Recent content by andysinclair

The Excel Price Feed Add-in can probably help you. It provides live prices (from Yahoo Finance) via Excel formulas. I'm afraid you are always going to be limited somewhat by Excel. I have built sheets with 100s of stocks for a watchlist and it performs well, however once you get into the 1000s...

Here's another Excel Add-in: https://www.excelpricefeed.com it provides stock (and other) prices from Yahoo Finance and IG Index.

I've been looking at client sentiment data (how clients are positioned with a broker) and wrote a brief blog post on some findings. Many brokers provide client sentiment data (Oanda, FXCM, Saxo etc). Has anybody spent time looking at client sentiment data and found it useful?

Thanks again for the updates, very interesting. Quick question, how are you retrieving the news data, are you scraping the forexfactory website or do they provide a feed?

This would be FAR better at regular speed and with some commentary. It's currently too difficult to follow.

Thanks for posting all these updates, it's all very interesting (and inspiring!). I am working on a long term personal project to build such a system and was wondering how you have architected the crossover between back-testing and live running (to ensure as much overlap as possible...

I presume tick volume means the number of times the price changes during the period? For example, I just downloaded some historic EURUSD data from IG Index and can see they have "volume" available, it is higher around midday-mid afternoon UK time:

Hi Anton, Would you be interested in using an Excel Add-in to retrieve data from the IB API? I am building an Add-in (for another broker) and thinking of adding IB functionality.

Do you mean on my blog? If so there is an option on the right hand side.

Before you speak to any programmers have a think about what your requirements are, for example: On what time-frame would you like it to run? i.e. does it need check the market daily/hourly etc. How resilient does it need to be? What happens if, for some reason, it stops working? what are the...

Just a quick observation on your schema. All of the tables, except stock, have a date field so I guess you are saving these points as a time series. On the stock table you have market cap but no date. Market cap changes over time so don't you need to have a separate table for stock code, market...

I’ve used several financial data APIs over the years and wrote a blog post about them a few months ago:Financial price data and trading APIs Hope this helps.

I am storing time series data in a SQL Server database (I have a lot of experience with SQL Server), it's working really well. I've built a library to make the data available in Python and that works well. I would recommend a relational database for time series data assuming you are not working...