DDE Datafeed

Quote from Antonio Leite:

I'm certain that when you were referring to Marketfeed you meant certainly some other feed... MarketFeed has an excellent quality price ratio It offers 300 streaming quotes for about $20 with an extra fee of $10 you can get unlimited options. Also it is not from England but from the US and its servers are based in the US. (note: the point about being in England or not is that it would add to the delay receiving quotes for people in the US)

If you are looking for an high end solution it is now possible to use QuoteIN with Comstock XpressFeed.
Please contact support@quotein.com if you are interested.

Check http://www.quotelink.net to read about new features like intraday data and .NET interfaces

Antonio Leite
More...

**CORRECTON**

Yes, i remember the one i worked with you on was Tenfore which was based in Swiz and England and the delay and inacurracy of their DDE quotes was distressing... so CORRECTON- "What i said about MarketFeed should be applied to TenFore" unless Tenfore has cleaned up their act...

So Antonio, are you saying that you now have a first class datafeed to work with via ComStock... you have taken the time to TEST this against eSignal, or Bloomberg to verify that it is as fast and accurate as theirs... the last time, if you remember, i had to do all this testing...

And a good test would = Fast, accurate quotes...

that would be good news... :)

cj

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HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
 
Quote from Antonio Leite:

I'm certain that when you were referring to Marketfeed you meant certainly some other feed... MarketFeed has an excellent quality price ratio It offers 300 streaming quotes for about $20 with an extra fee of $10 you can get unlimited options. Also it is not from England but from the US and its servers are based in the US. (note: the point about being in England or not is that it would add to the delay receiving quotes for people in the US)

If you are looking for an high end solution it is now possible to use QuoteIN with Comstock XpressFeed.
Please contact support@quotein.com if you are interested.

Check http://www.quotelink.net to read about new features like intraday data and .NET interfaces

Antonio Leite
More...

Antonio,

Does the Comstock XpressFeed supply stock quotes ??? - can i get all 1500 sp stock quotes (with these fields: last, total volume, change, trade size, capitalization, etc)

cj...

:confused:

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HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
 
Quote from Lawrence Chan:

What are you trying to do with the DDE feed?

Thats the more important question.
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For EACH SECTOR in the sp600, sp500, sp400 I am creating...

1. The real time FastCash line for each versus the exchange's 15 second post rate.

2. The real time projected volume for each sector using 10 minutes as my breakoff point and going back 10 days to mark the average.

3. The real time projected futures volume for ES, NQ, Russell, MidCaps... using 10 minutes as my breakoff point and going back 10 days to mark the average...

4. The real time Volume Difference for each sector (similar to eSignals proprietary VOLD and VOLDQ indicators)

5. The real time advance decline line for each sector.

6. The real time price depth commitment for each sector - by calculating the total change for each sector and dividing by number of issues you get the average amount a stock is up or down inside a sector at that momemt in time...

were doing all this now but would like a better DDE - prefer a working RTD... at a better price...

cj... :)

__________________
HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
 
1. DDE link will not be able to handle 500+ symbols, period.

DDE is a legacy technology that Microsoft no longer support nor maintain.

You will be lucky to be able to track about 200 symbols top. No matter how fast your computer is.

2 - 4. That depends on your coding and saving of historical data, it does not depend on the DDE part.

5, 6. If you can track all the symbols real-time, then it can be done easily.

What you need is not DDE - what you need is real-time customizable breadth calculation.

There are many solutions to your problem,

1. If you like programming, then you can subscribe to eSignal with their ActiveX API service and then code from there. I am not sure about the symbol limit issue with this API.

2. If you do not like programming, then use a program like NeoTicker to do the data collection (using NeoBreadth technology) and computation for you.

Lawrence



Quote from EdgeHunter:

For EACH SECTOR in the sp600, sp500, sp400 I am creating...

1. The real time FastCash line for each versus the exchange's 15 second post rate.

2. The real time projected volume for each sector using 10 minutes as my breakoff point and going back 10 days to mark the average.

3. The real time projected futures volume for ES, NQ, Russell, MidCaps... using 10 minutes as my breakoff point and going back 10 days to mark the average...

4. The real time Volume Difference for each sector (similar to eSignals proprietary VOLD and VOLDQ indicators)

5. The real time advance decline line for each sector.

6. The real time price depth commitment for each sector - by calculating the total change for each sector and dividing by number of issues you get the average amount a stock is up or down inside a sector at that momemt in time...

were doing all this now but would like a better DDE - prefer a working RTD... at a better price...

cj... :)

__________________
HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
More...
 
Hi Lawrence... thank you for taking the time to consider what we are ALREADY doing in our DDE setup...

1. DDE link will not be able to handle 500+ symbols, period[i/]

1. Our DDE link from eSignal is handling about 1200 to 1300 no problem but we are NOT grabing any bid ask data we are grabbing only last, change, total size, total volume only... Not even a problem for my AMD chip with 1GB DDR mem...

DDE is a legacy technology that Microsoft no longer support nor maintain.

Correct a mundo on that - that's why we are trying to move to RTD but none of the really fast accurate data feeds is supporting it now... hope that changes... and even though DDE is way legacy tech from MS - All the huge Investment houses use it to DEATH......

There are many solutions to your problem,

1. If you like programming, then you can subscribe to eSignal with their ActiveX API service and then code from there. I am not sure about the symbol limit issue with this API.

We actually tried out eSignal's Desktop API... here is my post on that...
http://www.elitetrader.com/vb/showthread.php?s=&threadid=37564

so we gave up on that with disgust...

their Desktop API symbol limit is about 200 - 300 and then choke-olla... barf... crash...

In the future we are thinking about using your MultiThreaded product for creating our own index tick charts...

but as i said in my original post we are doing it all the rest of what i described in a DDE spreadsheet... just would prefer to go to RTD...


__________________
HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
 
Working with just Last Trade info enable you to track the 1000+ symbols in DDE.

But if bid, ask, etc. are added to the equation, DDE will have problems in handling that - we've tested that against many feeds and it seems like the problem lies in the Microsoft DDE Manager.

Another interesting problem related to DDE, not workload related, is that if there is a badly written program running on the computer with heavy DDE traffic, even if the DDE traffic is not related to this 3rd party app, it can still stall the DDE conections.

Microsoft documented this problem as a known issue for DDE but no fix :(
 
Quote from Lawrence Chan:

Working with just Last Trade info enable you to track the 1000+ symbols in DDE.

But if bid, ask, etc. are added to the equation, DDE will have problems in handling that - we've tested that against many feeds and it seems like the problem lies in the Microsoft DDE Manager.

Another interesting problem related to DDE, not workload related, is that if there is a badly written program running on the computer with heavy DDE traffic, even if the DDE traffic is not related to this 3rd party app, it can still stall the DDE conections.

Microsoft documented this problem as a known issue for DDE but no fix :(
More...

Thanks... Good to Know... Good not to have to find that out the hard way...

More people should write fully multi-threaded apps like your Neo-Ticker

cheers... cj :)

__________________
HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
 
Quote from EdgeHunter:
Yes, i remember the one i worked with you on was Tenfore which was based in Swiz and England and the delay and inacurracy of their DDE quotes was distressing...
More...

About Tenfore the truth is that they have an excellent data feed for European Markets. However since their servers are in Frankfurt Germany there is a delay that you were able to measure from the US. It is important to notice to be fair that that they offered a discount for US customers to compensated for that.
(note: QuoteIN doesn’t support Tenfore anymore for unrelated reasons)

Quote from EdgeHunter:
So Antonio, are you saying that you now have a first class datafeed to work with via ComStock... you have taken the time to TEST this against eSignal, or Bloomberg to verify that it is as fast and accurate as theirs... the last time, if you remember, i had to do all this testing...
More...

QuoteIN can now work with InteractiveData Comstock Xpressfeed This targets professional business and requires the use what they called a CSP either local (in your office) or hosted somewhere. Note that since there are many data distribution options each case is different and you get a custom QuoteLink version with XPF adapter included. (support@quotein.com for more).

Quote from EdgeHunter:
Does the Comstock XpressFeed supply stock quotes ??? - can i get all 1500 sp stock quotes (with these fields: last, total volume, change, trade size, capitalization, etc)
More...

2,000 is well within the limits. You can reach 10,000 if you use last only.
Note that QuoteLink which is the underlying client platform that provides data to QuoteIN goes much beyond if you create a standalone application using .NET or COM interfaces

Antonio Leite
 
Quote from EdgeHunter:
…We actually tried out eSignal's Desktop API... here is my post on that...
http://www.elitetrader.com/vb/showt...&threadid=37564

so we gave up on that with disgust...

their Desktop API symbol limit is about 200 - 300 and then choke-olla... barf... crash...
More...

Agreed and that’s one of the reasons I choose not to support eSignal. I would never get closer to their 1,500 DDE quotes with such an API.

I would like to support eSignal though if some alternative appears

Antonio Leite
 
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