I have two different trading PC's. For various reasons I need to different platforms. I was wondering if anyone had an easy way to transfer real-time data between computers. i.e. When I get a fill on one system I want to make sure that the other computer can see it. From excel to excel would be great, or any other way that people have found to do this. Thanks
Check out the manual for the software you are using, it must be possible. I have something like that set up using a combination of IB, QuoteTracker in real time. You could also write a simple client-Server to transfer data from one PC to Another. Be very specific on the platforms you are using and the exact setup you want to have, if you want to get more help. Hope this helps. Momony.
You could setup a a server / client system using sockets to link your two computers . If the two computers are on the same network and the program you are using can read and write text files, there is an easier way. On you first computer, whenever an order gets filled have your program generate a text file corresponding to that order fill. For instance, if a buy order gets filled, have your program generate a txt file called buyFilled.txt or if a short order gets filled, shortFilled.txt. These files can be filled with your trade data (fill price, shares, instrument, etc). Make sure that these txt files are generated to the same folder and share this folder on your network. Have the program on your second computer monitor this folder for any text files with relative names. If it finds one, have it extract the data so it knows the condition of the fill than have it delete the text file. This method should work well for most situations but might result in a slight delay of about 0.2 seconds or so depending on your network / computer speed. Such a delay should not pose a problem for most strategies. If this is not a valid solution for your problem or if you need a better explanation, let me know by sending me a private message and I'll give you a hand. I know how frustrating it can be to run into these problems.
Thanks for the ideas guys. The info would be used to determine hedges, so .2 of a second might be a little long. The info needs to get into X-trader. They have a Auto-trader that can link into excel. The other program has an excel RTD. So I can get the info into excel. I was wondering if excel to excel might be doable? the two ideas that I am playing with, (and my programming is rather limited) is a Data Source Name, through excel, or setting up an RTD (Real Time Data Server). I think the DSN would be easier, if it works. Any comments, suggestions, or experience with either. The two computers both go into a switch. Thanks again for any help.
I'm not an expert in Excel, my knowledge is rather very limited, but from this link I think you can do Excel-to-Excel. One is a client and the other is the RTD server that runs on another PC. You may take a look at this (see "Under The Hood"): http://msdn2.microsoft.com/en-us/library/aa140059(office.10).aspx Good luck. MomoNY
i use activemq (a message bus). it might be more than you need depending on your technical skills. it has bindings for most languages and excel could probably subscribe to messages