Intraday Data in Past Seems Wrong

[JeffL]

I am using Qlink 3.1.0075 and eSignal 10.6.2425. The intraday data request for days in the past does not seem to be working. Here is my example:

This formula below always gives me 599.59 no matter what date I enter.

=RTD("esrtd",,"*H","GOOG","High","I60 [14:00-15:00]","11/1/11",)

The daily interval is working:

=RTD("esrtd",,"*H","GOOG","High","D","11/1/11",)

Thank you.

[eostrom]

QLink

I'm not sure what exactly that formula is trying to do. Please let me know if this works for you.

this is the syntax that should be used:

History Syntax

=RTD("ESRTD",,"*H", <Symbol>,<Field>,<Agg>,<Start>, <Index>)

*H - Denotes History Function

Symbol - Symbol

Field - Field Name

Possible Field Names:

Open
High
Low
Last
OpenInt
Volume
Symbol
BarTime

Agg - Data Interval/Aggregation

D - Daily

W - Weekly

M - Monthly

I<n> - Intraday with specific number of minutes

Start - Starting Date (Optional). Default is current day

Index - Offset from Current Day. Default is Zero. Number of Bars prior to Start Date/Current Day

* Start and Index are mutually exclusive.

[JeffL]

That is the format I used. What I'm trying to do here is get the 60 minute time period high. When I get it to work, I'll get the 60 minute intraday from 10-4 EST for High and Low by entering in six formulas each trading day, which will basically ignore the first 30 mins. of each market open).

"I60 [14:00-15:00]" is in the format your syntax describes -- in this example I was trying to get the high for 9:00-10:00 CST which is the correct offset from GMT. My issue is that no matter what date I enter the high price point is the same, in this case 599.59 which when I tried it yesterday happened to be the 9:00-10:00 CST high for 11/4 (which was the last trading day from that point in time).

Please copy in =RTD("esrtd",,"*H","GOOG","High","I60 [14:00-15:00]","11/1/11",) to your Excel and give it a try. Try changing the date 11/1/11 to something else and see if the number is the same. If you change the timeframe to say 15:00-16:00 then the value updates but not if you change the date. I need to get this data going back a few years so I need to use the date field not the bar count from current day.

Thanks!

[eostrom]

QLink

It looks like the issue with the format you are using might be that there isn't an offset figure put in. Can you try this?

=RTD("esrtd",,"*H","GOOG","High","I60 [15:00-16:00]","11/1/11",0)

Let me know if that works for you.

[JeffL]

I tried it but it did not fix the issue. Below are two I tried by adding the 0 offset. They both gave me a value of 610.5 which is the high value from today's trading session for GOOG (10-11 EST).


=RTD("esrtd",,"*H","GOOG","High","I60 [15:00-16:00]","11/1/11",0)

=RTD("esrtd",,"*H","GOOG","High","I60 [15:00-16:00]","10/18/11",0)

[eostrom]

have you tried adjusting the start and end time? I believe CST is -6 not -5

[JeffL]

Yes, I have tried many intraday timeframes and they all seem to work, but the issue is that the date entered into the formula never returns that date. It always returns the most recent day.

Thanks.

[eostrom]

QLink

According to our QLink developer this isn't a supported feature at this time. Jumping back to specific dates is only available on Daily, Weekly, and Monthly intervals. You can get back to 11/01/2011 if you offset it from today. Here is a work around that you can try and see if it works for you. This should calculate the offset based on a specific date and today's date

=RTD("esrtd",,"*H","GOOG","High","I60 [14:00-15:00]",,TODAY()-DateValue("11/1/11"))

[JeffL]

OK, makes sense that it does not work now. Work around does not work since offsets only go back so far -- I found about 80 bars. I may be able to use daily for some things. Hopefully this is something QLink can add in a later release.

Thanks.

[eostrom]

QLink

I've put in the request to have this added to a later release.