Exporting excel from esignal

Discussion in 'Trading Software' started by simonee, Jan 1, 2006.

  1. simonee

    simonee

    Hello,

    Is it possible to only get the bid or ask executed trades (es) from esignal to excel?

    //Simon
     
  2. waiting on this answer myself
     
  3. skepticaltrader

    skepticaltrader Guest

    Are you guys talking abou this?
     
  4. skepticaltrader

    skepticaltrader Guest

    this!!
     
    • es.xls
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  5. skepticaltrader

    skepticaltrader Guest

    maybe this is what you meant.
     
  6. simonee

    simonee

    No, when you import the executed trades in a day or an hour (it doesn't matter),you get the trades that have been executed by sellers and buyers,I want to import the traders that only have been executed by sellers or by buyers.
     
  7. skepticaltrader

    skepticaltrader Guest

    The Time and Sales window doesn't have the info that you need?
     
  8. simonee

    simonee

    Yes , but you did understand what I was looking for?
     
  9. simonee

    simonee

    Yes it have, but if you want to summarize the sellers vs the buyers for five hours, days or even more it will be easier to use excel.
     
  10. JayF_eSignal

    JayF_eSignal eSignal

    To my knowledge, the easiest way to obtain the "Trades at Ask" and "Trades at Bid" is to export the whole data set using the Tick Downloader (Tools --> Tick Replay --> Tick Downloader), and then run some kind of VBA script on the data set to parse out the trades that were filled at the last best bid or ask.
     
    #10     Jan 3, 2006