How to get long-range small interval data from eSignal Tick server? (9/25/06)

 

Although they may keep much longer range data on their servers for download, in order to lower the traffic load on their servers, eSignal Tick servers have control on how much days of data you can load from their Tick servers EACH LOAD.?For example, with eASCTrend 6.0 software, you may be able to load one week of 5-minute data for each load. But with the following steps, you can get 4 months of 5-minute data from eSignal Tick servers.

 

  1. You load 5-minute “ES #F?data from 5/19 to 5/25 by specifying the “first date?to ?/19/2006?and the “Last date?to ?/25/2006? (5/19/06 is as far as you can go for this example. Today is 9/25/2006. The first day will depend on the time you are loading the data. It will also depend on the symbol you use and the interval you use. This will be determined by eSignal service)
  2. After you have made the first load, you can save the data to a text file called “ES 519 to 525?(Click “File?and click “Output ASCII data file?. You can repeat step 1 and 2 to load the subsequent data, “ES 526 to 603? “ES 604 to 610? etc.
  3. You can use any text file editing software, e.g. NotePad software, to open those text files.
  4. You can highlight the data inside “ES 526 to 603?and right click to “copy? the data to the clipboard. Please note not to include the words (date, time, high, open, low, close, volume) in the title of the file. Just highlight and copy the data part only!
  5. Go to “ES 519 to 525?file window and append the data in the clipboard to “ES 519 to 525?file. (Put the cursor below the last line of the “ES 519 to 525?and paste the data.).
  6. Once you have the merged data, you can save the contents to a file called “ES 519 to 603? Please make sure that you have the file extension ?txt?
  7. Inside 6.0, please click the red “S?symbol window. Click “File?at the bottom of the interval column. Click “…?button to browse and locate “ES 519 to 603? Click ok once you locate the merged file.
  8. You can use the above-mentioned steps to merge date all the way from 5/25/06 to 9/23/2006. You can use the data for VPT (Virtual Paper Trade) or Back Testing.

 

Please note if your “Last Date?setting inside “S?window is today, as time goes by, the eASCTrend 6.0 will update the “Last Date?to today’s date automatically. Due to the eSignal each load data range control, the first date on the CHART will also move forward as the “Last Date?moves forward. The “Last Date?inside “S?will not necessarily move forward. This will protect eSignal servers from being oversubscribed by application software. But this will in no way impact the trading signal generation and accuracy.