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Showing results for tags 'data feed'.
Found 4 results
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Hello all, I'm new here so be gentle if I've posted something incorrect. I'm looking for a data feed or API (push or pull at this point) that provides the ability to pull trades based on any set of criteria. All services I am looking at require a Symbol at least. I'm looking for the ability to ADHOC query on any field on the trade or quote and then be able to analyse the information I'm getting, tweak my parameters, to narrow down to symbols I want to watch or monitor. I will be building this within a .net framework so something that works nicely with .net is a plus but at this point I'll code around the difficulties if I find a solution that provides this functionality. Does anyone know if this exists? Thanks!
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Hello everybody. Sorry, if question had already appered, I can't find anything (only this: http://www.traderslaboratory.com/forums/automated-trading/7879-data-feed-api-order-book-analysis-5.html - but this's not exactly what I looking for) I looking for data feed. Something like zenfire for xetra stock, but without opening an broker account. I don't want make deals - only receive data. Any idea?
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I am looking for a data feed with an API that allows me to do order book analysis on Eurex. This requires a data feed with an API that allows one to enumerate every single order book update (including trades) in the order it occurred. An added plus would be exchange time stamps with high resolution (i.e. milliseconds or smaller). To do this for Eurex, that means that the vendor either has to subscribe directly to the Enhanced Broadcast Solution (EBS) at Eurex [members only so unlikely that vendors subscribe to it] or to the CEF ultra+ Eurex feed from Deutsche Börse (this is basically just EBS + trade recovery) [for non-members such as vendors]. I could find only a handful of vendors on the website of Deutsche Börse that are connected to the CEF ultra+ Eurex feed (one of them is CQG). Another important part is that the API must allow one to receive order book updates and trades in a synchronous manner so that the correct order of events can be ensured. Also no updates may be missed when the thread that the event handler is raised on is blocked (e.g. due to long processing) [i.e. the API instead queues those updates]. The only data vendor I've found so far that seems to meet both these requirements is CQG (waiting for confirmation from CQG). Please share your experience with their API if you have any. Are there any other out there besides CQG that meet my requirements?
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Can anyone explain with detail how to to do this? I want to load real time data into a spreadsheet, and then add some VBA coding. First, things first, though how do I get the code in Excel. I tried using the wizard data connection but it doesn't seem to take my user name and password that BarChart gave me. Thanks, James
