Anvil to Lightspeed HELP!!!

Discussion in 'Trading Software' started by DontTouchJimmy, Jan 29, 2011.

  1. Well, I knew it was coming, but now its finally here. I have to move from Anvil to Lightspeed.
    For me, one of the things I value most in Anvil is their market sorters that allow me to capture market data each day to use for my backtesting. Lightspeed does not have market sorters.
    In Anvil, with one click, I can copy data for EVERY stock in the market and paste it into Excel, including among other things:
    -the last price
    -the bid and ask
    -the time of the last print
    -the net change for the day
    -the percentage change for the day
    -the order imbalance (if there is one)
    -the time of the order imbalance
    -yesterday's exchange* closing price
    -today's exchange* opening price
    -the high and low for every stock since the open up to that point
    -the current day's exchange* closing price
    *not the "consolidated price" that yahoo, eoddata, and a whole bunch of others provide, which is useless for backtesting
    I primarily use this for analyzing/backtesting opening and closing strategies.
    Do any other Anvil users make use of this data. If so, do you know of any other resource that has the same or similar data that we can use when Anvil goes away?

  2. LSLT


    i think Laser does.