Esignal Back fill in excel ?

Discussion in 'Trading Software' started by simsim, Nov 9, 2005.

  1. simsim


    Esignal provides a Sample Excel workbook that can acces the realtime data.

    I need to get backfill (1, Min, 5, min, 30, 60 min) and end of day data in excel.

    How can I do that, any help or pointers for solving this problem is appreciated.

  2. I’ve played around with the eSignal/Excel DDE interface. It definitely works for realtime data (displaying O, H, L, C, V, etc.). Each data cell in Excel gets updated when the value changes (similar to streaming data). After the market closes the values appear to be EOD.

    Their documentation says that the interface can’t access their historical servers (is that what you mean by “backfill”). It may be possible to write some Excel macro (or VB) to save the data in realtime to create historical data; but you will have to be online all day and every day to build up a library.
  3. JayF_eSignal

    JayF_eSignal eSignal

    The DDE feature in eSignal does not support backfill, however the next step up in our API ladder is the Desktop API. This API uses ActiveX to interface with eSignal, and does include the capability of accessing historical back-fill data. For more information, please visit this page.
  4. simsim


    Basically what I need is that when I start my excel, I need the back fill for the day, and previous day. I am getting the data from the point I load the excel sheet.

    Thanks Jay for the Link, I will look at the site and if it can be done in VB then definitely I can develop some thing in excel using VB.

    I see there is sample code provided on the site.

  5. Note One...
    Before anyone decides to work with eSig's DesktopAPI read their DesktopAPI coder forum for the last two years to see what can and cannot be done (without a lot of work or a lot of problems) using their DesktopAPI component...

    One of our partners was able to work with the DesktopAPI and get historical data just fine but neither he nor we could get the T&Sales code to work with the T&Sales server at all... what came out was junk... (June 2004 to Oct 2004)

    due your upFront dilligence on eSig's DesktopAPI very carefully otherwise you may spend WEEKS accomplishing nothing...

    You can get tick data from TickData or someone else and convert it to your minute timeframes... then import it into Access Dbase or some Dbase you are familar with and then access or pull it into excel using ODBC... that is the route i would a possible solution...

    then you are gonna need a good charting component or know how to code the excel chart object....

    break a leg...



    If You Have The Vision We Have The Code:cool:
  6. simsim


    Esignal is charging 20/month and 195$ for activation of Active X API, this is on top of what ever the data and excahnge fees we pay.

    Isnt that a rippoff