Develop and test a .efs file (eSignal Formula Script) to export continually three data sets in .csv files to a local directory.
Must use eSignal formula script module for http://www.esignal.com/ main product at last version 10.6 or 11.2
1. Given an STOCK SYMBOL array, export to a local directory a data set with (open, mix, max, volume, close) values per day. This script will run only when the market is closed. Each .csv file per stock symbol named as [stock_historical.<lastday>].csv
. Each record per day. As attached here in this job post: 1st.script.historical.dataset.csv . Last 2 years period.
2. Given an STOCK SYMBOL array, export to a local directory a data set with (open, mix, max, volume, close) values per intraday, minute by minute. This script will run when the market is closed also. Each .csv file per stock symbol named as [stock_intraday.<lastday>].csv
. Each record per minute. As attached in this job post: 2nd.script.intraday.dataset.csv. Last 03 days period.
3. Given an STOCK SYMBOL array, export to a local directory a data set with values (Date, Time, Exg, Price, Size, Bid, Bid Exg, Ask, Ask Exg, Sizes, Condition) values per intraday, minute by minute. This script will run when the market is closed also. All values are presented in Time and Sales Analysis a eSignal.
Each .csv file per stock symbol named as [stock_intraday.<lastday>].csv
. Each record per minute. As attached in this job post: 2nd.script.intraday.dataset.csv. Last 03 days period.