Does anyone know if there is any software that will record the entire trading day as it appears in the level 2 quotes? For instance, I want to record the SPY's and QQQQ's and study their price action after the market close, so I can continue to trade what I trade now intraday w/o having to put that aside to watch/trade the SPY's and QQQQ's. Does this software exist, and if so, anyone using it? Thanks.
We've done something alone this idea but eventually dropped that from releasing to the public due to the huge amount of data recorded per symbol. Most individual users will just record as much as they can because data vendors do not really save historical data on depth data stream. That becomes a huge storage problem when the user is tracking 100+ symbols everyday. For your situation, you can try to save the data yourself using one of the brokerage APIs.
Well, how about tracking just 1 maybe 2 symbols? Is there any software you would recommend for this study?
Steve... To Clarify - Do you mean capture a movie picture image of it so you can replay it back later at whatever speed you want... ? cj... __________________ HAVE STOP - WILL TRADE If You Have The Vision We Have The Code
Yeah, I'm just looking for software that will capture exactly how my level 2's look intraday, so I can record that and watch it later in the day. I would like to have rewind and fast forward capabilities just like a dvd. It would be very helpful I think to know that a move will happen and see what led up to that move by using this software.
I use Camtasia just for this purpose. It will record whatever is on your screen for the entire day. Works like a charm. http://www.techsmith.com/products/studio/default.asp It's not cheap, and it's probably overkill but it does work very well.
Yes, on, my desktop the file runs a bit less than 4MB per minute (at 7.5 frames/sec) so you are looking at around 1.5G per market day..
I use Camtasia extensively and it doesn't necessarily take 4MB per min, as mentioned. You can set it to record a region of the screen or just one window. I can record about 1/3 of the screen for the entire day and the file is about 400MB or so. It works exceptionally well. You can even record comments during the video. I highly recommend it.