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  • Link real time data to historical

    Hello,

    I currently have historical continuous backadjusted contracts in an ascii file (1 minute bars). Going forward, I want to link real time data from eSignal to this historical data. Is there a way to do this?

    For example, my historical data ends on 3/15/06. I plot this in Tradestation. Then on 3/16/06, eSignal real time data takes over and plots real time data.

    As I understand it, there is a way for the plugin to get historical data, but that will only allow you to build continuous contracts, not continuous backadjusted contracts. I also do not want to use eSignal's backadjusted tickers because my historical data is longer.

    Thanks.

  • #2
    shrek

    I currently have historical continuous backadjusted contracts in an ascii file (1 minute bars). Going forward, I want to link real time data from eSignal to this historical data. Is there a way to do this?
    You will not be able to do this using your ascii data file. You need to import that data in GlobalServer. To do this you will need an ascii->xpo data converter. TS Support offers several data conversion tools (I use their History Centre PRO and it works perfectly)

    As I understand it, there is a way for the plugin to get historical data, but that will only allow you to build continuous contracts, not continuous backadjusted contracts
    Back adjusting data is a function available in GlobalServer. So even if you were to download non-back adjusted data you could still back-adjust it using the appropriate tools in GlobalServer
    Alex

    Comment


    • #3
      Alexis, thanks for the quick reply.

      To import ASCII into Globalserver, can I just use File => Import Data => Ascii Format in Globalserver? The Globalserver help file says to do this. Or is purchasing the software necessary?

      How do you back adjust data in Globalserver? Heck if this works I may not need to do the first part. I'll just use the plugin to build continuous contracts, then use globalserver to backadjust them. I could not find anything in the help files.

      Thanks.


      Originally posted by Alexis C. Montenegro
      shrek



      You will not be able to do this using your ascii data file. You need to import that data in GlobalServer. To do this you will need an ascii->xpo data converter. TS Support offers several data conversion tools (I use their History Centre PRO and it works perfectly)



      Back adjusting data is a function available in GlobalServer. So even if you were to download non-back adjusted data you could still back-adjust it using the appropriate tools in GlobalServer
      Alex

      Comment


      • #4
        shrek
        TradeStation/GlobalServer can read intraday ascii files but it cannot import them. It can only import TradeStation's own formats (xpo and/or omz)
        With regards to back adjusting data in GlobalServer I believe we already discussed this in this thread which you may want to review
        Alex

        Comment


        • #5
          Alexis,

          I remember searching for the terms the last time we were on the thread, and I didn't find anything. I just searched again and went through 3 pages of results. Again, I did not find anything. If I search for "backadjusted", the only results are the posts from me.

          Nevertheless, I think I have an idea. Do you just use "modify data" in Globalserver for each symbol? I would very much appreciate it if you can give me a hint. Thanks.

          Originally posted by Alexis C. Montenegro
          shrek
          TradeStation/GlobalServer can read intraday ascii files but it cannot import them. It can only import TradeStation's own formats (xpo and/or omz)
          With regards to back adjusting data in GlobalServer I believe we already discussed this in this thread which you may want to review
          Alex

          Comment


          • #6
            shrek
            Yes you use the Modify Data function. FWIW this function is explained in the Help file under Data, working with which I believe is what I indicated you should search for
            Alex

            Comment

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