My firm has access to tick by tick data in the US markets and we would like to install a charting/pattern-recognition software that uses our data feed. What I have discovered so far are applications like Tradestation which provides its own data. This is not ideal, I would prefer using my live information and overlay chart analysis. Does anyone know any software that accomplishes this goal? If not, any recommendations on how to create the solution? Thank you, Ben
Is this a proprietary datafeed with some in-house protocol? If yes, its likely that you need a software that supports the development of dataconnections by the end-user. There are a few. For example Neoticker. It has a SDK that enables you to develop your own data- as well as execution-connections. Its not that trivial if done right, and should be done by someone who knows what he is doing. Neoticker people can do it for a fee, if im not mistaken.
It is a proprietary feed directly from the exchanges. Thank you very much for the Neoticker reference. Is that the best product available? I'm even having trouble getting a list of similar software programs..
you may wish to check out tradelink. tradelink is : * open source since 2008 * tick by tick * supports most discretionary and algorithmic trading strategies * includes charting component * includes an appkit SDK for unbundling of any components into your own platforms/products * platform applications are also open source and serve as examples * active developer community of ~500 users * 20k+ installs for more info google tradelink project or tradelink.org
Bscully, try these links... http://www.multicharts.com/multicharts/labeling/ http://www.multicharts.com/trading-system-development/ http://www.multicharts.com/multicharts/sdk/
If you are looking for software that will use your feed in realtime then you'll have to contact the software provider to build an adapter for you. This is not cheap but if you have a custom feed from the exchanges chances are the cost will be chump change for you. Multicharts is the first one that comes to mind. Amibroker MAY have an api of some kind but I'm not sure (I vaguely remember that they had something at one point but not sure if it was applicable for datafeeds). If you really want to build something yourself, look at MODULUSFE - they will give you source and everything for your own custom charting package for a relatively low price. On the other hand, if you're looking for end of day stuff then you can export your data to text files and Tradestation will handle that just fine. So will Multicharts, Amibroker and a bunch of others. I hope this helps.
Thank you guys for the information, really helpful. This is going to be a long project so I wont have updates for a bit.
MC is utter crap. Try Amibroker instead. It's rock solid, very powerful and fastest program out there. It provides free 64-bit/32-bit API. It has been the first vendor to introduce 64-bit version of its software. MC are still fixing bugs of their slow turtle. http://www.amibroker.com/download.html http://www.amibroker.com/devlog/200...ent-kit-adk-for-cc-now-available-to-everyone/ http://www.amibroker.com/devlog/2010/04/20/new-amibroker-development-kit-2-10-released/ http://www.amibroker.com/devlog/2010/08/03/adk-updated-with-64-bit-example-dll/ There is also a 3rd party kit (x86, x64) available if you prefer .NET http://www.dotnetforab.com/