• A way for Matlab/Python to retrieve Historical Intraday Tick Data from eSignal
• A way for Matlab/Python to retrieve Real-time Intraday Tick Data from eSignal
I’m not sure if this project is even possible. eSignal used to have a feature call Desktop API in which Matlab natively support but it was discontinued after eSignal Software version 10.6. It is replaced by a feature call Qlink which allow Excel to retrieve data through DDE. I’ve explored using a middle man approach. Interactive Broker support API connection and it can feed on eSignal data, but it doesn’t work out too well (Delay, incomplete data, etc.)
The target system is
• Matlab 2016a
• Python 2.7.11 :: Anaconda 2.4.0 (64-bit)
• Windows 7 (64-bit) OS
• SPNativeAPI version R8.74 beta
• Do let me know how you are planning to approach the problem.
• You will be provided with an eSignal account to experiment with.
• I'll need all source code and they must be compilable on the target system.
• Please let me know rather you will provide a Matlab solution, Python solution, or both.