eSignal 10.6 - Time and Quote Window
The Time and Quotes Window is similar to the Time and Sales except it only shows quotes. You can open the time & Quote window by going to File=>New=>Time & Quotes
This field can have a specific date or a number to indicate number of days back from the current day.
This new field allows you to quickly hop back to a specific day within the 30-day limit. There are 3 methods to specify which day you want to access:
1. Type in the number of days you wish to go back
2. Type in the exact date you wish to jump to
3. Utilize the calendar drop-down menu to pick a day. (be sure to hit enter after you've selected the day you want).
Lists a starting time for search, which will give all data from then up to current time.
This field allows you to specify the start time for the needed data. This is most helpful when researching a contested order or fill, and you know the approximate time that you need to start looking from.
Gives all data within a range for the specific day/time filters used or will search for a specific price.
The Price/Range field is a quick filter to scan for a particular quote or range of quotes. If you need the Time & Quotes to display all the items at one quote, just type that one price in and hit Enter. If you need a range of prices, then type in the minimum price first followed by a dash, and then the maximum price, followed by Enter. You can also use > and < characters to indicate a criteria for result up to a specific price or greater than a specific price.
Time and Quotes Right-click Menu
The Filters Window, accessed via a right-click, contains more filtering capabilities that can be applied to Time & Quotes data. Just as you could with the Price/Range field on the main screen, you can also apply the same filters from the Minimum and Maximum area. You can also filter the quotes by exchange. For instance, if you're looking at a listed stock and only wish to see quotes from the NYSE, then put check mark in the Only Quote Exchanges, and then type in NYSE into the corresponding field (Several exchanges can be entered by separating each with a space).
The Search Window accessed via a right-click contains more filtering capabilities that can be applied to the Time & Quotes data. It looks very similar to the Filters Window, the main difference being that once all the criteria have been entered, and the Search button is clicked, a static Time and Quotes Window will pop-up with the results of your search. One other additional feature of the Search Window is the ability to specify the exact days and time for your search. Just put a check in the Date/Time box, click in the Begin and End boxes, and either type in the dates and times you need, or select them from the drop-down boxes.
The Dynamic toggle, which is accessed through the menu bar, Time & Quotes options, triggers the real-time streaming data on and off into the Time & Quotes Window. Turning this toggle off can be handy if you wish to stop the flow of data while looking at the Time & Quotes data in more detail or you want to conserve resources.
This feature allows you to select which columns you'd like to have displayed in your Time & Quotes Window. You can either edit the Short Columns view or the Long Columns view and also change the alignment of the data within the columns.
There is a new BBO View (Best Bid and Offer) under Properties for the Time and Quotes Window. (See View drop-down in the bottom left of dialog box) This is designed to allow you to see the current Best Bid and Offer (BBO) quote for every trade. It's most useful when using the Price/Range filter.
The Time & Quotes window allows to export data that can be saved as a 'Comma Separated Value' (.csv) that can be converted into an Excel* file. To Export data from a Time & Quote window, right click the mouse inside the window, then click 'Export' in the drop down menu.
A window called "Export to File" will open, you can uncheck the fields that are not needed, then click OK. It will open the Save As window saving the file as a .csv type.