What bundle for proprietary indicators ?

[Sekiyo]

I’d like to process real time intraday data.
1 min HOLC bars or longer (5min, 15min, ...)
Not looking for backtesting but that would be a plus.

I’d just like to get the count of O>C and O<C
Also the range of the bar as H-L

Then do some math over the data.
Get the mean, Standard deviation and make a distribution.

I have mathematica ...
I know a little python, bash, excel, vba.
Guess I just need an API with real time data.

Any recommendations ?
For ES mainly. Maybe NQ, CL & Co

 

[gaussian]

IB if you're cheap, DTN iQFeed if you want flexibility. But DTN iQFeed wont give you execution.

 

[minmike]

O= C. Almost by definition on intraday data. Daily is different. Not worth looking at. Back test on historical before worrying about real time.