Data Provide who offers Excel DDE in 1/5 Minute Bars?

Discussion in 'Data Sets and Feeds' started by Nicksaint, Jul 30, 2009.

  1. Nicksaint


    I am not really happy with my current setup using Quote Center (QC) and I am looking to replace it with another provider.

    I am looking for the following functionalities/support features:

    1) Data Feed into Excel formatted in 1, 5, 15 min Bars with at least the following information: Date, Time, O, H, L, C, V
    The Data Feed needs to automatically start a new row, once the time period has expired and all trades from the previous period have been fed into excel
    Note: An annoying Issue with QC, is that it starts the new period/row only when the first trade in the new period is printed, which causes delayed model updates.

    2) Support features in case of data outages.
    QC only offer support during office hours 9-5 mountain time, and I am mostly trading European Index Futures.
    If they have an outage on the opening of european futures market there is no support for 8 hours. This sucks.
    They also have no procedure in place to recover missed data. Once they have a gap, that will remain in their historic data base.
    The new provider should have procedures regarding recovering data gaps after outages and 24/5 support.

    I have already contacted CQG, regarding CQG Trader which could be a solution and I am now waiting to hear back from them.
    I had also a quick chat with QuoteTracker/IQFeed yesterday. But the rep was not very helpful. I have the impression they don't offer
    preformatted bars in excel. Only ticks.
    I also looked what was written regarding ESignal in the forums, and I saw lots of comments saying their data quality is not particularly good

    I trade EuroStoxx50 Futures. So I am interested in EUREX Data.

    Any views? suggestions?

  2. eSignal Support

    eSignal Support eSignal

    You'll be able to accomplish exactly what you're looking for with eSignal and an add-on we provide called QLink. We offer a money-back 30 day trial so you can see for yourself how eSignal works. Lots of information here on Elite, some valid, some grossly inaccurate so it's best to test for yourself. Here's more info.

  3. Brabed


    ...or process the data yourself in Excel / VBA from the DDE feed. Once you know how to do this, you can process the data any way you want and you don't have to rely on an outside service (other than the DDE feed)

    You can have '1 minute and 37 second' time frames if you want.:p
  4. Brabed


    Forgot to say, the main weakness of this approach is that if your feed goes down, you lose that data forever, this is something I'm still trying to work around.
  5. Nicksaint


    Thanks for the suggestion,

    Unfortunately, or should I say fortunately?, I live in Thailand.
    Which is great.
    But Internet connections are a problem here.
    I got a 2 MB line and I am worried about bandwidth problems.

    That is why I started out developing my models using 1 and 5 minute bars.

    Eventually I will use a hosting service in Singapore for trading where I will easily be able to get a 20-30 MB line.

    Once I've done that I will be thinking about changing the setup.