Data Tracking via API?

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Lambda1001

Hello Traders,

sorry for the rookie question, but I'm a little bit overwhelmed by it.

I've been tracking manually over 1,000 stocks with day-hi, day-lo, vol, first 1min vol, first 15min vol, first 1hr vol, high time, low time, pm vol, pm high, pm low, and so on...

I just recently encountered on one of the blogs, that it's possible to do that automatically??

Is there a way to perform a scanner type search of historical data of ALL listed stocks for the past 1 year that gapped 50% and above and collect the data mentioned above??

That would be a game changer for me,

thank you!
 
You are asking this in the Interactive Brokers section, so I assume that you are referring to the IB API.
Anything that you can derive from data visible in TWS you are basically able to derive by getting the price and volume data to your computer and doing the analysis yourself. What it requires from you is the ability to write the code to download and analyze the data in the way you want.
 
HobbyTrading said:
You are asking this in the Interactive Brokers section, so I assume that you are referring to the IB API.
Anything that you can derive from data visible in TWS you are basically able to derive by getting the price and volume data to your computer and doing the analysis yourself. What it requires from you is the ability to write the code to download and analyze the data in the way you want.
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Thank you. Yes, I forgot to mention that I refer to IBKR API.
I have a very basic understanding of programming (I took a uni course in Java).
I saw this video and I understood the concept of how to fetch basic data like open, close, vol.

But also in this video I saw that the data fetching is per symbol.

My question is: is there a way to fetch multiple stocks data based on a criteria such as: gap up 50% ? or a stock that had a 3 green days in a row?

Thank you, appreciate your assistance!

ZBZB said:
Try www.stockfetcher.com for an online database. Otherwise you want the metastock explorer or amibroker but you will have to download a database to your pc and write the search.
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Thank you I will have a look on that!
 
Lambda1001 said:
My question is: is there a way to fetch multiple stocks data based on a criteria such as: gap up 50% ? or a stock that had a 3 green days in a row?
More...
No, the IB API will not do any selection for you. Using their API you can request and download all price and volume information for all potential stock tickers you are interested in. And then, on your own computer, you will have to analyze which tickers fulfill your selection criteria. Don't worry: having basic Java skills is sufficient to create this software.
 
HobbyTrading said:
No, the IB API will not do any selection for you. Using their API you can request and download all price and volume information for all potential stock tickers you are interested in. And then, on your own computer, you will have to analyze which tickers fulfill your selection criteria. Don't worry: having basic Java skills is sufficient to create this software.
More...
Thank you once again for the reply.
So I would just like to confirm that I understood - Can I request data of a whole exchange (nasdaq for example) at once? Or the only way is to request ticker's data individually one by one?

Thanks!
 
Lambda1001 said:
Can I request data of a whole exchange (nasdaq for example) at once? Or the only way is to request ticker's data individually one by one?
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No, you can't do it at once. You have to do it ticker by ticker. However, to speed up the process, you could submit multiple requests in parallel, so you could request historical data in batches for e.g. 60 tickers at a time.
IB used to have a throttling mechanism in place: you were allowed to place 60 historical data requests in a 10 minute period. Some time ago they stopped using this fixed system, and now use a "fuzzy" system, throttling you when they feel that you are overextending their servers. The new system allows you to request more data than the old one, but the new limit/boundary is unknown.
 
HobbyTrading said:
No, you can't do it at once. You have to do it ticker by ticker. However, to speed up the process, you could submit multiple requests in parallel, so you could request historical data in batches for e.g. 60 tickers at a time.
IB used to have a throttling mechanism in place: you were allowed to place 60 historical data requests in a 10 minute period. Some time ago they stopped using this fixed system, and now use a "fuzzy" system, throttling you when they feel that you are overextending their servers. The new system allows you to request more data than the old one, but the new limit/boundary is unknown.
More...
Much appreciated your assistance.

I think I won't go deeper on this one. I actually found a service that do the same fetching that I need: spikeet.com But the downside that the list stays on their servers only.

Do you know of any service or a person that can do this fetch for me? With a pay of course.
 
Lambda1001 said:
Much appreciated your assistance.

I think I won't go deeper on this one. I actually found a service that do the same fetching that I need: spikeet.com But the downside that the list stays on their servers only.

Do you know of any service or a person that can do this fetch for me? With a pay of course.
More...
You're welcome.
I had not heard of spikeet.com. Their website looks interesting for the kind of thing you are looking for. They really seem to focus on providing data. Whereas a broker as IB is focusing on having their customers place trades. Providing data is not the main objective of IB.
It should be possible to hire a software programmer for the kind of software you need. But I'm not sure where to go look for them. This topic has been discussed here at ET, so the search engine (upper right hand corner of the page) might be of help to you.
 
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