Get the data stream from the market

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Dragon
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Get the data stream from the market

Postby Dragon » 09 Jun 2014

How to get the data stream directly from the market. so I could get in the correct sequence for every change in level one market data for the underlying instrument. This can include but is not limited to the bid, ask, fin trade price and volume of instrument.

NT example:
Bid Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 18
Bid Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 18
Ask Time = 06.06.2014 1:11:52 Price = 1,3659 Volume = 47
Ask Time = 06.06.2014 1:11:52 Price = 1,3659 Volume = 47
Bid Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 16
Bid Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 16
Bid Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 12
Bid Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 12
Ask Time = 06.06.2014 1:11:52 Price = 1,3659 Volume = 49
Ask Time = 06.06.2014 1:11:52 Price = 1,3659 Volume = 49
Bid Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 10
Bid Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 10
Ask Time = 06.06.2014 1:11:52 Price = 1,3659 Volume = 52
Ask Time = 06.06.2014 1:11:52 Price = 1,3659 Volume = 52
Last Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 1
Last Time = 06.06.2014 1:11:52 Price = 1,3658 Volume = 1

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Alex MultiCharts
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Re: Get the data stream from the market

Postby Alex MultiCharts » 11 Jun 2014

Hello Dragon,

You can sign up for real-time data on any symbol using DataLoader.
Please follow this link to read more about it: https://www.multicharts.com/trading-sof ... DataLoader

Dragon
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Re: Get the data stream from the market

Postby Dragon » 11 Jun 2014

I tried to use DataLoader
All the time there is a leak of data, there is no synchronization between the Ask / Bid / Trade

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Alex MultiCharts
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Re: Get the data stream from the market

Postby Alex MultiCharts » 16 Jun 2014

1. Please be more precise data leak you are referring to?
2. There should not be any synchronization when using DataLoader. It is a separate series which is updated and cannot be influenced in any way.

Dragon
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Re: Get the data stream from the market

Postby Dragon » 16 Jun 2014

Why Separate streams Ask / Bid / Trade on one instrument, as required DataLoader, if necessary combined flow!

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Alex MultiCharts
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Re: Get the data stream from the market

Postby Alex MultiCharts » 17 Jun 2014

It is not possible to synchronize Asks, Bids and Trades, as these are separate data series and they are updating differently and with different frequency. So, as the result there can be delays if you have them synchronized.

Dragon
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Re: Get the data stream from the market

Postby Dragon » 07 Jul 2014

Do u plan to add this function?

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Alex MultiCharts
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Re: Get the data stream from the market

Postby Alex MultiCharts » 07 Jul 2014

Hello Dragon,

Unfortunately we are not planning to add it in the nearest future.
Please leave a feature request at this web page if you want to have such functionality in future: https://www.multicharts.com/pm/

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Re: Get the data stream from the market

Postby Dragon » 10 Jul 2014

I cant login in Project management. I try to register by UserName: richdragon in Tuesday

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Andrew MultiCharts
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Re: Get the data stream from the market

Postby Andrew MultiCharts » 15 Jul 2014

I cant login in Project management. I try to register by UserName: richdragon in Tuesday
Dragon, it looks like the complete username is richdragon@outlook.com.


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