Excel 1 second data feed

agree, isnt it funny how someone tries to convince people that a $60 IQFeed solution is more stable than a provider that is used pretty much on every other institutional trading desk? And a lot use DDE for their quick and dirty calculations or sales activities.

I tried IQFeed and found the quality very lacking and when I pointed out the issues I had with their fx data (data missing and basically not a single quality contributor among their fx providers) they just switched me off their trial, funny...



Quote from risktaker:

Funny you say that 'cause I've got a box here with Reuters DDE getting 500 symbols and it's never crashed since I installed it a year ago.
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Hello

I just gave an opinion about a historical datafeed. but I dont work with historical data. I just use real time. And I didnt say that my main provider is Iqfeed.

I was just saying to him that he can´t expect clean data from a feed that costs $20, Iqfeed does not cost $60m is a bit expensive than that.

I dont know what kind of data you work with but to tell the truth, if you´re pulling 500 symbols from a DDE from Reuters you are not a professional. DDE is obsolete, You dont know what you´r saying.
The last time I tested a Reuters DDE about 1 year ago just thought LOL. yeah, it was that feed of the $750 per month.

Look.. for that amount I would recommend one of the best low latency datafeed in the market.
Reuters is not giving you a datafeed, is selling news and reports.
Their feed is a little extra

Then if you´re using DDE on Excel you should know the technical limitations of the DDE itself. Ever heard how the mechanism works? Read about it dude, you´re missing about 99% of the dataflow lol
Even RTD is slow for today...


The $50-$300 range for datafeeds, the best is Iqfeed.

Ask this to Marketdelta. They work with tickdata and they can tell you which the best feed is for that price range

Do you know what 7 billion quotes delivered per day are?

Keep your DDE, I´ll keep my FFM
 
Quote from T-Algo:

Hello

I just gave an opinion about a historical datafeed. but I dont work with historical data. I just use real time. And I didnt say that my main provider is Iqfeed.

I was just saying to him that he can´t expect clean data from a feed that costs $20, Iqfeed does not cost $60m is a bit expensive than that.

I dont know what kind of data you work with but to tell the truth, if you´re pulling 500 symbols from a DDE from Reuters you are not a professional. DDE is obsolete, You dont know what you´r saying.
The last time I tested a Reuters DDE about 1 year ago just thought LOL. yeah, it was that feed of the $750 per month.

Look.. for that amount I would recommend one of the best low latency datafeed in the market.
Reuters is not giving you a datafeed, is selling news and reports.
Their feed is a little extra

Then if you´re using DDE on Excel you should know the technical limitations of the DDE itself. Ever heard how the mechanism works? Read about it dude, you´re missing about 99% of the dataflow lol
Even RTD is slow for today...


The $50-$300 range for datafeeds, the best is Iqfeed.

Ask this to Marketdelta. They work with tickdata and they can tell you which the best feed is for that price range

Do you know what 7 billion quotes delivered per day are?

Keep your DDE, I´ll keep my FFM
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Wrong...

Yes, DDE is obsolete... but it still works fine for basic input in to excel...

Excellant Real Time DDE feeds... I have used

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

With the Equis DDE feed we only used 13% of CPU, hardly any ram and were pulling in 1000 symbols and 13 fields... Last, Net Change, Volume, No of Trades, Money Flow, Previous Close, vWap, etc...

It worked perfectly, relentlessly for us...

Period...

Market feed also was just fine and an incredible product for the price...

3. Marketfeed - 300 symbols $23 month

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...
 
I agree, second by second, updates second by second, I agree..

But dont forget that you wont catch 99% of the dataflow in the market

Try to grab 500 trades per second just on the emini S&P with a DDE or RTD in a volatile market

That´s all I have to say
 
I have the real time eSignal feed. 4 times a second would be even better, but I'm not sure my set-up can handle that across many different equities at once.

Quote from EdgeHunter:

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..
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This is exactly what I am trying to do!

Quote from EdgeHunter:



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...
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Quote from bellman:

This is exactly what I am trying to do!
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do you need eSignal for charting or for futures quotes or?...

we have set others up with Excel to Sierra Charts custom indicators..
 
I am using the eSignal data feed to generate specific signals or custom indicators using excel. Well that's what I'm trying to do, just having trouble connecting the dots.

In this instance I am unconcerned with charting or graphical display.

Quote from EdgeHunter:

do you need eSignal for charting or for futures quotes or?...

we have set others up with Excel to Sierra Charts custom indicators..
More...
 
Quote from bellman:

I am using the eSignal data feed to generate specific signals or custom indicators using excel. Well that's what I'm trying to do, just having trouble connecting the dots.

In this instance I am unconcerned with charting or graphical display.
More...

eSignals DDE is fine up to about 100 symbols or so... and in any version of Excel you can then build any Custom Indicator and then test its formula value every X number of seconds you want and set off an alarm if it hits your threshold...

your alarm can be any sound (.wav ) file you choose...

Buy XYZ at market... or Sell ABC at the Bid... or pair something... anything is possible if you have worked out your edge...
 
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