Excel

Quote from alanm:

Quote from Moreagr:
I would like to auto calculate over 400 tickers with at least 20 data cells for each ticker real time.. which language or software plug -ins could be suitable for this?

could VB6 with excel handle this or would i need a more powerful language like C++... to handle all this data calculations.


Excel could never handle this volume with stocks that are at all active from a data source that gives you every change in bid/ask/bidSize/AskSize/lastPrice.

It may be able to handle it at IB (if you generate enough commissions to get 400 concurrent tickers), who aggregates changes into snapshots 3-5x per second if it's done right.

Otherwise, you're looking at using C++/VB/etc. This may not be all that hard if the vendor provides a working sample application which you can strip down and modify to your needs. If you then want to display the data, you'll want to do the same thing as IB - generate snapshots - there's no point in displaying changes that are much faster than a human can process.
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here is a thread discussing this product: http://www.quotein.com/
http://www.elitetrader.com/vb/showthread.php?s=&threadid=60297

their website says: "up to a thousand of fast streaming quotes (with 10 fields each) are well within the limits of an average machine Snapshot" - does anyone have experience with this?
 
Quote from kwancy:

I have followed this link and started to make spreadsheets based on these add_in functions for trading which retrieve a lot of information from yahoo finance and MSN money. This is particularly good for pulling out option quotes and fundamentals. Nevertheless, the information pulled out by these functions are all 15-20 min. delayed and reduce its function to serve in trading. Also, the add-in function does not appear to have any futures data as well.

It will be great if I can pull out real-time information from e-signal
including future prices and real time stock prices. Anyone knows how to do it through e-signal?
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Try this

http://www.fintools.com/?sigtools
 
Quote from fader:

here is a thread discussing this product: http://www.quotein.com/
http://www.elitetrader.com/vb/showthread.php?s=&threadid=60297

their website says: "up to a thousand of fast streaming quotes (with 10 fields each) are well within the limits of an average machine Snapshot" - does anyone have experience with this?
More...

thanks Alanm batman and fader.

what i was thinking about as far a data fields was not including every bid offer size but only the last traded price. I can look at L2 for further analysis the other thing i wanted to add is multiple formulas based on statistics calculated based on price and volume intraday and daily some will have to be updated by the minute at least and other download once per day or static for daily info.

I also may need access to store at least a day of intraday one minute data and daily data or a few weeks.

thanks for all you help
 
Anyone know of a Excel Add in or tool that would allow downloading of other non price data fields such as float or shares short into an excel spreadsheet?

I need to download the data in a column next to the ticker.
Gummy's spreadsheet will do exactly this with a small number but crashes if I try and download a large number. Other progs seem to be only for price and volume data and unable to handle other fields.

I have the code for e.g. float from Gummy's web site but does anyone know where I can find some of the other non price data such as shares short and others under Key Statistics/Share statitics. In Particular:

Average Volume 3m
Average Volume 10d
Shares Outstanding
Float:
% Held by Insiders:
% Held by Institutions:
Shares Short :
Short Ratio :
Short % of Float :
Shares Short (prior month):


I have tried a google search but if there are some keywords that work so that I can narrow it right down to those that I should be using to find what I am describing above I would appreciate them.
 
Is there a higher limit with e.g. Open Office or what is/used to be called Applix or any other such Excel clones in terms of number of filelds handled via DDE type interface? Prefer Windows compatible apps but would consider something running on Linux.

Excel DDE tops out at 2500 fields if you are lucky - I need three levels of Bid/Ask, last size + Last Price and need to apply over thousands of symbols. Does anyone know what the limits are with the successor to DDE whose initials I can never remember (RTS?)
 
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