I assume this is the problem!!)

Note: It depends on the interval how much 'old' $indu data is available. On daily it seems to go way back, but on 3min it only goes back as far as 2 days.


function preMain() {

firsttime = "Y";

}

function main() {

if(firsttime == "Y") {
debugPrintln("oldest $INDU", getOldestBarIndex("$INDU"));
debugPrintln("oldest this sym", getOldestBarIndex());
firsttime = "N";
}

var sInterval = getInterval();

var nSymbol = "$INDU" + "," + sInterval;

var vRet1 = getValue("close", 0, nSymbol);

return(vRet1);

}

[ACM]

nroger
Have you checked if you have any Time Templates that are limiting the amount of intraday data?
I just ran the formula you attached and don't seem to have any problems loading the maximum amount of intraday data currently available from eSignal (which is 60 days)
Alex

[nrogers805]

That worked thnx

But the closes on the chart with the EFS and another chart with just the $INDU do not match. This seems to be due to the fact that the E-Mini trades for a further 15 minutes and therefore causes the bars to get out of sync.

I've tried using a 'difference factor' in the rawtime, between the two symbols, to get the required bar. This works for the current day but starts going out of sync again the further back in time you look.

Any ideas on how to keep the bars in sync when the two markets have different open/close times?

Another way that I've managed to do this is to create an array of $indu rawtime and close, for all the data that is available the first time that the EFS is performed and then each subsequent time the EFS is called with the E-min bar I search the array for the corresponding bar in the array. This works but it has one draw down in that you have to do a reload of the EFS each time you use it for the first time on any particular time frame.