How to get full access to the data flow from the stock?

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JaneGermany
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How to get full access to the data flow from the stock?

Postby JaneGermany » 10 Oct 2014

I have a question before you buy the program - How to get access to the data flow from the stock exchange?

I've found that you have DalaLoader and CustomInstrument - but they are connected or only to Trade, Ask and Bid. But I need the combined data stream!

Help please.

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Henry MultiСharts
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Re: How to get full access to the data flow from the stock?

Postby Henry MultiСharts » 10 Oct 2014

Hello JaneGermany,

Please describe what you mean by "the combined data stream" and how exactly you want to use it in MultiCharts.

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Re: How to get full access to the data flow from the stock?

Postby JaneGermany » 10 Oct 2014

I need "the combined data stream" with Trade, ask and Bid.
For exapmle:

Code: Select all

Trade, Time= 09.06.2014 6:19:21, Price= 1,3613, Volume= 5, TickID= 2147483666
Ask, Time= 09.06.2014 6:19:21, Price= 1,3614, Volume= 134, TickID= 2147483667
Bid, Time= 09.06.2014 6:19:21, Price= 1,3613, Volume= 1, TickID= 2147483668
Ask, Time= 09.06.2014 6:19:21, Price= 1,3614, Volume= 133, TickID= 2147483669
Bid, Time= 09.06.2014 6:19:21, Price= 1,3613, Volume= 9, TickID= 2147483670
Bid, Time= 09.06.2014 6:19:21, Price= 1,3613, Volume= 11, TickID= 2147483671
Ask, Time= 09.06.2014 6:19:21, Price= 1,3614, Volume= 126, TickID= 2147483672
Ask, Time= 09.06.2014 6:19:21, Price= 1,3614, Volume= 125, TickID= 2147483673
Ask, Time= 09.06.2014 6:19:21, Price= 1,3614, Volume= 124, TickID= 2147483674
Ask, Time= 09.06.2014 6:19:21, Price= 1,3614, Volume= 123, TickID= 2147483675
Bid, Time= 09.06.2014 6:19:21, Price= 1,3613, Volume= 12, TickID= 2147483676
Bid, Time= 09.06.2014 6:19:21, Price= 1,3613, Volume= 10, TickID= 2147483677
Ask, Time= 09.06.2014 6:19:21, Price= 1,3614, Volume= 124, TickID= 2147483678
Bid, Time= 09.06.2014 6:19:21, Price= 1,3613, Volume= 9, TickID= 2147483679
Ask, Time= 09.06.2014 6:19:21, Price= 1,3614, Volume= 125, TickID= 2147483680
Trade, Time= 09.06.2014 6:19:21, Price= 1,3613, Volume= 1, TickID= 2147483681
Trade, Time= 09.06.2014 6:19:21, Price= 1,3613, Volume= 5, TickID= 2147483682

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Henry MultiСharts
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Re: How to get full access to the data flow from the stock?

Postby Henry MultiСharts » 10 Oct 2014

In MultiCharts each quote field is individual. You can access all three quote fields if they are provided by your data vendor. You can process the data the way you need it by creating a script with the desired code logic. For example you can output all data values to a single file or calculate some value and plot it on a chart.

There are multiple ways of accessing the data:
1) easiest solution is adding all of the required data series to your chart and accessing the values from the code.
2) DataLoader
3) CustomInstrument (MC .NETver. 9.0 or higher)

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JoshM
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Re: How to get full access to the data flow from the stock?

Postby JoshM » 11 Oct 2014

In MultiCharts each quote field is individual. You can access all three quote fields if they are provided by your data vendor. You can process the data the way you need it by creating a script with the desired code logic. For example you can output all data values to a single file or calculate some value and plot it on a chart.
Yes, but you cannot execute a script on updates of three data series (trade, bid, ask), right?

So in a sense there is no "full access to the data flow" because, if the script is updated on trades, bid and ask updates between ticks are missed. And the same goes for when a script is updated on either bid or ask. Forcing a recalculation based on a time period does help, but still does not ensure that all data flow is captured.

Or is my understanding incorrect?

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Henry MultiСharts
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Re: How to get full access to the data flow from the stock?

Postby Henry MultiСharts » 13 Oct 2014

JoshM, DataLoader has events of receiving realtime. CustomInstrument does not have such events, but always contains the actual information at the moment of the calculation.

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Re: How to get full access to the data flow from the stock?

Postby JaneGermany » 13 Oct 2014

Thanks


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