eSignal (or other data provider for US + EUROPEAN data)
Author: hlh
Creation Date: 7/7/2011 9:39 AM
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hlh

#1
Being in search of a data provider which would offer US (S&P500, ...) and European (mainly XETRA: DAX, MDAX, ...) live data, or to be correct a provider which would provide somehow EOD data for the required indices right after the close of the respective exchanges I was not really successful.

eSignal offers European data too, but if I did not miss it, there is no eSignal provider in WL6.2 (yet), correct? I remember there was once the announcement in 2009 or so that it would come, but I guess it did not.

Is there any other of the natively in WL supported providers able to deliver the data I need, or two of them (one for the US which is probably not that big problem, and one for XETRA)?

Or what provider(s) in such would be recommended, including the option for an API to write the (EOD) data into ASCII files or SQL database which WL then could use?

Thanks for any ideas/hints!
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Eugene

#2
There is no eSignal provider yet, but we hope that the wait is not too long. It has been built and in beta stage right now (IQFeed x64 too).
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Eugene

#3
Important

The 64-bit IQFeed provider will be out after IQFeed releases IQFeed client version 4.8.
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TCust

#4
Eugene Hello

ESignal open datafeed connection in ESignal on Deman for 3rd software

This is good for more trader's and low cost, and have all stock and futures exchange.

Please create ESignal stream adapter x32 and x64, this is very perspective.

I change IQFeed on ESignal RT, need European stock exchange.
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Eugene

#5
Sorry for the delays Anatoly, but I'm not in charge of the eSignal provider.
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TCust

#6
Ok
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abegy

#7
Do you have news for this data provider that now IQFeed client has been released ?
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Eugene

#8
There's a (highest priority) project the MS123 team has been working on. While it's in the making, everything else (including eSignal) is automatically getting a low priority or is delayed. We'll get back to eSignal provider development at some point later this year.
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abegy

#9
Eugene, do you know if we can expect esignal data connector for the end of this year ?
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Eugene

#10
Sorry, it can't be expected - as well as Reports-Lab, Market Replay, IB provider (for example).

On the bright side, this Fall can be expected: Wealth-Lab 6.4 and a new service by MS123 on our redesigned website.
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abegy

#11
Eugene, do you have news now regarding the requested extensions (IB, eSignal, Reports-Lab and Market Replay) ?
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Eugene

#12
Everything is deferred.
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Rebelion

#13
Eugene, no changes? Will eSignal provider be created soon (or created in principle)?
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Eugene

#14
Sorry, it won't be created anytime soon. Recently, eSignal has discontinued their age-old, 32-bit only COM "Desktop API", and we wouldn't continue development for the deprecated API. We need time to explore other available APIs.
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Rebelion

#15
Too bad, guys. I've asked them for Market Data API, but not sure I'll get it soon...
What's another global data provider could you advise to me? Is IQFeed a good data provider with working well provider module for Wealth-Lab?

Thank you.
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Eugene

#16
The IQFeed provider is a robust, fast, and supported option for working with (mostly) U.S. data in 64-bit and 32-bit Wealth-Lab.
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Rebelion

#17
And the last question, Eugene, - will you plan to realize tick data in the IQFeed data provider?
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Eugene

#18
Not sure if it makes great sense: high frequency (tick and second-based) data are not supported in the Strategy Monitor anyway.
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Rebelion

#19
I think, I needs cause I use tick data for creating my own candles, for example, and my own program for collecting signals and parameters. :(
It will be great to see tick support in this module, cause IQFeed grants this data for users...
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Eugene

#20
When time permits, support for tick/second data may be added to IQFeed. No timeline at the moment though.
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Rebelion

#21
Ehhh... I'll wait. :) Anyway, there is no free IQFeed API documentation avalible now...
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abegy

#22
Hi Eugene,
Do you have news regarding eSignal extension ? When I look on the website, there is a specific API available now : http://www.esignal.com/development-tools/consolidated-data-feed-API.aspx?tc=
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Eugene

#23
Hi Alexandre,

No idea what the consolidated feed is but I was genuinely interested in their XML/JSON API when I heard that it must be available. It sounded promising because it's platform-independent i.e. doesn't rely on COM and thereby should be supported in 64-bit WL6. A form has been submitted in early May but I haven't heard from eSignal ever since.
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abegy

#24
Have you requested again the specification ? Did you try to take contact with the commercial team ? When you look on their website, they have "official 3rd party partners'. It's mean that they are interesting to develop this type of interface :-)

Sorry to ask again for it but now with their new products (eSignal OnDemand), this is the best value for data feed,
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Eugene

#25
Yes we did, waiting for their reply re: consolidated API.

What does that eSignal On Demand has to offer a developer in terms of end-user API?
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abegy

#26
For 431$ per year only; you can download data for more than 100 exchanges all around the world with Futures, Forex, Index, ETF and Equities !
Moreover, data are available in EOD just 15 mins after the market is closed. The last point is that the subscription allows you to download also extended intraday data (12 years of minutes bars for US exchanges) and give you delayed quotes without limitations.

You have also the possibility to add fundamentals data package. For all those reasons, .I'm very interesting to have the connector to wealth-Lab.

As it is wrtting in the product page, eSignal OnDemand is compatible with 3th party... I hope, you can understand why this is a very nice extension to have with Wealthlab

The API for eSignal OnDemand is the same as for the others eSignal product. I see that the opensource prioject Tradelink has a connector with this data provider. Maybe, you can find what you are looking for
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Eugene

#27
Two weeks have passed by since our latest inquiry, and the only outcome is the birth of a new lightbulb joke:

Question: How many eSignal sales persons does it take to answer a basic question: "who pays for API usage" or "what on earth does it cost"?
Answer: Three, but they will NOT help.

The only "help" of the three salespersons so far was in having bothered us to death with maieutics, trying to find out our contact details, and to make us fill out a questionnaire in Excel (!). I suspect that this consolidated API is a kind of API for vendors who pay to retransmit the data. If my suspicion is true, we're not interested.
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abegy

#28
Did you try a live tchat ?
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Eugene

#29
In 21st century, stuff like price structure is usually made available publicly on the internet. Being a developer, I am looking to evaluate something unambiguous and readily available w/o having to waste time interacting with the bureaucracy. So the answer is no, I'm not interested in chatting, calling, talking, skyping, SMS'ing, or faxing. If you have something that could help that, your assistance is appreciated.
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abegy

#30
I will try also on my side. Can you try to contact the technical support by emailing to
CODE:
Please log in to see this code.
?
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abegy

#31
Hi Eugene,
I had a live chat with someone in the commercial staff. He told me that this is not possible for an individual trader to request the technical documentations. Sorry to not be able to help you more.

On your side, did you take contact with the technical support ?

But I find some documentations on the website : http://share.esignal.com/download.jsp?groupid=185&folder=Windows%20API%20Info&file=Windows_API_Symbol_Linking.pdf and http://share.esignal.com/download.jsp?groupid=185&folder=Windows%20API%20Info&file=WinAPILinking.zip
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abegy

#32
Just for your information, after investigation, I confirm you that the opensource projet Tradelink is using the documentation given in the link in my previous post
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Eugene

#33
Thank you but this is VC++ API. As we do not develop in C++, we're not interested in it. Since a pure .NET API (64-bit) does not appear to be available, we started looking for a platform-independent alternative such as JSON or XML API. The rest you already know.

As to TradeLink, I peeked inside the source code for its EsignalServer. Unfortunately, it is based on a COM interop library by eSignal: Interop.IESignal.dll which is the discontinued Desktop API that we will not support.
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Eugene

#34
QUOTE:
When time permits, support for tick/second data may be added to IQFeed. No timeline at the moment though.


Starting from v1.4.0, IQFeed provider now supports Second bar scale (but not ticks).