Excel 1 second data feed

Discussion in 'Data Sets and Feeds' started by bellman, Jun 5, 2009.

  1. T-Algo

    T-Algo

    Reuters DDE´s crash all the time
    The only good but not perfect feed from Reuters is DirectEX but costs around $10.000 month, for that price I prefer Activ with Stratix FPGA´s solutions

    MarketFeed is a free lunch, and as you know, there are no free lunches..
     
    #11     Jun 11, 2009
  2. Andris_2

    Andris_2

    How about ProRealtime DDE feed?
     
    #12     Jun 11, 2009
  3. I checked with iqFeed and they say its only the realtime feed that can go into Excel, no intraday backdata, other than through a charting program that then requires custom programming to retrieve the data to Excel.

    I checked with eSignal and their API is really the field for a programmer. It's hard to assess what its capable of. Though they do claim to obtain historical backdata. Their qLink I alreadly have and it's not that reliable, good when it works but doesn't always refresh.
     
    #13     Jun 11, 2009
  4. Just signed up for the Equis QuoteCenter DDE link. Looks OK so far. Hope its reliable.
     
    #14     Jun 11, 2009
  5. T-Algo

    T-Algo

    Look, Equis sucks, you have chosen the worst

    Iqfeed has intraday backfill but you gotta know how to develop such app to get it.
    It also has tick backfill for 30 days.
    It´s the most recommended feed from 3rd parties apps
    It´s the faster, etc
    Believe it or not

    Here's what you get with the IQFeed Basic Service for Retail products. *
    Real-Time, TRUE Tick-by-Tick Data on US and Canadian Equities (NYSE, NASDAQ, AMEX, Canadian Stock Exchanges)
    Delayed Data on Futures and Equity exchanges you don't subscribe to in Real-Time
    Delayed Futures Data (Real-Time Data Available for an additional fee)
    Real-Time Equity/Index Options and Forex Data Available for an additional fee
    Market Depth/Nasdaq Level II data available for an additional fee
    Real Time Index quotes
    Over 400 market Stats/Breadth Indicators
    30 calendar days of tick (includes pre-post market) and several years of 1-Minute history (Forex back to Feb 2005, Eminis back to Sept. 2005, Stock/Futures/Indexes back to May 2007) retrieval for charting and time & sales data
    Daily, Weekly and Monthly Historical data (10+ years of O,H,L,C,V,OI data)
    Fundamental Data
    Delayed International Futures from Eurex, Simex, Euronext, BM&F, Dubai, Bursa Malaysia, etc (Real-Time Data Available for an additional fee)
    500 simultaneous symbols can be watched with basic subscription (up to 1800 at a time available for an additional fee)
    Real-Time streaming news from RealTimeTraders.com, PR Newswire, and Business Wire (other newswires available for an additional fee)
    Customer Support you can actually TALK to - For free! We have plenty of support staff to answer nearly every call without a wait. Plus, the call is toll free in the US and Canada. Customers also receive RT chat support, remote system support, email support, forum support and VoIP support via Skype. If you are a current customer and have any questions or problems, click here for immediate (and free) help.
    *Please check with your software vendor to ensure they support all of IQFeed's features and services



    On the developer section you can find the rest, this is an example

    Retrieves interval data between bstrBeginDateTime and bstrEndDateTime for the specified bstrSymbol.


    bstrSymbol - Required - Max Length 20 characters.
    ulInterval - Required - The interval in seconds.
    bstrBeginDateTime - Required if bstrEndDateTime not specified - Format CCYYMMDD HHmmSS - Most recent date/time to receive data for.
    bstrEndDateTime - Required if bstrBeginDateTime not specified - Format CCYYMMDD HHmmSS - Most recent date/time to receive data for.
    ulMaxDatapoints - The maximum number of datapoints to be retrieved (defaults to all data if not specified).
    bstrBeginFilterTime - Format HHmmSS - Allows you to specify the earliest time of day (EST) for which to receive data.
    bstrEndFilterTime - Format HHmmSS - Allows you to specify the latest time of day (EST) for which to receive data.
    byDirection - '0' for "Newest to oldest" or '1' for "oldest to newest" (defaults to '0' if not specified).
    bstrRequestID - Will be sent back at the start of each line of data returned for this request (field does not appear if not spefifed).
    ulDatapointsPerSend - Specifies the number of datapoints that IQConnect.exe will queue before attempting to send across the socket to your app (defaults to 10 if not specified).

    with a little code you can have the timeframe you want, You also can build a Qlink like Esignal but much better with reliable data
    You have the best tick datafeed
    You can develop the communication with the COM API or by TCP/IP
    etc

    you´re the one who knows what you want, that´s for sure.
    Try to ride a Porsche without wheels..
     
    #15     Jun 11, 2009
  6. I concede you are correct that equis is no good, it just keeps crashing and I haven't even started with it.

    Though I do not do ‘a little code’. Code might as well be written in Arabic for all I understand of it [I used t program Pascal in the 80s and that’s it for me].

    I heard from iqfeed direct that they can not suit my purposes, I’d have to get a programmer

    All I want is intraday historical backfill. It seems too much to ask for.
     
    #16     Jun 11, 2009
  7. T-Algo

    T-Algo

    #17     Jun 11, 2009
  8. T-Algo

    T-Algo

    Here you have The time frames you wanted on Iqfeed

    check the speed of the request
     
    #18     Jun 11, 2009
  9. Cannot comment on the real-time data of IQFeed but let me tell you that historical data from IQFeed is as bad as it gets. 1-min FX data DOES NOT reach back as far as you claim, in fact, most major pairs were only available for a year or so, and then whatever FX contributor you chose through IQFeed it had a HUGE amount of missing data already starting from February 2009 and going back (I tested it briefly in May 09). Forget IQFeed for historical fx data, its just not worth it. I chose Reuters for backtestable data or if you want to be on the very safe side use Olsen for historical intraday fx data (pricy though). You always get what you pay for and why would you pay even a penny for erroneous and missing data...


     
    #19     Jun 11, 2009
  10. Funny you say that 'cause I've got a box here with Reuters DDE getting 500 symbols and it's never crashed since I installed it a year ago.


     
    #20     Jun 11, 2009