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AW: twsapi: Asset US format information
¿ªÔÆÌåÓýHi
Scott,
?
until
now, I did not really need realtime data in my application. I do all the
"trading signal calculations" in Tradestation.
But
when I decided which datafeed to use, the API was important.
?
eSignal has a non-free-SDK and a free DDE-API. I copied a part of the
help file at the end of the eMail. I tried it in excel, and it worked fine. The
amount of different informations that are supported is
amazing.
The
none-free-SDK allows to download historical data additional to the realtime
data. (I think Dynaloader uses it?).
?
Hyperfeed/PCQuote has an API at ?and
an other API at ..
Several brokerages seem to use Hyperfeed.
Hyperfeed has a lot of different products. I think I chose
the?product which is meant?for Tradestation?and?I used it
also with the API.
?
The
API?s from Hyperfeed look much better. But eSignal is very easy to install, the
DDE-API?is easy to use. When I used Hyperfeed, I had to call their support
several times. I used Hyperfeed/PCQuote and eSignal once at the same time. I
don?t know who delivered the better market data, but I used the same TS strategy
with both datafeeds and the eSignal data made more profit.
?
Marcus
?
?
?
eSignal:
?
Third-party applications that support DDE (Dynamic Data Exchange) can
receive data from the Data Manager. (Microsoft Excel and other applications
support DDE.) The Data Manager acts as a server, and the other application acts
as a client. You can format, arrange, and manipulate the data using the
application¡¯s normal features.
A sample Excel file is included in the program installation. You can open it to see an example of how applications handle DDE. For example, to request the bid size for IBM, you enter the following formula =WINROS|BidSize!ibm. The exact way that you request DDE data varies, so be sure to consult your application's documentation for details. ?
These
are the DDE topics that you can use to request data from the Data
Manager:
?
These
are the valid DDE topics that you can use to request data from the Data
Manager.
52HDATE?52-week high date (fundamental data)
52LDATE?52-week low date (fundamental data) 52WHIGH?52-week high (fundamental data) 52WLOW?52-week low (fundamental data) ASK?Current ask for stock ASKEXG ?Exchange where the ask occurred ASKEXG?Exchange where the ask occurred ASKSIZE?Size of the ask offer ASSETS?Assets for money market BASE?A code that determines the method of base code translation BID?Current bid for stock BIDEXG? ?Exchange where the bid occurred BIDSIZE ?Size of the bid offer C?Close/Open/Settlement indicator (C/O/S) CHANGE?Net change between the last trade and the previous day's close COUPON?Coupon rate DAY?Calendar day that applies to the values DAYYIELD7?Seven-day yield for money market DIVIDEND?Dividend (fundamental data) DIVINT?Dividend interval (fundamental data) EFFYIELD?Effective seven-day yield for money market EPS?Earnings per share (fundamental data) HEADLINECOUNT?Number of headlines for the issue HIGH?Today's highest value of stock LAST?Current value of stock LISTEXG?Exchange where listed LOW?Today's lowest value of stock MATURITY?Average maturity for money market MIDPRICE?On the LSE only, the midpoint between the last price and the bid price MINUTESDELAYED?Number of minutes issue is delayed NAME?Company name (fundamental data) NAV?Net access value NEWSCOUNT?Number of news alerts for the day NEWSDAY?The day the news alert occurred NEWSTIME?Minutes after midnight since last news alert OFFER?Current offer for mutual fund OPEN?Today's opening value OPENINT?Number of outstanding issues OPENRANGE?Average of fluctuation before market opens PE?Price/earnings ratio (fundamental data) PREV?Yesterday's last value of stock SHARES?Shares 0utstanding (fundamental data) STATUS?Status bytes of the ROS record TICK?Number of real-time transactions that day TICKS?A 4-byte array that indicates the last four price changes. Each byte can be +, -, or a space TIMEREALTIME?Time (hours, minutes, seconds) of the last real-time activity TIMEUPDATE?Time (hours, minutes, seconds) of last data change TOTALVOL?Total volume for the day TRADESIZE?The number of trades TRADEEXG?Exchange where last traded XDATE?Dividend date (fundamental data) YEARUPDATE?Date (mm/dd/yy) of last data change YEARREALTIME?Date (mm/dd/yy) of the last real-time activity YIELD?Yield (fundamental data)
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