The primary tool for exporting data from eSignal is the Data Export utility.
Data Export is a feature that will allow you to take the result of your data and export it into a tabular format for use with another application. 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 a Chart Window > choose Tabular Mode > Right-Click within the Tabular Chart > choose Data Export. The Data Export screen appears with data displayed in columns. Note that the Data Export tool can be used in other tools as well, like the Watchlist and Time & Sales.
2) Uncheck the boxes in the columns of data that are not needed. Save as a CSV file.
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 eSignal software.
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 aftermarket) and general market volatility. Each example below assumes one days’ worth of ticks, downloaded at the end of a 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.
Example:
Comparing data on ES #F and ES Z24 (December Contract). If you exported data for all of November on both symbols, the data for ES #F and ES Z24 should match 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 U24 (September contract).
Other Data Export options
You can also use ICE XL to export data into Excel.
Importing Data into eSignal
eSignal is currently set-up as a closed system in terms of the data. You cannot use alternative data sources to import data into an eSignal chart or any other component of the program.