Trades recording software

Discussion in 'Trading Software' started by cofelix, Jul 15, 2010.

  1. cofelix

    cofelix

    Anyone knows if there is any software that can automatically record stock trades from my broker and give a performance review? I am an active trader, I want to real time watch how many trades and trading volume I have been traded in a day. BTW, my broker is TD ameritrade and I use QT for trading platform.
     
  2. you can use tradelink for this with td ameritrade or any of 12 other brokers :

    http://tradelink.googlecode.com

    Code:
    using TradeLink.API;
    using TradeLink.Common;
    using TradeLink.AppKit;
    
    public class MyPerformanceSummary : ResponseTemplate
    {
      List<Trade> fills = new List<Trade>();
      int fillcount = 0;
      int volume = 0;
      override void GotFill(Trade fill)
      {
          // display fill
          D(fill.symbol+" fill: "+fill.ToString());
          fillcount++;
          volume += fill.xsize;
          // display information
          D(string.Format("fills: {0} volume: {1}",fillcount,volume));
          // keep track of every fill to produce end-of-day summary
          fills.Add(fill);
          // receive market data for filled symbols
          mb.Add(fill.symbol);
          sendbasket(mb);
      }
      Basket mb = new BasketImpl();
      // also display end-of-day summary results
      override void GotTick(Tick k)
      {
           if (k.time>=160000)
           {
              const decimal COMMISSIONPERCONTRACT = .01m;
              const decimal RISKFREERETURN = .01m;
              D(Results.ResultsFromTradeList(fills, COMMISSIONPERCONTRACT, RISKFREERETURN, D).ToString());
           }
         
      }
    }
    
    http://tradelink.googlecode.com