I am looking for a library (any language) which could retrieve price quotes from yahoo finance and plot them into tick bar chart. I have a charting platform from my broker but they do not provide tick charts, only time-based charts. Thus, I wanted to have an independent tick charting platform for my own personal use. Is there any library out there which could accomplish this? Thank you in advance.
Unfortunately I am trying to trade certain indices which are not available in common brokers like IB.
You want to use Yahoo finance for trading data? Do yourself a favor and buy a mutual fund. If your broker doesn't provide the tools you think are needed FIND ANOTHER BROKER. Why the hell would you put ANY EFFORT in trying to work around a broker's limitations? If you are trading futures with Interactive Brokers it is a poor choice. I don't know the current situation but I have been told they do not provide raw tick data. Trading is hard enough; why make it more so?
Brokers don't offer tick chart for some indices especially from the third world countries/developing countries. Famous brokers around the world on the other hand don't offer these indices to be traded, so, the only option is to go with the local brokers in developing/third-world countries. Therefore, the only option is to plot your own tick chart, a 1000-tick chart for example.
What are you wanting to trade? Just looking at the data delay on Yahoo finance (up to 30 minutes) I don't know how useful a tick chart would be. http://finance.yahoo.com/exchanges What is the allure of trading a third world exchange? There are so many excellent products to trade through the CME group why mess around with an exchange you can't get good data on?
If it's a delay it doesn't matter as my trading approach is a long term approach (large tick number). But if it updates once every 30 minutes, it is definitely going to be a problem as I am relying on every tick to plot the bar chart. I assume that it is just a delay and not an update of once every 30 minutes. I find them easier to trade using my system, as in more profitable.