Time & sales

Discussion in 'Trading Software' started by jimmy s, Apr 7, 2009.

  1. jimmy s

    jimmy s


    I'm trying to analyze time and sales data.
    more specifically, i want to visually represent this in a certain way (not the normal chart, but want to work with volume differences between ticks and trade on bid/ask/between).
    But first of all i need to be able to manipulate this data. this is a problem as i have no IT background AT ALL.

    so to cut it short. can anyone tell me how i can export (or where i can find info on how to ) export t&s data from an IB data feed to an excel file in real time (not copy pasting)?

    or does anyone know of charting software that lets you work with it in this manner?

    Thank you,
    jimmy s
  2. if you need IB2excel in real time, just use IB's DDE hookup in their API.

    you can find it on the IB website... software/api section. It includes a sample excel spreadsheet out of the box I believe.
  3. marketdelta.com
  4. jimmy s

    jimmy s

    i had a look at that already, but i didn't find any information about how to make a new page where the time and sales data gets updated automatically.
    it is possible to request historical data however, but that is not what i am looking for.

    do you know how to do this (or were to find the info to)?

    thanks for the reply's
  5. look at the spreadsheet more closely, on the tickers page there are functions that are called everytime a tick comes in, that are used to format the data.

    you would just want to take these and add a value that increments each time the tick arrives, such that it would put each time and sales update in a new row.
  6. jimmy s

    jimmy s

    Thanks, I'm going to try that :)
  7. I asked a similar question under this Trading Software heading on 04-02-09. The subheading was “Software Used to Trade Jack Hershey Methods.” My question is on the last page. So far, there have been no answers.

    I also have spoken to a local guy who was going to look at the question. He was supposed to give me an answer by Thursday of last week.
  8. jimmy s

    jimmy s

    I checked it out, and indeed i would like to do stuff that's in the same ballpark, but buttontrader already gives me similar functions as that excel spreadsheet you refer to (DoM analysis). but that's not what i want to see. on the other hand if i can create a buttontrader style tickchart it would save me 97€ a month, as i only use 1 strategy, but multiple buttoncontainers.

    I have a feeling I'm going to have to get a good excel manual and learn it :)

    are you just looking for a DoM analysis tool as in the post you refered to in that jack hershey software thread?
  9. jimmy s

    jimmy s

    That excel DoM analysis tool, what kind of code is that?
  10. Hi Jimmy s. Btw, my first name is Jim and my last name starts with a S. Weird, huh?

    I recently read an ebook on tape reading by Wycoff. Based on that, I am looking for something that will help me decide if there is pressure for the next bar to go up or down. Maybe a DOM analysis tool would help. If you or anyone else has any suggestions, please post them.
    #10     Apr 8, 2009