Platform-Independent Data Feed/IB Data?

scottorama · Feb 9, 2006

Congrats on getting through! :-)

OK, I use the TCP/IP method. The docs are sparse, because, frankly (at least to me!), it is VERY simple to access their data.

There are two ways to look at it, 1) Realtime and 2) Historical data.

The Realtime data access is via their Jerq server (silly name, but it works!), I read through the JAVA code and saw where they opened the port and figured it out. No problem.

The Historical data access is via HTTP. Simple URL, you get back a csv text page. Open, high, low, close, volume for each bar requested. Can request from 1 minute up to 1 year bars I believe. VERY simple.

I have sent you a Private Message (sorry gang) on how to do some of this... since it is DDF's stuff after all... but it is very simple.

Glad you are trying it out!

-Scott

Paccc · Feb 13, 2006

Quote from scottorama:

IB also has an annoying 'reset' issue. Every day their TWS application shuts down. There are several tools to work around this.

This certainly is VERY annoying. I'm interested as to some of the tools you use to get around this. Thanks!

-- Paccc

scottorama · Feb 13, 2006

Hello Paccc,

There are several tools, I do not use them. :-( I do the old fashioned way. :-)

(Click, click, click...)

But, there are several on the TWS Yahoo Group in the Files section, including, TWSStart, IB Controller, and a few JAVA snippets you can run/edit yourself.

Here is the link:

[You have to be a member to see the files here]

http://finance.groups.yahoo.com/group/TWSAPI/files/Auto Login Codes/

HTH,

-Scott

dcraig · Feb 13, 2006

Quote from Paccc:

This certainly is VERY annoying. I'm interested as to some of the tools you use to get around this. Thanks!

-- Paccc

If you are running in a UNIX/Linux environment there is a tool for 'automating' X11 applications. I think it's written in Perl and intended for producing test harnesses for X11 apps. I can't remember the name, but I think it likely that TWS could be restarted and logged on with a small script using this tool.

TheWanderer · Feb 13, 2006

Unfortunately, ddfplus didn't work out for me. Their daily historical data is delayed, and their intraday historical data was delayed by several days. They do offer this data. However, it is a commercial rate and is out of my budget.

Their streaming feed seemed to work very well, but I would need to aggregate the data myself into bars of different intervals.

Thanks for everyone's help. If anyone else has any ideas on a platform-independent data feed, please post a reply.

dcraig · Feb 13, 2006

Quote from TheWanderer:

Unfortunately, ddfplus didn't work out for me. Their daily historical data is delayed, and their intraday historical data was delayed by several days. They do offer this data. However, it is a commercial rate and is out of my budget.

Their streaming feed seemed to work very well, but I would need to aggregate the data myself into bars of different intervals.

Thanks for everyone's help. If anyone else has any ideas on a platform-independent data feed, please post a reply.

Why have you ruled out IB/TWS ?

TheWanderer · Feb 13, 2006

Quote from dcraig:

Why have you ruled out IB/TWS ?

\

I was hoping to find a data service that would resolve some of the issues Scott mentioned earlier in the thread.

dcraig · Feb 13, 2006

Quote from TheWanderer:

\

I was hoping to find a data service that would resolve some of the issues Scott mentioned earlier in the thread.

I'm not sure which issues are important to you, but I find the IB feed to be fast and reliable. Others have said that it's performance in a fast market is a least as good if not better than many others. And the price is right.

As for Java footprint 1Gb is not a realistic assessment of how much memory is actually being used for a Java app. ps and top are not giving you the full story because you are seeing the memory used by shared libraries linked to by the Java runtime. DLLs in Windows lingo. There is no way that TWS needs anything like 1 Gb to run.

It's true that you don't need all the TWS stuff if all you want is data, but at the end of the day if it works and is cross platform and the vendor is OK with cross platform, that is all you need. Religious discussions about Java bloat and whatever don't really matter.