Best Way to collect T&S

Discussion in 'Trading Software' started by TraderE, Jun 18, 2007.

  1. TraderE


    Hi, All

    I am trieing to create an application to collect time and sales data using esignal feed. Tried using DDE but not sure how to get a real time connection with the server using request function. Know it can be done but can't find guide for using network dde.

    Also, looked into esig api, but do not think it is supposed to connect to time and sales in this way.

    Looked into neoticker seems they can do what I want to collect the T&S data and use their language to create real-time formulas for using the T&S data.

    Any help with which is the best approach would appreciated! :confused: :D
  2. volcano


    I've done some research into this as well, and the ActiveX Desktop API by eSignal should be able to do it. They have a TAS filter that can grab all time and sales prints. Since you can use their API in visual basic or C, you can just dump the data whatever way you want. The SAD part about this is they will charge you a monthly fee to use their API. If you're already paying for the real time/LEVEL2 data, it's stupid IMO to charge you additional for a tool to work on top of that.

    I have since stopped looking into this because my end goal was to use it in filter apps. I have found some apps that can do the filters I want w/o using realtime TAS data.