eSignal 10.6 - Exporting and Importing Data

ICE Data Services -

eSignal - Exporting and Importing Data

The primary tool for exporting data from eSignal is the Data Export utility within Advanced Charting.
Data Export is a feature that will allow you to take the result of your chart and export it into a tabular format for use with another application. In order to access this feature right-click in an Advanced chart, choose Tools, then choose Data Export. You will see the Data Export screen, which will display each part of the data that is in your chart in columns. It is color-coded to match the colors of the information on your chart. If there is a particular column of data that you would not like to export simply uncheck the box at the top its corresponding column.

1) Right Click within an Advanced Chart window > choose Tools > choose Data Export. The Data Export screen appears with data displayed in columns.
2) Uncheck the boxes in the columns of data that are not needed. Save as a CSV file, a HTML file, or COPY the data export into the Window's clipboard to be used in a program of the user's choice.

Data Export Forms
There are many forms that you can export the data to. Locate the three buttons at the bottom of the data export window. The left-most button is labeled Save As Text, which saves your data into a comma separated text (csv) file (ascii format). The next button is labeled Save As HTML, which saves your data into a HTML file so that you can view it in a web browser window. The third button is labeled Copy to Clipboard, which copies all the data to your computer's clipboard, thus allowing you to paste it into another program of your choice.

How do I change the color of the data in the Data Export window?
The colors are identical to the colors of items in your Advanced Chart. If you change the color in the Advanced Chart then go back into the Data Export window, you will see the new color settings.

How much data is downloaded with the Data Export tool?
The amount of data you'll download varies by the symbol you choose, the time of day you access our servers ( meaning intraday or after market ) and general market volatility. Each example below assumes one days worth of ticks, downloaded at the end of a fairly typical trading day. You can use these as a guide to compare to the symbols you are tracking.

Heavily Traded Example Active Emini Contract 11MB
Medium Traded Example NYSE Stock GE 3.2MB
Lightly Traded Example NYSE Stock ZLC 480K

Continuous Contracts vs. Active Month Contracts
In most cases the data should match very closely. When it does not, it's most likely that you are collecting data on #F ACROSS the rollover period. Meaning that some of the data is from the current contract and the rest of the data is from the previous contract.

Comparing data on ES #F and ES Z5 (December contract). If you exported data for all of November on both symbols, the data for ES #F and ES Z5 should match pretty close. If you then try to capture data from September through November on both symbols, you'd likely find differences in the data in early-mid September, since the #F symbol is still tracking ES U5 (September contract).

Other Data Export options

You can download tick data via the Tick Replay/Downloader tool. Please see the related article on Tick Replay for more information.

You can also use DDE links to save data into Excel or other DDE-support applications. Please see the related article on DDE for more information.

Lastly, you may want to research the use of a third party application to handle exporting and managing data from eSignal. Good choice to look at is QCollector.

Importing Data into eSignal

eSignal is currently set-up as a closed system in terms of the data. You can not use alternative data sources to import data into an eSignal chart or any other component of the program. The ability to allow the import of other data into eSignal is on the eSignal Development List (EDL) but not currently scheduled.