Live data feed for trades and orders (like MarketCast used to have)?

[Shawky]

Hi all
Back in 2005 I started writing an application to manage all orders and trades on the ASX using the MarketCast data feed. The idea being to transfer a manual white board tally for market depth to an automated indicator in Amibroker. I got as far as prototyping the application to parse the years of order history MarketCast were so kind to provide me. Then I went back to work consulting. Meanwhile my software tools have developed enough to process such a data feed.

So, does anyone know of a data provider that provides a software development kit or interface to consume a broadcast of every order placed on the ASX?

As per other threads on this and many forums, it seems the general application only deals with market depth for the stock on display.

Thanks in advance.

About my trading:
My trading tool chest consists of:
Amibroker (www.amibroker.com) for super fast charting, custom indicators and back testing
Incredible Charts (www.incrediblecharts.com.au) for forum and my first decent charting platform
ComSec Account for investments
CMC Account for trading
Integrated Investor (www.hubb.com current EOD data feed ASX, AU, Forex, Futures) originally ProfitSource for Elliot Wave, EOD data feed inc metastock to share EOD data with Amibroker.
Excel tools (www.Analyzer.com) to run instant custom reports across my watchlists with pretty colours etc using Yahoo / stock broker web page sweeps to get an instant snapshot. Lots of VBA.
AutoHotKey scripting to automated repetitive windows tasks.
Limited Jscript for Amibroker
Miscrosoft Visual Studio C++ for software development (C programming / hack)

I don't trade at present, but would like to get a system going again.

 

[Wysiwyg]

This fellow has created AFL code that allows trading from Amibroker to Interactive Brokers. The disappointing fact with using IB data feed through an API into Amibroker is the limited number of symbols that can be streamed (100). Bit archaic for this day and age.

http://blog.tipster.ca/p/tipster-trendlines-3.html

You could drop him a line for info. as no doubt he has the experience.

 

[captain black]

So, does anyone know of a data provider that provides a software development kit or interface to consume a broadcast of every order placed on the ASX?

Sorry for the short reply, bit busy atm, these links might help:

http://www.iguana2.com.au/spark-dde
http://www.iguana2.com.au/spark-sdk
http://www.iguana2.com.au/spark-api

 

[Shawky]

Thanks Guys
I will investigate further.
I've no trouble writing my own code (or sharing it), getting access to the data in any form is getting harder these days or more expensive.

Captain, time is more valuable than Gold, a few seconds of help can save hours of effort.

 

[Shawky]

Thanks again
My enquiry has been answered
The Iguana2 spark-sdk API solution does everything plus a little more than what MarketCast did.

I could just modify the AmiBroker Marketcast driver to give me the tick and intraday bar charts.

If I could afford the $300/month minimum cost I would have it up and running in no time to Amibroker (for charting). By comparison MarketCast charged $80/month.

If anyone is already using the Iguana2 API or data feed let me know.

 

[Wysiwyg]

I tried FreeLance and had no replies but it must be possible. This was my enquiry.

Posted: Tuesday, Oct 19, 2010
Budget: $30-250
Description: HELLO, I want to feed/stream live data from my web based broker (stocks, index, forex etc.) trading platform to the charting program I have on my computer (Amibroker).

So basically it would be a DDE (dynamic data exchange) from my IG Markets trading platform to Amibroker charting program on my computer. Amibroker is a charting program which is very versatile and is enabled to set-up DDE. Metatrader, which is a foreign currency exchange trading platform, is DDE enabled so it is simply a matter of adding the DDE server name into the generic DDE plug-in field within Amibroker. Yes Amibroker has a generic DDE plug-in built in.

SERVER = My broker platform (IG Markets) uses javascript of which I can send you the source code.

CLIENT = My charting program (Amibroker) features

# 'C'-like, array-based formula language (AmiBroker Formula Language - AFL)
# an Open Indicator API (allows to code your indicators in any language capable of producing Windows DLL),
# OLE/COM object support (can call any method , read/write any property of external COM objects)
# JScript/VBScript support (can embed parts written in JScript or VBScript within the formula)
# extensive OLE automation interface (write scripts to automate any task)


If this data exchange is at all possible please let me know. THANK YOU.

 

[Shawky]

Just a quick note, I am working on a prototype feed handler for the Spark API and Amibroker. I am not sure if I will get to use it, pending work commitments but enjoying the challenge anyway.

I rang Iguana and they were very helpful.

I am extremely disappointed that I cannot find the old backups of my MarketCast live feed data to use for simulation. I have tic data but tic data does not include the order, news and stock messages. The order messages is what I am after.

 

[Gringotts Bank]

I tried FreeLance and had no replies but it must be possible. This was my enquiry.

Wysiwyg, did you ever manage to get IG data into AB? Anyone else have some ideas on this?

Thanks.

 

[Trembling Hand]

Wysiwyg, did you ever manage to get IG data into AB? Anyone else have some ideas on this?

Thanks.

All their data comes from real markets. Just feed the real stuff?