getting historical price data from eSignal into Excel

Discussion in 'Data Sets and Feeds' started by Gordon Gekko, Apr 13, 2003.

  1. I know eSignal has some recent historical data available to download. I know this because I've been using Wealth-Lab and it can connect to eSignal and download some recent data.

    What I want to do is download a few recent days worth of OHLC data (like Wealth-Lab does) and then get it into Excel so that I can do calculations on it.

    How do I connect to eSignal's data and get what I want in a format that can be put into Excel? Specifically, I'm wondering how I connect to eSignal and specify the symbol, period of bars, and number of bars I want to download.

  2. eSignal Support

    eSignal Support eSignal

    With our existing DDE toolset, you can only get the current quotes from eSignal into Excel. Our DDE links do not talk directly to either our tick or history servers for historical data.

    You can, however, use the Data Export function that was introduced in ver 7.1 to download data w/in an Advanced Chart and then export that data to a csv format or to your clipboard.

    Here are a few Data Export FAQ's for further information.

  3. That's kewl; I never noticed that. Thank you..
  4. I am working with the API that allows access to the historical data
  5. Elaborate, please.
  6. If you know how to program, I have seen an Application Programming Interface that allows you to get historical info (intra and inter-day) into another program such as Excel.

    I am working on this right now in a transition from AT Financial to eSignal.

  7. Gordon -

    I use Qcollector that can pull historical data from esignal and save it in MetStock or comma-delimited (Excel-compatible) formats
  8. This might be asking a lot, but here's an example of what I want to do:

    Say I'm working with 1 minute bars. Now say I want the closing price of every day's 10:00 AM bar for the last 5 days. <-- just an example.

    I know I can use eSignal's data export to do this, but I'm wondering if there's another way to do it. I would LOVE it if I could somehow put some info into Excel to specify what data I want and then have Excel connect to eSignal and retrieve it.

    Like I said, I know this may be asking a lot, but does anyone know a way to do what I want? It must be possible to connect to eSignal's historical data since Wealth-Lab can do it.

  9. BTW, here is why I don't want to use data export in eSignal:

    In order for the data to show up in the data export window, it has to be on the chart. But to use part of my previous example, say I want the last 15 closing prices of the 11:00 AM bar. Before I go to data export, I have to go back in time on the chart first, so that the older data is retrieved. This is pretty time consuming.

    Then, even if I do get all the data I want on a chart, when I go to data export, I have to scroll back through lines and lines and select each piece of data that I want. This all just seems pretty unnecessary to me.

    If I'm selecting the exact same pieces of data each day, it would seem that I could somehow enter into Excel what to retrieve and then have it do it for me.
  10. I have seen the system do all that you are referring to and it will probably be released by summer... my very unofficial guesstimation.
    #10     Apr 29, 2003