Bid/Ask IS available on esignal “TICK CHARTS” (10 days of history), but NOT on esignal X minute “INTERVAL CHARTS” (3 months of data).
Now we could build X minute charts by reading the tick data. However, on some connections it would take a couple of minutes to download a day’s worth of ticks versus a few seconds to download a days worth of minute bars. Quote.com has a similar situation.
So essentially, we could add bid/ask in the future if we downloaded tick history instead of downloading X minute bars. However you would lose the amount of history you could download, and 10 days just isn’t enough for robust models. Also,it would take a ton of time to download all the ticks for many people. Nevertheless, we will continue to look at the possibilities.