How much historical data does eSignal carry?

[ScottJ]

Sorry for the long delay in responding but I missed this post. 3p's were given access to extended history earlier this year. Please check with the 3p you use for their timetable on supporting the extended history.

Thanks.

[iqy3834]

do you have an ETA on 3p's for extended data yet?

would love to hear that it coming real soon

thanks

[ScottJ]

We are making progress with our new API security mechanisms so hopefully, we'll have some tangible results to report in a few more months.

Thanks.

[davewolfs]

How are things going on the extended data for 3p's?

Originally posted by ScottJ
Hi Peyton,

I do think you'll see us make this extended data available via our API but not until we have a new API security system in place, which is in the works. We're probably 6+ mos out still but once that's in place, we will have much more control over how 3p's make data requests and avoid the possibility that a 3p might bring down a server(s) by overtaxing it. That's the principal reason we haven't extended the extra data to 3p's thus far.

Thanks.

[ScottJ]

Hi Peyton,

I do think you'll see us make this extended data available via our API but not until we have a new API security system in place, which is in the works. We're probably 6+ mos out still but once that's in place, we will have much more control over how 3p's make data requests and avoid the possibility that a 3p might bring down a server(s) by overtaxing it. That's the principal reason we haven't extended the extra data to 3p's thus far.

Thanks.

[peytonh]

Tick data for 3rd party and API Applications

Will eSignal expand tick data for 3rd party and API applications?

If so when?

Thanks,
Peyton

[ScottJ]

Hi,

We released 40 days worth of ticks earlier this month. This particular thread had gotten so off-topic, I forgot to update it!

Here's the notice:

http://forum.esignal.com/showthread....threadid=33625

Thanks.

[Abrejner]

Tick data

Any new info on when the tick data will be extended?

anders

[ScottJ]

Forex contracts appear to be listed in GMT

DST Offsets occur based on calendar and specs.tab files on our servers and I'm not sure if we have a specific setting for Indonesia or not. I'd just experiment a little and I'm sure you'll see the pattern.

Sorry for the delay in answering. I missed your reply last week.

Thanks.

[wilson_t_t]

Thank you again for your quick reply, Scott .

So far everything had went well, however I seem to be a bit unclear whether the downloaded EUR A0-FX historical data has been adjusted with DST or should I correct them manually one by one?

I've exported the EUR A0-FX historical data into csv, with 3 different timezones. Which one of these three has been corrected with DST?

1. Local Timezone (as I reside in Indonesia)
2. GMT (...is it similar with Universal Time?)
or
3. Exchange Timezone (BTW, the exported historical data seems to have the same timezone as GMT timezone. They're both similar. How could that be?)

Thank you.


Regards,
Wilson

[ScottJ]

Hi Wilson,

All data is stored in Universal Time (UT). The DST offset then occurs as you make a request from w/in eSignal based on your time zone preferences.

On the data issue, I see data on that symbol from 4/2/2007 so I'd try again. Next troubleshooting step would be to see where you are connecting and try to duplicate. Please call us if that's the case.

Thanks.

[wilson_t_t]

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

[ScottJ]

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.

[ScottJ]

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.

[wilson_t_t]

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