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Extended Histroy Download Tool Needed

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  • Extended Histroy Download Tool Needed

    Esignal Support,

    I am trying to get extended history for some of the stocks I trade a lot for testing purposes in another application. In the past, I used QCollector to download the maximum 120 days of intraday data per a symbol. Now with up to 12 years of data I would like to download several years of data for these stocks. Unfortunately, esignal has chosen not to let QCollector (or any 3rd party tools) download more than the usual 120 days. So, I am stuck with PAINFULLY scrolling through the minute data day by day in order to download the history I want to export.

    What I want to know is if you are going to allow 3rd party tools like QCollector access the extended history? If not, can you add a better export feature to esignal that would allow us to:

    1. Specify a symbol
    2. Specify begin and end dates of the data to export
    3. Provide several formatting options for the export
    4. Have automatically save to a user specified file
    5. Not require having to first load the data into a chart.

    The backend could quickly build a download package and stream the download to esignal app. Alternatively, the backend could build a download package and place it in a temporary location for the user to download from within the maintenace pages on the web. If esignal is worried about overwhelming the servers with requests for extended history, then maybe you limit exports of any extended history to some set number per a day.

    Hopefully you can make some changes to this service. Otherwise, it is not really usable in its current form.

    Tom
    Last edited by thomask9; 08-05-2009, 04:56 PM.

  • #2
    We put in place both a new server structure (one to handle near term requests and a backend server to deliver longer requests) plus we added a new protocol to retrieve the data. It's not so much that we aren't allowing 3p's to access it but rather chose not to disseminate the new code until we had released it for our own application and then monitored the results over a few months. I'm sure we'll address the issue of 3p's in the near future.

    Thanks.

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    • #3
      Data Issue with Extened History Export

      Side Note on Extended Data Export:

      Some of the data exported from esignal looks strange. I exported RIMM from 4/18/2005 to 8/5/2009 in minute format. All the records from 4/18/2005 to 8/20/2007 have prices with too many places after the decimal:

      08/20/07,15:53,78.84,78.84,78.62,78.686667,279906
      08/20/07,15:54,78.69,78.723333,78.503333,78.513333,37699 5
      08/20/07,15:55,78.51,78.52,78.37,78.46,267612
      08/20/07,15:56,78.473333,78.743333,78.456667,78.73,25877 7
      08/20/07,15:57,78.733333,78.746667,78.60,78.643333,22950 6
      08/20/07,15:58,78.65,78.683333,78.436667,78.52,333126
      08/20/07,15:59,78.52,78.666667,78.446667,78.64,398280
      08/20/07,16:00,78.636667,78.663333,78.57,78.57,271563

      From 8/21/2007 onward, the prices almost always have 2 digits after the decimal:

      08/05/09,15:56,79.80,79.89,79.76,79.89,66147
      08/05/09,15:57,79.89,79.89,79.79,79.83,66136
      08/05/09,15:58,79.83,79.88,79.81,79.83,74239
      08/05/09,15:59,79.85,79.90,79.77,79.86,71610
      08/05/09,16:00,79.81,79.87,79.80,79.87,49525

      Anyhow, I just thought I would point this out as it looks like a bug to me. I did not notice this in the export file until after I had closed esignal, so I do not know if the issue is in the data itself or the export.

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