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How much historical data does eSignal carry?

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  • #91
    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.
    Scott Johnson
    eSignal Support
    Helpful support sites:
    eSignal KnowledgeBase, Account Maintenance

    Comment


    • #92
      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.
      Glen Demarco
      glendemarco@gmail.com

      Comment


      • #93
        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.

        Comment


        • #94
          We've now updated the KB on the historical date ranges users can expect to retrieve for most symbols.

          Thanks.
          Scott Johnson
          eSignal Support
          Helpful support sites:
          eSignal KnowledgeBase, Account Maintenance

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          • #95
            Can the extended data be downloaded?
            Can I run the data in Ninjatrader f.i. ?

            Regards
            Matt

            Comment


            • #96
              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.
              Scott Johnson
              eSignal Support
              Helpful support sites:
              eSignal KnowledgeBase, Account Maintenance

              Comment


              • #97
                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

                Comment


                • #98
                  The data should be available for backtesting just as the initial 6 mos onf intraday is. You shouldn't need to convert it.

                  Thanks.
                  Scott Johnson
                  eSignal Support
                  Helpful support sites:
                  eSignal KnowledgeBase, Account Maintenance

                  Comment


                  • #99
                    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?

                    Comment


                    • 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.
                      Scott Johnson
                      eSignal Support
                      Helpful support sites:
                      eSignal KnowledgeBase, Account Maintenance

                      Comment


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

                        Comment


                        • Hi Scott,

                          I've recently subscribed to Forex Historical Data Add-on, to access intraday data up to March 2007. However, I'm afraid that it won't be sufficient for my data backtesting as it requires me at least 9 years worth of intraday data to complete my calculations (many currency pairs had broken through 2007-2010's high/low) as of late.

                          Therefore I was wondering if I can download the Forex extended historical data directly from eSignal's server privately at least up to January 2000? Or otherwise at an extra cost?

                          Thank you.

                          Regards,
                          Wilson

                          Comment


                          • Originally posted by Specterx
                            Is there any new word on when extended tick data will be available?
                            Sorry about the delayed response. Missed your post. We're actually pretty close to offering 60 days of ticks (it's in production on a couple of servers...) but more testing is in process. I'll give another update next week.

                            Thanks.
                            Scott Johnson
                            eSignal Support
                            Helpful support sites:
                            eSignal KnowledgeBase, Account Maintenance

                            Comment


                            • Originally posted by wilson_t_t
                              Hi Scott,

                              Therefore I was wondering if I can download the Forex extended historical data directly from eSignal's server privately at least up to January 2000? Or otherwise at an extra cost?

                              Thank you.

                              Regards,
                              Wilson
                              Hi Wilson,

                              When it comes to bar/minute data, the history available is correctly notated in that KB article. We just don't have intraday history stored on Forex prior to 2007 to provide.

                              Thanks.
                              Scott Johnson
                              eSignal Support
                              Helpful support sites:
                              eSignal KnowledgeBase, Account Maintenance

                              Comment


                              • Thank you for your quick reply Scott .

                                Btw, I had yet another question. I've been backtesting large amount of data from eSignal's EUR A0-FX and JPY A0-FX lately and I was wondering if:

                                1. For both the EUR A0-FX and JPY A0-FX historical data (1 minute chart until March 2007) DST have been applied automatically by eSignal? or do we have to add DST manually to all of these datas?

                                2. There seems to be too much (actually there were hundreds of them separately from 2007-2010) skipped datas on 1 minute chart. I've tried re-downloading it to no avail, so perhaps it must be eSignal's cache then? Is there a way for me to reset eSignal's cache? or is the data truly damaged/skipped? (one of the example: EUR A0-FX 2 April 2007 00:00-06:00 on 1 minute chart)

                                Thank you .


                                Regards,

                                Wilson

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