Merging intra day data from 2 different vendors

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Merging intra day data from 2 different vendors

Postby momentum » 04 May 2006

I have DAX futures data from eSignal that has gaps in it as eSignal must have been down. I have the data from IB that could fill in the missing data. What do I do? Of course the sysmbols are different as each vendor has his own.

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Alex Kramer
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Postby Alex Kramer » 05 May 2006

There is a way to use the other datafeed for closing gaps: you take the symbol, rename it to the IB name, reassign IB as ther data vendor, open it in On-Demand mode, make sure the gaps are filled and then restore the symbol's settings.
Make sure to back up your databases first, this is a non-standard trick.

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