Need Quote software that can handle lots of DDE links

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

  1. Not pretending that I’m fully satisfied with the current feeds offer but all providers supported by QuoteIN have their own advantages. I’m not going to enumerate them here but for instance if you are an OptionxXpress customer it is interesting to have the streaming data for free. Of course you’re not going to ask them to give 5,000 quotes for free but their is correct and handy if you trade with them. Another example if you are a QuoteTracker user you will be happy to find that all supported feeds are available within QuoteIN.

    For people using large amounts of streaming quotes Marketfeed is a very reliable solution and its servers have been upgraded recently. (Note the prices indicated in the site refer to the basic service for more than that contact them not that options do not count Example: QQQQ quote + 500 of its options counts as one)

    Among QuoteIN native feeds snapshots solutions are not streaming but they can be very interesting. For instance PC Quote MarketSmart can display 5,000 quotes and keep them within a minute. This does not solve all problems certainly but can be very useful in many cases specially when you see the price.

    Finally there is a new idea in the latest version. It is the DDE Gateway which uses RTD on top of classic DDE. Classic DDE is used to collect the data from the feed without using Excel. Data comes to Excel but through a RTD server and Excel has not idea that it originally was DDE.
    Not claiming that it solves all DDE issues but there are some advantages when compared to ‘raw’ DDE since the RTD syntax is more flexible and can use arguments that are functions. They are used within QuoteIN just like native feeds.

    Feel free to contact support@quotein.com for any question regarding QuoteIN service.
    Specially if you are interested in the DDE Gateway or if you want a custom RTD solution with any other feeds.

    Antonio Leite
    -------------------------------------

    Note for Cj:

    To avoid misleading people please refrain to talk about QuoteIN or about people related with QuoteIN or linking QuoteIN with any other business or persons. This regardless of any personal interpretation of the private mails that you now abusively mention. Thank you for respecting this!
     
    #11     Dec 10, 2005


  2. Amazing ... First, if i had not mentioned your product on ET no one would have even seen or discussed it here.. so you are blindly stuipid to even write this... I really liked the programming work you did on QuoteIN but your data FEEDS you listed sucked... terrrible... sucked...

    Do you trade - do you put money on the line - even if you do you or any decent trader would be crazy to touch any data feed you list but the IB feed... (and they would need to know that the IB feed is not every tick like eSig is for every stock)...

    Also, I was not misleading anybody I was being <b>DEADLY ACCURATE</b> about the data feeds i tried thru your product... i SPENT weeks of effort trying to get your product to work with BAD BAD BAD feeds ... for one Tenfore - GOD what a nightmare... please everyone avoid that...

    and then next i tried Marketfeed... another total waste of time - sure some of these companies like marketfeed put out data - but it is not anywhere near as timely or accurate as eSig's DDE data - I tried money.net - FORGET IT and i tried PCQUOTE - forget it...

    did you even take time to try to verify the accuracy of their data feeds versus a first class data feed.... do you even care...

    You <b>never said in any email</b> to me not to mention Comstock <b>you fool</b>... like what is it a SECRET?... I even asked Comstock about it...

    Comstock is IDC company like eSig so it probably has first class trader data unlike all of the others...

    okay, lets go i am ready to post back about this for the next week...

    look back at my other posts... they are all just trying to be helful about any and all topics...

    you are too stupid for words...

    :mad:

    cj...
     
    #12     Dec 10, 2005
  3. Hunter, what's your problemo?
    The guy was just asking that you not come across as being affiliated with them, that's all.

    On a related note, while I gave the impression that I used quotein, I was actually referring to the MarketFeed data service which is 1 of their main data providers. But I signed up for marketfeed from the quotein page and yet didn't actually use anything from "quotein" that I recall.
     
    #13     Dec 10, 2005
  4. Hi Risk'

    how's it going...

    About 10 times on ET over the last year, during a disucsson of DDE, i have freely recommened QuoteIN and put a link to their site - hardly anybody knows about it so i was going out of my way to mention a software product that i thought should get noticed...

    i did that because i felt that he created a good product... None of my posts could be taken as being affilated with them at all...

    so what he wrote is wrong...

    Even this time i posted a number of times in favor of the RTD excel software he built and only once (in this thread) i just only barley kinda of wrote that the data feeds he lists were not up to snuff

    Well, considering that i went 6 weeks trying to get his listed feeds (a year ago) to work - that was a major <b>understatement</b> which i have now corrected...

    thanks for your input Risk'

    cj...

    :)

    __________________
    HAVE STOP - WILL TRADE

    If You Have The Vision We Have The Code
     
    #14     Dec 10, 2005
  5. #15     Dec 10, 2005
  6. maxpi

    maxpi

    #16     Dec 11, 2005
  7. nitro

    nitro

    EdgeHunter,

    I am not sure I understand what you are asking in the context of what was asked. I use C whenever possible because I have found that with the volumes of data that I deal with, I have no choice.

    I am not suggesting rewriting all of excel in C. All I am suggesting is that those routines that are being used be written in C and to remove Excel as a realtime tool. There are plenty of libraries out there that do this.

    In short, there is an edge in hand crafting software. You only learn this when you go through the experience of trying to take off the shelf software and try to bend it into something it was never designed for. Heck, even in cases where software was designed for the task it often doesn't cut it [middleware like TIBCO etc come to mind.] Excel is a good front end tool for static analysis or low volume data, but it is not a realtime tool and eventually you hit a brick wall.

    There is nothing like being in control of all aspects of your software in the financial industry. I say that from experience in writing software for the financial industry, not from a theoretical point of view.

    nitro

    PS You are welcome for the thread. I enjoyed discovering and wanted to share that experience. For now I am a huge AMD fan and all my [new] systems are AMD. That quad machine is amazing [and expensive], and I still have not ported my sofware to run in 64 bits under 64-bit windows, which is where the machine really rockets.
     
    #17     Dec 11, 2005
  8. Thanks for clarifing that Nitro... Yes, with really large volumes of data a low level language would be preferred...

    I am thinking of going with two dual core AMD 4400's with 4GB of DDR... I am topping out my single AMD 3500 with a 1GB of ram... and the cost of the new system versus the trading i do is a workable cost-benefit expense...

    A Quad Dualie... :D

    On my 'Happy Holidays' List...

    thanks for the info...

    cj...

    __________________
    HAVE STOP - WILL TRADE

    If You Have The Vision We Have The Code
     
    #18     Dec 11, 2005
  9. cashonly

    cashonly Bright Trading, LLC

    Hi nitro,

    Have you done this?

    I'm just trying to envision the scope of duplicating the multitudes of calculation that Excel is doing real-time and trying to get a conceptual idea of how that would be done. I've become very accustemed to the ease of use of Excel in terms of quick and dirty entry of calculations. Even with decades of programming experience under my belt, it seems a bit daunting.

    Cash
     
    #19     Dec 11, 2005
  10. nitro

    nitro

    Hi Cash,

    I currently run several strategies, some of which use tons of data in realtime. The one that is the most computationally extensive is a scanner on the entire five front months of the options market for every strike for every optionable stock. That comes to about 600,000 symbols all being analysed in realtime.

    I am not sure what you do in Excel. If it is the typical fair value calculation on the say 2500 symbols or Opening Only calculations or something simular to that, Excel is way overkill for that.

    Let's take this offline. PM me your phone number and we can go into it deeper.

    nitro
     
    #20     Dec 12, 2005