Data History Down Load into 2000i

[lameyering]

When downloading Bid and Ask 1 tick FX history data into 2000i the Ask data seems to be OK, dates and times correct. However, the Bid data doesn't match the Ask data for time and date. There are gaps of time in the Bid data and the start time of the BId data doesn't match with the Ask data.

We are using TS2000i build 5 - Esignal is used only as a data source.

This has been an onging problem however, the problems latest occurance is 10-3-04. The history download 1 tick for 10-3 has a data gap from apx 1900-2400. The Bid data starts again at midnight on 10-4 and looks good from then on.

The Ask data for 10-3 stats at 3:00pm as does the Bid data. However the Ask data has no gaps.

Thanks,
Larry

[ACM]

Larry
FWIW the data seems to be fine at my end.
The enclosed 10 min chart based on 1 Tick Ask Record (top) and 1 Tick Bid record (bottom) appears to be complete for 10/3 and 10/4 and the plots seems to match.
Alex

[lameyering]

Data History Down Load

Thank you for the very fast reply - we were able to spend most of Tuesday doing tests with TS and the E-Signal downloader. Some very interesting things were found. I will try to explain what we found with todays tests.

Setup - A clean load of TS-2000i Service Pack 5 was used along with a new download of the data downloader. We have access to several computers - all are running Windows XP Pro - tests later in the day were run on the other machines to verify our findings. We did not re-load TS nor the data downloader on these machines. All tests were on FX only. Dates used were 10-03 to 10-04. Only Tick data was downloaded.

Data downloader setup -- "Items to Download" - Forex checked
"History Settings" -- Ask Record - 1 Tick -- Bid Record - 1 Tick ---No other history. Bid - Ask only. (This turns out to be important.)

With only the Bid record checked the download showed up as Ask data when looked at by the "edit symbol - edit data" function in TS.

With only the Ask record checked the data seems to be downloading - the downloader shows records down loaded and the same number of records processed - however no data shows up in TS.

As we tried various things to change the parameters of the testing we added the "Trade Record" to the "History Settings" in the downloader. When this was done we could now download the Bid only or the Ask only or we could get both the Bid and the Ask. This was done WITHOUT checking the "Trade Record" box - just adding it to the "History Settings" had the affect.

One other anomaly popped up that we not able to duplicate - we had some 5700+ records show up in TS for 10-03 on the Bid and Ask data. This happened only once. I saved a screen shot of the TS "edit symbol" for the Bid and Ask data if you would like to see it.

Thanks,

Larry

[ACM]

Larry

...we added the "Trade Record" to the "History Settings" in the downloader. When this was done we could now download the Bid only or the Ask only or we could get both the Bid and the Ask. This was done WITHOUT checking the "Trade Record" box - just adding it to the "History Settings" had the affect

With regards to the issue you describe you can find that it is covered in this thread which deals with setting up FOREX symbols in TS2k with eSignal
Alex

[lameyering]

Thanks again for the fast reply -

If we would have known that this undocumented feature existed in the downloader it sure would have saved us a great deal of time and effort.

Just re-read the E-Signal ActiveX Plugin for TS2000i setup guide and instructions for use -- again did not see anything that would lead one to belive that the feature of not beng able to download data was dependent on having the trade record as an unused element in the history settings.

Thanks again,

Larry

[ACM]

Larry
With regards to the problem you mention it is not an undocumented feature as you suggest but a bug that was found after the Setup Guide was compiled. Furthermore as with many other programs a Setup Guide may not always deal with specific issues such as is this case of FOREX which has requirements that are somewhat different from those of other securities. That was the reason for my thread on FOREX alone.
Also at the very top of this forum you can find two "sticky" threads specifically New Plug-in for TS2000i - READ ME FIRST! and TS2000i Plug-in FAQ's - READ ME TOO! which provide information and links to the most common questions or issues exactly for the purpose of saving everybody's time and efforts. You may want to read through them.
Lastly FYI I do not work for eSignal but am a user like yourself trying to help you out.
Alex