I have attempted in the past to pass data from one PC to another across a network and couldn't get it to work. I tried to do that with the fast cash being computed on the CQG PC and then passing the last fair value price to the TT (trading) machine to display the fair value on the market depth. I guess I'm just not versed enough in IT and programming to be able to do that. I'm good with a spreadsheet, but that's the last stop. It would be great if I can get in touch with you to find out how you are able to pass data across PC's. That would be a huge asset for what I'm doing. Also, why would the TICK be difficult? It is basically the number of stocks upticking minus the number of stocks downticking. Is it a sych issue with the price feed?
71' My account info has my website and my website has my phone number or you can send me an email... Basically you use a VBA timer event inside of excel Visual Basic IDE and it fires off every 1 or 2 seconds and during THAT execution of code the code collects the data from the formula fields that total up the SP500 ADD, TRIN, LAST, etc and then INSERTS those values (across a network share) into a database file that is charted from a Charting Software package automatically... pretty straight forward once you have the timer event in Excel firing off at whatever interval it is set to fire off at.... The TICK is tricky TO CODE because you always have to hold an initial value and compare it to the next changed value and then create a 1 0r 0 boolean flag in the next row to show wether it was an up or down tick and then if the value was not changed from the inital value you have to decide how you are going to handle that or ignore it... then the last formula field also has to total all the 1's and 0's to see what your tick reading is... really CPU intensive... at least for what we tried and gave up on... we do the ADD, LAST, TRIN, VOLD, etc... but not the TICK... The NeoTicker software does the best job of this... they take all the symbols (500) and put them in a Ram Cache and then run the algo thru them to get the Tick for the SP500... but they go one step further in that they don't score a tick move as happening unless 16 UP ticks have occured or 16 down ticks have occurred thereby ruling out the false and stale tick moves you have in the NYSE Tick... anyway - they call their indicator Tick16... check out their docs... they explain it better than me... HTHelps cj... __________________ HAVE STOP - WILL TRADE If You Have The Vision We Have The Code
If you're using eSignal DDE, I think one of the fields actually reflects whether the last tick is an up or down tick so there is no need to hold onto previous values. It may save CPU cycles but may not as there may be some string parsing to do.
Hi Bernouli, excellant point... i was not aware of that DDE field - the 5cent solution is always the best if it works... Now that i look at it I think it shows the last four ticks... but i will have to check... but your right parsing it might be a bit of a challenge... need to take a gander at the little sucker... let me know if you have any other thoughts... cj... _________________ HAVE STOP - WILL TRADE If You Have The Vision We Have The Code
My recollection is that it does show the last 4 changes, so you can use the right() function. You can wrap the return value into an if statement that returns +1 if '+' and -1 if '-' so you can sum all the values and get a TICk or you can use countif to add all + values and to subtract all - values (=COUNTIF(J1:J500, "+") - COUNTIF(J1:J500, "-")). My guess is that countif is faster (fewer calls to get the final value).
Yes SumIf or CountIf will work fine but i was wondering how <b>stale the updates can get for a number of stocks that do not update for awhile</b> since i am polling the final sum/count IF formula at the bottom of the TICK column by my timer event every 2 to 3 seconds - if a tick value does not change on a bunch of stocks but just sits there i would be picking up the same value from it and RE-ADDING IT - to the new event total which would throw off my real time accuracy... I could INCLUDE a new cross check variable - TIME - that would help... i could use the... TIMEREALTIME Time (hours, minutes, seconds) of the last real-time activity field to test for the time update on each tick value on each field after my each timer event fires off and the next one begins to filter stale ticks but now we are getting back to CPU rag out cost again... sigh... still tricky... to be accurate... kinda why i like the ram Cache solution worked out by NeoTicker... cj... __________________ HAVE STOP - WILL TRADE If You Have The Vision We Have The Code
Hi! Would anyone please tell me the IB NYSE total volume symbol and NASDAQ volume symol. I know it is $TVOL and $TVOLQ on other places. I have been tryin to download the 5m intraday data. Thanks for your help.
Per IB web site (http://www.interactivebrokers.co.uk/contract_info/index.php) it is supposed to be VOL-NYSE. But I am not getting any values in TWS. Maybe it's available through the API.