Missing historical Data

[morphtrade]

I have just downloaded the historical 1 min data for Z H8-EEI (FTSE Future). Download contains 116 days worth of data starting from aug'07 but missing quite a lot of data for some dates. Some dates only contain 1 - 10 mins data only.

Some dates have data for time 22:57 (GMT) even though it stops trading at 1730 (GMT). So what's that data ?

Cheers
M

[ACM]

Re: Missing historical Data

Mudit
Are the dates with the missing data all before December 21st 2007?
If that is the case then that is likely because it was thinly traded as it was not the front month contract at that time.
If not then you may want to contact eSignal's support directly as they can determine what server you are connecting to and if it is having any issues
Alex

Originally posted by morphtrade
I have just downloaded the historical 1 min data for Z H8-EEI (FTSE Future). Download contains 116 days worth of data starting from aug'07 but missing quite a lot of data for some dates. Some dates only contain 1 - 10 mins data only.

Some dates have data for time 22:57 (GMT) even though it stops trading at 1730 (GMT). So what's that data ?

Cheers
M

[morphtrade]

Ye, these dates are before 21 st December. Yes, I was doubting that it's probably because it was thinly traded contract before that then how do I donwload historical data for Feb'07, Jan'07,
Dec'07 and so on.

Cheers
M

[ACM]

Mudit
The symbol for expired contracts is
[symbol root][space][month code][4 digit year code][-exchange (if applicable)]
For example the symbol for the March 2007 contract would be Z H2007-EEI
Note that at this time eSignal provides up to a maximum of 120 days of intraday data. You can find more information on the availability of historical data in this article in the eSignal KnowledgeBase
Alex

Originally posted by morphtrade
Ye, these dates are before 21 st December. Yes, I was doubting that it's probably because it was thinly traded contract before that then how do I donwload historical data for Feb'07, Jan'07,
Dec'07 and so on.

Cheers
M

[morphtrade]

Thanks! Alex

[ACM]

Mudit
My pleasure
Alex

Originally posted by morphtrade
Thanks! Alex

[ebr]

I don't seem to be able to get intraday data for futures (AB #F and ES #F) before 10/31/07. Is there some sort of glitch here? I've always been able to get 120 days in the past and the article you referenced says you're going to be adding not taking away...

[ACM]

ebr
FWIW the earliest date I have on the chart for those two symbols is 09/04 (see enclosed screenshots)
Try closing down both eSignal and the Data Manager and waiting a few seconds before restarting them and see if that resolves the issue you are seeing.
If it does not then you may want to contact Live Rep (who I believe are on-line today) as they can determine what server you are connecting to and if it has an issue
Alex

Originally posted by ebr
I don't seem to be able to get intraday data for futures (AB #F and ES #F) before 10/31/07. Is there some sort of glitch here? I've always been able to get 120 days in the past and the article you referenced says you're going to be adding not taking away...

[ebr]

Re-starting got me back to 9/05 - not quite 120 days but much closer. I guess I should have tried that first. Thanks.