export of bonds in fractions instead of decimals

[hippocampus]

Last week I raised the following question with the technical support ('[email protected]') but have not received an answer:

I exported ZN #F and saved it as CSV to use in excel. Unfortunately it exports it in fractions. So it would show 108015 instead of 108.0469. it takes the 1.5 32nds and just adds it to the 108.

Is it intended that way? If yes, it makes no sense because you cannot use the data for further manipulation excel or other programs.

Have users come across this issue?

[ACM]

hippocampus
I personally use a stand alone downloader (QCollector Pro for eSignal) to retrieve the data. This allows me not only to download in any format I may want but also to have the local data files updated automatically by the downloader.
If you plan to maintain a local database then that is the solution I would suggest.

If instead you want to do an occasional download and you want the Treasuries converted to a format you can use in Excel then run the attached efs on a Bonds or Notes chart. The efs will return the prices converted to decimals in the Cursor Window and will also make them available to the Data Export Tool (see following images)
Alex

[hippocampus]

Thank you for the efs! It worked fine.

I guess, I will still get another data provider to receive back-adjusted continuous contracts. Or do you also back-adjust the data yourself?

Is it possible to load external data into eSignal (e.g. CSI)?

[ACM]

hippocampus
No I don't back adjust any of my continuous contracts stored locally. Yes I am a futures only trader and yes I am aware of all the literature on the subject, never the less I still do not subscribe to that theory.
Irrespective if I wanted I could very easily do it locally in a number of ways.
As to loading external data in eSignal it is not possible to use it in lieu of the data feed if that is what you are asking.
Alex

[hippocampus]

The best way would be to backtest on every single current contract historically and incorporate the roll into the backtest.

Are you using the continuous contract that way and roll your position at the roll-over point that eSignal uses (you would have to close the contract at the close before the roll and re-open the next opening).

Or how else do you handle the gaps?

[ACM]

The attached revision of the efs fixes an error that occurred when Bonds or Notes prices were less than 100.
Alex

[Zig]

Hi

Reactivating this tread as i need something similar.

I am autotrading using a 3rd party sw + esignal as a data provider. That sw can not handle fractals like those of ZN #F. Is there a way to convert the incoming realtime data to decimals, before it goes through my 3rd party data adapter and reaches the sw? The efs doesnt help in this case and a special symbol, that translates fractals to decimals, doesnt exist. I found out about the data managers symbol manager, where it is possible to click "Decimal Display" and that would do the trick. How can i feed that decimalized data to my sw?

I have made a translation-list but couldnt build something usefull of it.

0.015625 = 0.005
0.031250 = 0.010
0.046875 = 0.015
0.062500 = 0.020
0.078125 = 0.025
0.093750 = 0.030
0.109375 = 0.035
0,125000 = 0.040
0.140625 = 0.045
0.156250 = 0.050
0.171875 = 0.055
0.187500 = 0.060
0.203125 = 0.065
0.218750 = 0.070
0.234375 = 0.075
0.250000 = 0.080
0.265625 = 0.085
0.281250 = 0.090
0.296875 = 0.095
0.312500 = 0.100
0.328125 = 0.105
0.343750 = 0.110
0.359375 = 0.115
0.375000 = 0.120
0.390625 = 0.125
0.406250 = 0.130
0.421875 = 0.135
0.437500 = 0.140
0.453125 = 0.145
0.468750 = 0.150
0.484375 = 0.155
0.500000 = 0.160
0.515625 = 0.165
0.531250 = 0.170
0.546875 = 0.175
0.562500 = 0.180
0.578125 = 0.185
0.593750 = 0.190
0.609375 = 0.195
0.625000 = 0.200
0.640625 = 0.205
0.656250 = 0.210
0.671875 = 0.215
0.687500 = 0.220
0.703125 = 0.225
0.718750 = 0.230
0.734375 = 0.235
0.750000 = 0.240
0.765625 = 0.245
0.781250 = 0.250
0.796875 = 0.255
0.812500 = 0.260
0.828125 = 0.265
0.843750 = 0.270
0.859375 = 0.275
0.875000 = 0.280
0.890625 = 0.285
0.906250 = 0.290
0.921875 = 0.295
0.937500 = 0.300
0.953125 = 0.305
0.968750 = 0.310
0.984375 = 0.315
1.000000 = 0.000

[eSignal_JasonK]

Hello Zig,

EFS sees these prices in decimal form by default. To see the decimalized equivalent visually in the cursor window, try returning the price as a string like below. The Advanced Chart normally converts the return series back to 'fractals' for display purposes on the chart when the values are returned as numbers. Let me know if this helps.

function main() {
    return close(0)+"";
} 

[Zig]

Thanks

I only use the data manager + 3rd party sw ( Wealth Lab ). Esignal itself isnt used at all.

So decimal is default that is delivered from the exange or at least what data manager puts out?

When loading ZN #F in WL it displays decimals because the problem with WL is, that it cant display fractals and i thought it was translating fractals comming from data manager.
As my ZN in WL crashes every 30 minutes i thought it could have to do with faulty translation on WLs side.

[eSignal_JasonK]

Hello Zig,

You may want to contact Wealth-Lab Support regarding this issue.