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QCollector, Is it possible to download with millisecond or microsecond stamps
Updated July 15, 2017
QCollector, Is it possible to download with millisecond or microsecond stamps
July 13th, 2017, 08:19 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
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treydog999
Fair enough, here is my basic plan.
Get the socket connection in python. Listen to 500 symbols (whatever they are). Put that into a rabbitMQ queue for buffering. Then have a message receiver parse/format them, add them to my data base.
I think its pretty straight forward, although devils always in the details. Thoughts on the general architecture, and how long it would take to develop this part of it?
After its in the database everything else from my stack works.
There is level 1 and history
The history does not give all info (major shortcoming for me)
You will also need to think about the rolls
And implement reconnect
And watch the heartbeat
Can you help answer these questions from other members on NexusFi?
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July 13th, 2017, 10:13 AM
Manta, Ecuador
Site Administrator Developer Swing Trader
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You can skip QCollector entirely, there is a free tool in Ellie section that does the job. Check the main QCollector tick data thread for details because I can't recall the name of the tool at this moment
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July 14th, 2017, 11:03 PM
Manta, Ecuador
Site Administrator Developer Swing Trader
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BaBAR is the name, find in Elite search
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July 15th, 2017, 12:17 AM
Gits (Hooglede) Belgium
Legendary Market Wizard
Experience: Master
Platform: NinjaTrader, Proprietary,
Broker: Ninjabrokerage/IQfeed + Synthetic datafeed
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Big Mike
Thanks @Big Mike
I used Babar in the past, but for creating the GOMI files
so that when starting the computer, the tick history is there...
I didn't look at Babar as a tool to create history files that can be exploited.
July 15th, 2017, 10:52 AM
Manta, Ecuador
Site Administrator Developer Swing Trader
Experience: Advanced
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Broker: IBKR
Trading: Stocks & Futures
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Duration: Weeks
Posts: 50,492 since Jun 2009
Thanks Given: 33,257
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rleplae
Thanks @
Big Mike
I used Babar in the past, but for creating the
GOMI files
so that when starting the computer, the tick history is there...
I didn't look at Babar as a tool to create history files that can be exploited.
Yes take a look, I believe it will work for you.
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Last Updated on July 15, 2017