Does anyone know of any "Sonification" software for market data?

B

brettman9

Can't seem to find anything like this on the market, which honestly surprises me:

For example:
Each trade hitting the market makes a sound (“blip”):
- trades at the offer sound different than those at the bid (pitch? volume? timbre?), and
- And size of the trade affects some other dimension of the sound (pitch? volume? timbre?)
- I suppose could even be applied to other features such as speed of price change, tests/breaks of important levels, etc...


Would seem to confer an advantage after a while of getting used to it. (i.e. "This pullback pattern on the 1min ES looks a lot like the one we saw yesterday morning, but it sounds totally different...more like the one we got last Monday that slipped and washed out back to the lows."), etc...

Hopefully there is something that can be put to use this way. Please let me know if you have any leads.

Thanks
 
Quote from brettman9:

Can't seem to find anything like this on the market, which honestly surprises me:

For example:
Each trade hitting the market makes a sound (“blip”):
- trades at the offer sound different than those at the bid (pitch? volume? timbre?), and
- And size of the trade affects some other dimension of the sound (pitch? volume? timbre?)
- I suppose could even be applied to other features such as speed of price change, tests/breaks of important levels, etc...


Would seem to confer an advantage after a while of getting used to it. (i.e. "This pullback pattern on the 1min ES looks a lot like the one we saw yesterday morning, but it sounds totally different...more like the one we got last Monday that slipped and washed out back to the lows."), etc...

Hopefully there is something that can be put to use this way. Please let me know if you have any leads.

Thanks
More...

Yes.. Get X_trader, and click on "Trade Sounds"
 
Problem with X-Trader is that they aggregate trades so T&S is not accurate and neither are the sounds.

It sounds great when you listen and, if they segregated each trade, I believe some small percentage of traders could benefit. If you find it elsewhere let us know.
 
I haven't found anything. Searched all over the place. Talked to some friends. Nothing.

I believe IB has an API function that can link to java/activeX/C++ apps. Thinking I may hire a programmer to design a simple app that taps into the IB market feed and outputs in tones or beeps or clicks or whatever.

Wouldn't need to be complicated. Just a few variables. Size of trade. Side of the market. At least for starters.

There has to be a way to do this. I'm convinced it's an idea worth pursuing.

I just can't believe no one else already has.
 
Quote from Swan Noir:

Is the IB feed complete enough and timely enough? I heard complaints about it months back but I don't know the current status.
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All I can say is I have to watch my IB interface occasionally (couple times a month maybe) when something big happens and the tick volume explodes because it's my eSignal feed that starts to fall behind.

The IB data is rock solid in my experience, which covers about the past 9 years.
 
Interesting. Nine years is good enough for me to regard yours as expert opinion.

Thanks.

Quote from brettman9:

The IB data is rock solid in my experience, which covers about the past 9 years.

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I wrote a custom app 10 years ago that does audio feedback.

I never bothered much with size , though thats trivial to do, as size almost always results in price movement which is what I'm tracking.

I think this was more valuable years ago , when you could hear what the market was doing faster than you could see it.

now, with all the HFT crap, its all over before you can react anyway.
 
Quote from brettman9:

Thank you, I will look into it.

Any others anyone knows of, please post.

Thanks
More...

Pivot Farm has a thing called tape tweet. You would probably have to ask them to license or something. Cricket sound is buying and speeds up, popcorn is selling. It's cheesy, but could be made to accomplish what you want. http://www.pivotfarm.com/
 
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