eminis overnight trading data

[PTC Man]

Hello.

I need daily data of ES#F, but instead of the full session, I'd like to have separate data for the overnight and the floor session.

Does eSignal have specific symbols for each session?

If not, is it possible that in the near future you will provide such data?

Regards

[eSignal_AveryH]

PTC Man
There is not a separate symbol for the night session; however there is one for the day session (ES #F=2).

You could use a 1020 minute time template to create a replica of a daily bar using intraday data. However the bar would be time stamped with the Date and time of when it was created.

[PTC Man]

Originally posted by eSignal_AveryH
PTC Man
There is not a separate symbol for the night session; however there is one for the day session (ES #F=2).

Thank you Avery.

Have you ever thought on creating one for the night session? If you created one for the day session...

Allow me to ask something not related to this thread, I use a 3rd party software and I need more than 2 years of intraday data to test my strategies over a couple of futures symbols.
Since eSignal don't allow customers to have access to more than 2 years of intraday data, is it possible for eSignal to create ASCII files to their customers with data older than those 2 years?

This way we could have access to more data without taking any server bandwith.

Regards

[eSignal_AveryH]

Have you ever thought on creating one for the night session? If you created one for the day session...

When Globex Trading was first introduced we did have a separate symbol for those trading hours, but as Globex gained popular and trading become more frequent it became more important to distinguish the Day Session and =1 was removed but =2 remained.

Allow me to ask something not related to this thread, I use a 3rd party software and I need more than 2 years of intraday data to test my strategies over a couple of futures symbols.

Since eSignal don't allow customers to have access to more than 2 years of intraday data, is it possible for eSignal to create ASCII files to their customers with data older than those 2 years?

For users that subscribe to extended data have access to almost 4 years of intraday data for futures (Market 2007). eSignal would not house any more data than that right now.

[PTC Man]

Originally posted by eSignal_AveryH
For users that subscribe to extended data have access to almost 4 years of intraday data for futures (Market 2007). eSignal would not house any more data than that right now.

Hi Avery.

But aren't those 2 extra years of data "locked" to your software?

Anyone that uses a 3rd party software won't have access (download) to the extended data.

At least that was the rule a couple of months ago.

Regards

[eSignal_AveryH]

No that would not be the case, if a third party application accepts the data format you've downloaded (csv for data export) you would be able to import it directly to that applications.

Otherwise there are 3rd party downloader applications such as QCOLLECTOR you could also use to download data from the eSignal server to be used in other applications. These downloader applications can also be used to convert the data to ASCII or other format type that your applications might be able to use.

[ScottJ]

In addition to Avery's points, it is true that 3p apps do not directly have access to our extended intraday history at this time. It's something we plan to allow in the future, though, just no ETA at this point.

Thanks.

[PTC Man]

Thank you for the replies.

I hope that you make those extra 2 years of data available ASAP.

Regards