Excel 1 second data feed

[bellman]

Currently I am using Qlink to feed 1 minute price and volume data into excel with an Esginal feed.

I need to do the same, but with 1 or 2 second periods.

I do not yet have the VBA skills to figure out how to do this.

Anyone know of a good solution?

It seems like not too difficult of a project for a programmer. Can I hire someone to do it for me. Could I get this done for $500? My broker also offers an option to connect to excel I guess through DDE.

This is my current project. Best case scenario I figure out how to set it up by myself, but I don't really know where to start.

 

[RedRat]

If you are using InteractiveBrokers you can find excel examples. Subscribe to TWSAPI yahoo group. There is a files section, look into the DDE and Excel folders, may be you find there something suitable.

If I am correct they also have a demo coming with API installation
http://www.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc

$500 is a good price but I do not program for Excel .

 

[monty21]

I use Marketlink (DDE).... its about $24 a month

I think you can import up to 300 symbols at once for that price.

 

[T-Algo]

DDE is from the 19th Century.
You wont get good information with DDE.

Find a datafeed that provides RTD, it's faster, but not enough too.

Why do you want a 1 second datafeed if you have 1000 trades per second in a stock like CSCO. you would be mislead in your trading.

IB feed is not a datafeed

 

[trading1]

Quote from T-Algo:

DDE is from the 19th Century.
You wont get good information with DDE.

Find a datafeed that provides RTD, it's faster, but not enough too.

Why do you want a 1 second datafeed if you have 1000 trades per second in a stock like CSCO. you would be mislead in your trading.

IB feed is not a datafeed

Do you recomend a particular provider?

 

[T-Algo]

Esignal ActiveX API

Iqfeed by TCP/IP socket

I prefer the second one


If you want something heavier try Activ Financial

 

[T-Algo]

Simple example

the values you see here should be multiplied by 7, the message number is the whole string, and my string has 7 fields updating all the time, so if you see 841, it means you have around 5900 messages per second
If you have 6 million updates for the day, it means you had around 50 million messages entering on your machine

 

[EdgeHunter]

Quote from bellman:

Currently I am using Qlink to feed 1 minute price and volume data into excel with an Esginal feed.

I need to do the same, but with 1 or 2 second periods.

I do not yet have the VBA skills to figure out how to do this.

Anyone know of a good solution?

It seems like not too difficult of a project for a programmer. Can I hire someone to do it for me. Could I get this done for $500? My broker also offers an option to connect to excel I guess through DDE.

This is my current project. Best case scenario I figure out how to set it up by myself, but I don't really know where to start.

Do you have the real time eSignal feed...

If you do you can get quotes to come into a DDE Excel spreadsheet 4 times a SECOND !!!

or what do you have from eSignal

please let me know.. thanks..

 

[trading1]

Quote from T-Algo:

Esignal ActiveX API

Iqfeed by TCP/IP socket

I prefer the second one


If you want something heavier try Activ Financial

Actually want something lighter. Appreciate the advice. I am not a developer and have limited capacity for getting these sort of things to work. Are these simple to use, or do they require supervision and oversight. My experience is data services require 'waking the system up' to get new values or they periodically don't refresh.

Why is Iqfeed better than eSignal?

 

[EdgeHunter]

Quote from T-Algo:

DDE is from the 19th Century.
You wont get good information with DDE.

Find a datafeed that provides RTD, it's faster, but not enough too.

Wrong...

Excellant Real Time DDE feeds... I have used

1. Reuters DDE Feed ($750 a month full)
Unlimited Symbols...

2. Reuters DDE Lite Feed ($140 a month)
500 symbols for $140
$50 for extra 500 symbols for $190.00

3. Marketfeed - 300 symbols $23 month

Reuters Lite from Equis.com was an exceptional DDE feed... Hardly any CPU use or RAM use and so many useful data fields both technical, fundamental as well as the usual it was unbelievable...

Marketfeed is exceptionally good for the price... just have the very basic fields...

With these DDE stock data feeds going into excel you can BUILD ANY CUSTOM INDICATOR YOU CAN POSSIBLY IMAGINE and then chart it EVERY SECOND.. (Sierra charts... needs VBA code)

edge...