Historical Bid / Ask Data?

[ippon]

Hello,

Is there a way to get historical bid / ask data in eSignal, specifically for currencies? I see the comments from the 2011 thread on the subject and apparently it was in the works back then, but I can't find anything since then.

To provide more detail, here is specifically what I'm looking for: I want to be able to get the historical bid prices for say EUR/USD, and also the historical ask prices for EUR/USD. Then I could get accurate backtesting results using EFS or feeding the data into a program like MultiCharts that has the capability of using separate bid/ask pricing.

Thanks

[eSignal_EricL]

Hi,

At this time, there is no way to get historical bid / ask data in eSignal for forex data.

Sincerely,

Eric

[ippon]

Thanks for the response. Is this being considered for future releases?

[ippon]

Also, I am not asking about bid/ask data for the eSignal composite symbol per say-- being able to get historical bid/ask data for the contributors would also be very helpful

[eSignal_EricL]

Hi,

To clarify, you can get historical bid/ask prices in the Time and Sales window going back 10 trading days, however it is not available for charts or EFS studies, There no plans to add this feature at this time.

If you want historical bid/ask data for a single contributor in the Time and Sales window, for example, the Euro with FXCM data only, you would use the symbol:
EUR@FXCM A0-FX.

Sincerely,

Eric

[ippon]

Okay, so if I was interested in charting instead of Time and Sales, there is no way to chart only the historical euro ask data, or only the historical euro bid data? (I don't need both together)

[eSignal_EricL]

Hi,

Correct.

Eric

[ladidalimey]

Is the Esignal historical data for FX bid data?

Is the Esignal historical intraday data for FX bid data?

Thanks.