Data fields

[ayman]

Pardon me if this has been asked and answered before.

What are the data fields available in eSignal? I am particularly interested in futures and options "Contract High" and "Contract Low."

TIA,
Ayman

[ACM]

Ayman
You can find a list of all the available Data Fields in this article of the eSignal KnowledgeBase
Alex

Originally posted by ayman
Pardon me if this has been asked and answered before.

What are the data fields available in eSignal? I am particularly interested in futures and options "Contract High" and "Contract Low."

TIA,
Ayman

[ayman]

Great, Alexis. I knew if anybody provided those fields eSignal must!

++Ayman

[ayman]

Hi, Alexis.
It appears that the data fields page you referenced before, http://kb.esignalcentral.com/article...ticle=1496&p=1 has changed. It no longer has the names of all the data fields as one would enter them in a getValue() call.

Is there a new page listing the names?

Thanks,
Ayman

[ACM]

Ayman
Try running a search for getValue() in the EFS KnowledgeBase
Alex

[ayman]

I just did. No information on the vaious data fields one can retrieve. Your original reply to my question had such a page, but the page has since been changed.

Maybe it's easier to ask this question:
How do I get the contract high and low, via EFS, for a futures or option contract?

Thanks,
Ayman

[ACM]

Ayman
Since your original question was posted in the eSignal forum rather than the EFS forum I assumed that you were looking for the Data Fields available in a Quote, Detail, Portfolio, etc window. That is the information contained in the linked page and as far as I know it has not changed (someone from eSignal will be able to confirm this).
Anyhow with regards to the contract High and Low those data fields are not available in efs to my knowledge
Alex

[ayman]

I wish I saved the original page as a text file instead of bookmarking it. Maybe I'm mistaken but I remember seeing contract high and low in that page when you first replied, so it's disappointing that they are not available via EFS. I guess I'll have to settle for 52-week high and low then.

Thanks for your help. May I suggest that contract high and low become available in EFS. Technically they can differ from 52-week high and low.

Ayman

[ACM]

Ayman
As far as I can see Contract High/Low, HighDate/Low Date, etc are still listed at that link (see enclosed image taken from that page).
If you want to submit a suggestion send an email to [email protected] or click Customer Support-> Make A Suggestion in the main menu of eSignal
Alex

[ayman]

But, like you said, contract high and low are not available through EFS, so I cannot use them in my formula :-(

I said I was going to settle for 52-week high and low. Guess what? Neither are these available in EFS!

Why would eSignal provide data fields that are available in one avenue, e.g., DDE but not in another like EFS?

++Ayman

[ACM]

Ayman
That is a question you will need to redirect to someone at eSignal.
Anyhow you can easily compute the 52 week High and Low in efs by using the upperDonchian() and lowerDonchian() functions and passing a weekly interval using the inv() function.
For that matter you could also derive the contract High and Low by calculating it yourself in EFS. You would just need to make sure that in the Time Template you set the Weekly or Monthly interval to download as much data as is usually available for a contract.
Alex

[ayman]

Donchian was a great tip, Alexis. Thanks. I'll settle for this for now.

Ayman

P.S. Your link to upper Donchian gives a server error. The link to lower Donchian is fine.