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TS2ki Active X Plugin question

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  • TS2ki Active X Plugin question

    Hello,

    Was wondering what data field, in addition to the 'Symbol' name in GS the plugin uses to grab the corresponding data from esignals's servers.

    For example, i defined 'es z4' as an 'Index' on 'CME' for the GS fields 'Symbol', "Exchange Listed', and 'Category' respectively.

    But since 'es z4' is actually a Futures, it seems that the plugin doesn't look at the category field to download the matching symbol on esignal's servers.

    SO my question is, does the plugin only look at the symbol and exchange listed, or only on symbol, cusip, etc?

    Thanks
    Bing

  • #2
    Bing
    As far as I can tell only the symbol seems to be used. In fact one could assign a different Exchange altogether to the security (for example one could use UNDEF as the Exchange for ES Z4) and still be able to download the corresponding data. Where the Exchange seems to matter is in being able to download the data for the appropriate Session times and with the correct Offset from Local time
    Alex

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    • #3
      Hi Alex,

      Thanks for responding.

      The reason i asked was the following.... Perhaps you know of a better way to do this.

      In my GS portfolio contains over 13,000 stock symbols. I only track a handful of those stocks. But when i try downloading say daily data from esignal using the plugin, the plugin spends a fair amount of time gathering all the symbols to list for download. Because i only track a handful of them, i'm trying to streamline it a bit by taking these handful of stocks, placing them ONLY into a category not being used ie. UNDEF. That way when i select download from esignal for STOCKS in exchange UNDEF, the plugin doesn't have to parse +13000 plus symbols unncessarily.

      But you mention something about issues w.r.t Session times, and offset from local.. Not sure i understand. Is it because in GS, each exchange has it's own session times so that if i do group similar items into the same UNDEF exch. than i must ensure that all symbols trade during the same session times?

      Do you know of a way to get GS to create arbitrary exchanges ie. MYOWNEXCHANGE where i can define my own session times and group issues that i follow into MYOWNEXCHANGE rather than modifying the default exchanges that come preconfigured in GS?

      Thanks again,
      Bing

      Comment


      • #4
        Bing

        That way when i select download from esignal for STOCKS in exchange UNDEF, the plugin doesn't have to parse +13000 plus symbols unncessarily

        That will not really help IMO unless you edit the Available Exchanges list every time you run a download.
        The Plugin does not use the Exchange field as a filter, only the Category.

        But you mention something about issues w.r.t Session times, and offset from local.. Not sure i understand. Is it because in GS, each exchange has it's own session times so that if i do group similar items into the same UNDEF exch. than i must ensure that all symbols trade during the same session times?

        Each Exchange has a defined Offset from GMT which is what allows the program to store the data with the appropriate times and then chart it showing either Local or Exchange times (once you also set the Offset in TradeStation).
        You can obviously modify the Offset of an Exchange (as well as its default sessions) but then you need to ensure that every security that is assigned to that Exchange actually trades at those times.

        Do you know of a way to get GS to create arbitrary exchanges ie. MYOWNEXCHANGE where i can define my own session times and group issues that i follow into MYOWNEXCHANGE rather than modifying the default exchanges that come preconfigured in GS?

        I do not believe you can create your own Exchange. As far as I know you can only modify existing ones.
        Alex

        Comment

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