Need Quote software that can handle lots of DDE links

Discussion in 'Automated Trading' started by cashonly, Dec 9, 2005.

  1. cashonly

    cashonly Bright Trading, LLC

    I Need a Quote software that can handle lots of DDE links. I tried eSignal, but it's limited to 2500 and when you watch last, bid, ask, bid size, ask size, high, low, volume, that's only about 300 stocks.

    With RediPlus, I can get all that and more for 500 symbols, but that keeps the performance monitor pegged at 100% and can have quotes running a few seconds behind (when also adding in my non DDE calculations on all those symbols).

    Any suggestions on getting more quotes and faster? Either through DDE or perhaps a better technology. Are there any real-time services providing RTD yet?
     
  2. cash,
    Quote.com has no limit on the # of symbols. Their subscription rate is about $100/mo. I've done 2000 symbols into excel and it was fine. The only problem is if you start to do a lot of number crunching with that data, then it does bog the machine down...you'll even notice the fans producing a different tone in fast markets!

    dtnIQ is good for 500-1000 symbols. OHLCV counts as 1 symbol with them btw. They had a 1 year deal for like $600 which works out to less than 50/mo.

    There are others but for price/and number of issues combinations those may be best.

    Almost forgot. Both of these services offer free trials. quote.com is 1 mo. and dtn is 1 week I believe.
     
  3. http://www.quotein.com

    not sure who he is hooked up with right now for an excellent data provider but he emailed me that he is connected with Comstock (they - IDC company like eSig - are the ONLY first class solution he has - try any others he mentions and its a bad waste of time - trust me)

    He is a excellent developer programmer and has a nice RTD excel product...

    we use eSig DDE but don't do the bid, ask etc so doesn't top out our cpu or use up the 2500 limit but since you do it's easy to see why you top out both ways...

    hope this helps some... DDE/RTD is a fantastic way to do algorithms on the cheap... time and code

    for those wondering - RTD does 10,000 links or more versus the DDE limit of 2500 - and it does it more efficently...

    :)

    cj...

    __________________
    HAVE STOP - WILL TRADE

    If You Have The Vision We Have The Code
     
  4. Hunter,
    I've used that service a couple of years back. Unfortunately, for some reason the cpu on both machines doing the trial kept being overworked due to their software/program. Weird because their program is actually very compact and simple to use but I just couldn't continue with it. As far as cost, though, quote.com and dtn are actually more economical for heavy users.

     
  5. cashonly

    cashonly Bright Trading, LLC

    Do you know if any of these are RTD or are they all DDE?

    THanks,

    Cash
     
  6. They're DDE. I've read about RTD but have never used it.


     
  7. Which service are you talking about here that caused your cpu on both machines to overwork... ???

    Were you using the QuoteIn RTD excel service with Comstock because that was the one i was talking about... and it is RTD

    cj...
     
  8. QuoteIn is <b><font size=8>RTD</b></font>...

    ???

    cj...
     
  9. nitro

    nitro

    The problem is not the datafeed, it is DDE. DDE was never meant to be used in the way you are using it, although many have tried and have had some success.

    There are two choices as far as I can see:

    1) See if there is a Excel addin/API that allows direct socket communications from another process. There would be some custom programming.

    2) Rewrite whatever analysis routines you are using in Excel in C++/C# and use the Redi API. This would be the ultimate way to go. It is a lot of work but would run very efficiently.

    nitro
     
  10. Hi Nitro,

    Just a honest question of why?

    Why would a developer/trader want to go that way... just trying to grok it

    We do low level C++ internal pipeline programming but we have never even thought about writing our own excel component and tying into a specific API since the RTD we tried did thousands of links and plenty of algo's with no problem...

    so is it your advice that even though the RTD already works nicely with thousands of links and algo's compared to the old legacy DDE style that a trader developer should go ahead and <b>spend the time, energy and money to develop their own C++ COM version... </b>

    just looking for clarification... :confused:

    :)

    cj...

    <b>PS...
    (Nitro, i wanted to thank you for all the good info on Hardware - totally went to AMD because of your thread...)
    </b>
    _________________
    HAVE STOP - WILL TRADE

    If You Have The Vision We Have The Code
     
    #10     Dec 10, 2005