Platform-Independent Data Feed/IB Data?

Have a look at traderkiosk.com

They are a new player in the market and look to have a pretty advanced data delivery set-up happening. Might be a bit pricey for the average punter though.

Runningbear
 
Tradestation and QCharts both have 30 day free trials -- but you need to open an account with TS.

Quote.com's livecharts has 100 bars of data you can download from their service.

SSB
 
TraderKiosk is bascially Dormant. It is a high end product that also requires the DTN SATELLITE feed in its current state. It is a great solution, but hard to say if it would be adapted to the Internet feed and/or truly portable to Mac/LINUX.

Tradestation and QCharts ... well Tradestation is a nice product, but again ... we want platform independance!

Quote/QCharts has a developer program. $175/month! AND>>> you guessed it... it is a WINDOWS DLL... blah. No luck there. And, BTW, I do not think their data feed is very comprehensive... seemed like it covered the basics well, but not much else... which is fine... if that is all you need...

:-(

-Scott
 
Scott,

Regarding IB's tick data:

- per your note it sounds as if they take snapshots ( which explains how they would miss a high or low), but somehow that is reconciled in the historical data base. Are you sure that the historical db allows access to every tick, and if so do you know what mechanism is used to reconcile the snapshots with the full trade data (maybe just a feed from another data provider?)

- you mentioned that IB does not "clean" the streaming data, explaining the errant tick you mentioned. Do you know whether they scrub the historical data base and, or correct for corrected and deleted trades from exchanges?

Thanks. Appreciate any info. you might be able to share.
 
Yes, apparently, IB does snapshots for their realtime feed, however, their historical db is 'complete' ... but one cannot access the historical database at the tick level. 1 second bars is as 'small' as it gets for their data.

http://www.interactivebrokers.com/php/webhelp/webhelp.htm#Interoperability/DDE_Configure_TWS.htm

See the Bar Size parameter list there.

I know that they do not 'clean' the data, but I am not sure about deleted trades... as in corrections from the exchanges...

However, IB does sponsor a Webinar about once a month for their API, Jay Bailey gives it. And, he will answer just such questions as the presentation winds down. Their next API Webinar is on February 15th @16:30EST. Here is the link for that...

http://www.interactivebrokers.com/en/general/education/ibSeminar.php?ib_entity=llc

Scroll down to February 15th and register (its free, just give your name and email address, etc.) and then you can listen to the Webinar live when they present it and ask any questions at the end.

If you are just curious, you can view previous webinars in the archive (click on the previous recorded icon/link near the top of that page). They have several Webinars to look at, and each of the API webinars is different, since there are questions at the end of each one...

-Scott
 
Quote from TheWanderer:

Hello,

This is my first post here, so please bear with me.

I need to download historical and real-time (not delayed) intraday data for, primarily, U.S. stocks and options, at different time intervals (daily, 60 minute, 10 minute, etc.) into text files throughout the day. I do not need streaming data (at least not yet). I have my own software that will scan and analyze OHLCV data in ASCII files.


Thanks.
More...
Haven't looked at how historical data would work (I just use TC2000 EOD), but a cheap and easy solution to realtime quote snapshots is to use QuoteTracker with Money.net as the provider.

QT is free and has a simple HTTP local server setup. Money.net will cost you $12/month.

That being said, how reliable is it? Not that great. Some problems I have are probably my crappy Direcway satellite internet, but Money.net doesn't get the quotes cranked up until after the open sometimes. Will it get better? I hope so.

How fast is it? The best I can say is that it is fast enough for me. I grab a thousand quotes or so over HTTP every couple minutes. It works for me, but I don't know about other apps.

How well does this setup work overall? Very well (again, for me). I use it all day every day and make money. But if I was a "professional" trader, instead of a day job auto-trader, I would probably want a better setup. Word from IB is that they are working on a non-streaming snapquote upgrade.

http://www.quotetracker.com/help/qtserver.shtml

http://money.net/products/products_snapquotes.php
 
Thanks everyone for your help.

scottorama,

I e-mailed ddfplus on Friday and explained what I was looking for. "Andrew" wrote me back and said they didn't offer any such service. I was a bit puzzled. I called ddfpus this morning and someone from barchart.com called me back. They referred me to barchart.com, which seems to be ddfplus' "retail site". Is this where you are getting your data from ddfplus? Are you logging into barchart.com? Can you download real-time (up to the minute) 1 min, 10 min, 60 min bar data? Is there someone in particular I should talk to? Is there a particular service I should be asking for? The price for barchart.com is only $20 which indicates it might not be the service I am looking for.

Thanks.
 
No problem, Andrew may have been confused... it is Monday morning after all. :-)

Go to ddfplus.com, this link:

http://www.ddfplus.com/pricing.asp

And down at the bottom is pricing for an Independent Software Vendor. Developers are $99/month per user up to 10 users... and $39/month for clients that use your application once you hit 11 users.

The $1500/year support fee is OPTIONAL (thank heavens!). :-)

If Andrew doesn't agree, they may have changed their policy (and not the web page). Let me know how it goes...

-Scott
 
Scott,

I got a hold of Andrew at ddfplus. I signed up for the service. They have a Pure Java API. Their API documention is a bit sparse. I sent them an e-mail explaining what data I need to download and if they could supply some sample code.

How are you accessing their data? Are you using their Java API? Or, did you write your own using their TCP or HTTP protocols?

Thanks.
 
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