passing realtime 3rd party ( broker ) data to Tradestation

Discussion in 'Data Sets and Feeds' started by koms, Jul 12, 2006.

  1. koms


    I am capturing quotes data from broker API ( VB 6.0 dll ) and would like to pass it to tradestation to draw indicators.
    How can I send realtime data to Tradestation to draw my indicator from say VB 6.0 dll.
  2. tomhaden


    Is this price data or data for an indicator?

    It can be done for both but restictions apply since TS wasn't really designed to handle this. You will need a TS DLL to act between your data DLL and TS. You will use a TS EL Indicator to plot your data by calling a custom TS DLL. The TS DLL will link to your data capture DLL.

    If you are dealing with a very fast time series, the delay between your data capturing DLL and the TS DLL you will need may be too much.
  3. koms


    Actually its VB 6.0 exe, which I use to access broker API.
    After retriving data from the API I do some calculations in VB exe then I want to chart(plot) the calculated values in Tradestation. but the data can be both price as well as indicator.

    I want to use some charting tool , to the data I have captured ( and calculated ) using brokers API.

    Does excel solve my problem ?? and how .. if yes then anybody has some example.

    what is the most simplest and fastest way ?
  4. pattersb

    pattersb Guest

    is the exe supplied by your broker?

    I've been looking into cracking into the feed from my broker, not exactly sure how ...
  5. koms


    I use both IB and MB Trading API.
    They have sample programs ( I use VB 6.0 samples and modify them based on my requirments ) .

    I am looking for ways for real time charting the values I have recalculated based on API.

    Any help.
  6. pattersb

    pattersb Guest


    I downloaded a free charting tool that tapped into (most) brokers api for you ...

    FREE! can't remember the name,... qcharts?
    Search, free realtime chart stock
    etc, ....

    If I find it, I'll post

    I think this is it

    hope it helps...
  7. pattersb

    pattersb Guest

    code your own. I could write one for you, in java.

    $100/hr :)
  8. koms



    Thanks for your generous offer. I am an Programmer myself. Just want to avoid re-inventing the wheel.

    code your own. I could write one for you, in java.

  9. pattersb

    pattersb Guest

    awesome ... I actually suggested looking at QuoteTracker a few posts back. Never went through the api docs.

    SWEET. Install software, startup internal web-server, log into your broker and then make HTTP calls.

    HTTP Request ==> Quotetracker Web Server ===> Broker API ===> Free Realtime Data!

    This is very timely because INET is going offline Aug 1st. Have to click through some ads though, hopefully not too many.
    #10     Jul 24, 2006