How much historical data does eSignal carry?

[Specterx]

Is there any new word on when extended tick data will be available?

[ScottJ]

Hi,

I've been checking on a few things so sorry for the delayed response here. Initially, we'll release 2 months, or roughly 45 days, of ticks when released. That'll be for US equities and all futs. We're awaiting the next release of the tick server and I haven't seen an ETA quite yet but I'll post again when i get that info.

Importing data back into eSignal is on our enhancement list and hopefully will get implemented w/in the new framework coming out next year. Too early to know for sure but it's something we'd like to implement.

Thanks.

[DerferMark]

Hi ScottJ - any update on when extended tick data will become available? last I heard was Fall '09... do you know how many days of tick data will be available after release?

On a related note, I have tons of data on my harddrive I have exported from eSignal charts as CSV files over the years. It would be amazingly helpful if this data could be imported back into a blank eSignal chart, recreating the chart that originally had the data. Then to be able to apply new EFS studies to it. Currently I can only work with the data in Excel.

Any thoughts on if this could be added?

[ScottJ]

The data should be available for backtesting just as the initial 6 mos onf intraday is. You shouldn't need to convert it.

Thanks.

[matt hellrich]

Hi Scott,

how do I import the data for backtesting etc. , since its a csv file?
All my other data is in the epf format.

Thanks,
Matt

[ScottJ]

Hi Matt,

The extended data can be exported via Data Export or by the use of QLink but it's not currently available for 3p's to access yet.

Thanks.

[matt hellrich]

Can the extended data be downloaded?
Can I run the data in Ninjatrader f.i. ?

Regards
Matt

[ScottJ]

We've now updated the KB on the historical date ranges users can expect to retrieve for most symbols.

Thanks.

[Specterx]

Scott,

I like to use long-term volume charts that go back many months. Extended tick data storage would be useful for getting these charts in the first place, and also for filling 'holes' in the data that appear from time to time.

If it's a problem to allow months/years of tick data to be downloaded in the charting software (it takes a while, but so does downloading 1gb movie files) then it would be just as useful to have a program that lets you download and export this data to a file, like the QCollector software does currently.

[demarcog]

Scott,

Thanks for the response and questions. On a daily basis I would defiantely not be looking to download the full 20-30 days for each symbol.

The main reason as I'm sure you are aware is the amount of time involved in downloading that much data, especially for active symbols.

Normally I will back test and or analyze on the full amount of tick data available (10 days currently). I regularily use all the available tick data types, T, V, range, etc.

Once I have done the analysis, I will usually create a tick chart template with the minimum number of days necessary. If the tick interval is large such as 5000T-10000T then I have to byte the bullet each day and wait for a load of all 10 days.

Thanks very much and if there is anything else you need feel free as I'd be happy to assist.

Thanks,

Glen

ps. so far so good on the 10.5 beta, it looks greate and an invaluable feature. I did get a few "crash" messages when trying to backtest the maximum number of days on a small (5-10 min) interval.

[ScottJ]

Looking at the fall for tick data extension more than likely. If you had access to 20 or 30 days, can you describe exactly how you'd use that data? Would you simply want to download all the ticks for each day, would use use tick bars like 100T or 1000V etc?

Thanks.

[demarcog]

Scott,

Will definately start running the beta, thanks.

What is the status of increasing the availability of tick data beyond 10 days?

The more the better but even another 10 days of tick data would be very helpful?

Thanks,

Glen

[ScottJ]

We launched the 10.5 beta last night. For those looking for 2+ years of intraday data (and 10+ years on US Stocks), you can be an early adopter by trying the beta today!

We'll be officially launching in 2-4 weeks.

Thanks.

[ScottJ]

We'll see a new build tomorrow actually. That could become the beta if our next phase of testing goes well. If this build is stable, we likely will go beta by end of the week.

Thanks.

[DerferMark]

ScottJ - Any update on start of beta?