Missing chart bars

[snovotny]

I do a lot of work in Excel, by using data export to csv files (Tools>>Data Export). Specifically, I like to look at synthetic forex cross pairs. However, when I do this I immediately discover that I have a VARIABLE number of records, for different pairs/contracts, even though the charts started and ended at the same time, and are the same bar intervals.

For example, I just downloaded four different futures contracts, with 1min bar intervals, for 120 days back (start and end dates/times are the same), and here's what I got:

6E #F: 145098 records
6S #F: 102245 records
6B #F: 120527 records
6J #F: 137536 records

When I examine them, I see that many "bars" (i.e., 1 minute intervals) are simply skipped--I'm assuming because no trade occurred during that minute.

That's useful for charting/indicator purporses, but for what I need it causes a MESS, that I have to make quite a bit of programming work in excel to rectify.

Is there any way to get esignal to spit out ALL 1min bar intervals on a 1min chart, even if the only "data" it contains is the LAST trade price, even if it was an hour ago? I know I've done this in TradeStation a long time ago--but I can't find any functionality for that in esignal.

Thanks!

[buhrmaster]

I don't think eSignal will provide data the way you want but it is super simple to clean up the data in Excel without VBA coding (works best in Excel 2007 because of the row count). Let me know if you want to know how.

BTW, you should know that, because you used #F for the contract symbol, that you are going to get price jumps at rollover that will affect adversely any time series work.

[snovotny]

Thanks. Sent you a PM.

Jumps at rollover aren't much of a problem for the types of analysis I do.