Hello All, I've done a lot of work on the Ritchie concept, including some matching engine changes. If you can spare a moment, please browse around the site, let me know if you find anything that looks fishy, comment here on the concept; whatever you think. http://www.ritchiestockexchange.com/ Also, I set up the test market data server. if you could hit the following URL and let me know if you see tick data flowing, it would be helpful. http://www.ritchiestockexchange.com/tickdata/index.html Thank you for your support and comments. I appreciate it. Sincerely, Keith
If you can point me to a quick setup for Excel connection I will have a look and let you know what I think. Not interested in any other interface, no matter how fancy it is!
I am only a trader..not a programmer I have used Excel connections to various broker accounts over the years..some use DDE like Interactive Brokers..you can get all the info from their web pages. I have also used 3rd party software that connects to the API using COM..do not understand this but should be easy for you. I would imagine that it should be very easy to set up an "Add In" for Excel that brings your data into the spreadsheet..once data is in the user can then do what they like with it.. this is what I currently do with my live IB account data..and I also use some free data imports from other sources for data that IB do not have..like Open Interest data for ES futures and options. If you can show me how to get your data into Excel I will test it for you..as I like using Excel and never dismiss anything unless I try it out for myself!
These data are going to be flying... you may get 1000 ticks per second or more. Excel's row limit is 65536 rows; you can easily fill up an entire column in about a minute. In the past, when you've imported data into excel, what exactly did you import? I doubt that it was tick data.
Btw.. some of us are a bit slow can you give a very brief overview of what you plan to offer...by when..and how much it will cost..either by subscription or commissions?
@kmiklas He's just looking for a raw data output rather than formatted. Literally, the entirety of the 'html' (actually .txt formatted) output should be "50.22"--no tags, no superfluous characters, nothing. So for example .../tick/tick.asp would return the last. Or .../tick/tick.asp?time=1449.20 would give the tick for at 14:49.20 For example, "lasttick.asp" that just runs your tick retrieve / output once and returns the tick. Not sure about @MrScalper specific method. Is this a particular macro available online somewhere? I presume you previously used Yahoo data for this one?
What market is that..must be "Kryptonite" or some other celestial commodity I have setup my own time and sales in Excel..brings is bid..ask..bid size..ask size..last price..last size..last volume Bid and Ask prices change as the do..as do Last price..so yes.. I believe it is tick data..but updated in the spreadsheet cell as it happens live. I do not think it is like you say..bringing in historical tick data..but maybe some of the algorithm boys want to play around with same.. don't see much sense in it though for the small retail trader!