Downloading real time data

[Stormin_Norman]

by adding an expert it is possible to download R/T data to your hard disk which can be read from a charting programme (with asci converter). It is where I get my spot data from for my FX-Gold trading.

what expert are your using for that Kauri ?

would you mind sharing it and giving a brief instruction on how to take the information and store it?

thanks kindly.

 

[Trembling Hand]

Stormin I'm not sure if this is of any use but I use Ninja Trader connected to IB. It stores tick data, futs and their FX with vol. You can export it into text files and even replay it at any speed. Even replay the depth.

You can store daily, 1 min, tick or all.

 

[tech/a]

So with M/S R/T I can do the same.

Any chance of running through the sequence in IB?

 

[MS+Tradesim]

Tech, you'll need a plugin to port data from IB into MS. (I use this one: http://www.traderssoft.com/mst/msrt/)

You will need to download and install the TWS API:
http://www.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc

After you've installed the API you need to enable API in the TWS platform.
You'll also need to tell MS where the RT data files are stored. This is done through the ->Options ->Real Time menu.

However, I seem to recall you having eSignal. You can configure MS to receive data directly from eSignal which is a lot easier. Have a read in the MS setup manuals for more info.

 

[tech/a]

Tech, you'll need a plugin to port data from IB into MS. (I use this one: http://www.traderssoft.com/mst/msrt/)

You will need to download and install the TWS API:
http://www.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc

After you've installed the API you need to enable API in the TWS platform.
You'll also need to tell MS where the RT data files are stored. This is done through the ->Options ->Real Time menu.

However, I seem to recall you having eSignal. You can configure MS to receive data directly from eSignal which is a lot easier. Have a read in the MS setup manuals for more info.

Thanks M/S esignal of course.

 

[pilbara]

for MT4 try this http://codebase.mql4.com/en/2346

I'm not using a trading platform like MT4 or NT, instead I'm coding directly in C# and connecting to a broker using an API, so I've built in my own logging functions that create real time data files, and I can replay any run of the EA.

I think it is important to have the realtime tick-by-tick data saved so you can see the effect of any changes to your system on your past results.

However you must be sure that the process of saving the data doesn't affect the trading system. Disk access is slow and will affect the dynamics of a real-time system. You need a separate thread of execution to save the data to disk, which can run in parallel with threads which handles your indicators and trade execution. The system always must be ready to receive a new tick from the price server. It should not miss ticks because it busy writing them to disk.