Real time Intraday NSE tick data for Self-developed software

[ravikatha]

Thanks all of you for participating in this thread. I here found a solution for my requirement - Yahoo Finance.

As I require only NSE quotes in real time, Yahoo provides real-time quotes if signed-in to their website. I could write my .NET application in such a way that it logs in to the Yahoo site and queries the quote data by polling it constantly. When I implemented all the code and ran it, I was surprised to find that there is only a slight delay (about 2 secs) in Yahoo quotes whe compared to sharekhan streaming quotes (I logged in to my Sharekhan FastTrade account and kept it open beside to compare it against the Yahoo quotes). I guess that delay can be accounted to my application code doing heavy operations apart from fetching the quotes.

The information that helped me most in this regard is
"http://www.gummy-stuff.org/Yahoo-data.htm".

Thanks Once again
Regards
Ravi

 

[swagat86]

hi ravi,

il say go in for a sw like tradestation which u can customise in any way u want(specialy with the kind of experience u have). If u are interesting just in developing a sw to sell it and make money then u can go ahead with ur plan. If not, then ur wastin time on developin a sw. Reason being: inatrday trading itself will drain a hell lot of time off u. Yes ur programming knowlege will make things easy for u to cutomise and program tradestation. Use TS with data feed from Esignal or Reuters.



Final decision is always urs, its just my viewpoint.


Thanks

 

[sanjayt]

And with amiquote and hacked aqd.format u can get rt data more than 1 minute completely free
Why to reinvent the wheel

Regards
-sanjayt

 

[pras20054]

And with amiquote and hacked aqd.format u can get rt data more than 1 minute completely free
Why to reinvent the wheel

Regards
-sanjayt

Can u please explain how ?

Pras

 

[addagiri]

Hi Ravi,

The real time quotes from yahoo will be delayed by at least 10 seconds or more in many cases, and the quotes shown in Sharekhan speed trade is always 2 seconds behind the live quotes, if you are really keen on doing some thing big in intraday the best option is to go for realtime data provider such as e-Signal as suggested by swagat, pehaps it's not a big deal to write your own formula's in the TA softwares like TS or AMIBroker, you will certainly miss the important moves in many cases if you are relying on yahoo data, certainly going for realtime data is expensive, you have to spend around 5k a month but surely it's worth, you can try out for a month with eSignal.

Regards

 

[justvarshney]

Try this out...
http://justvarshney.googlepages.com/spm

do let me know if you like it...

 

[kitturouter]

Dear Ravikatha,

Hi, I am Kishore and appreciate ur thinking to design such a gud software, believe me 1 year before I was also thinking to do a similar one and contacted everyone and found no one is providing such feed, I was looking for furutes quotes. The I developed my own small programs which gets data online from the web which is live, its not a feed its lot no of threads querying for different quotes, am still searching for such feed and let me know if succeed to find one, I can afford till 10K Rs depending on the feed type. Now I am in US and planning to build a configurable software with online web quotes or 5 min delay NSE quotes and I will share this with everyone once I succeed in design and development of it.

Regards,
Krishna

 

[addagiri]

Dear Krishna,

I would suggest you going for Realtime quotes from eSignal, esignal provides feed and the latency is "zero" for NSE quotes it will cost you USD 115/- a month but 100% reliable, I tried developing my own stuff but finally given up as such no web provides realtime/online data.

Good Luck

Dear Ravikatha,

Hi, I am Kishore and appreciate ur thinking to design such a gud software, believe me 1 year before I was also thinking to do a similar one and contacted everyone and found no one is providing such feed, I was looking for furutes quotes. The I developed my own small programs which gets data online from the web which is live, its not a feed its lot no of threads querying for different quotes, am still searching for such feed and let me know if succeed to find one, I can afford till 10K Rs depending on the feed type. Now I am in US and planning to build a configurable software with online web quotes or 5 min delay NSE quotes and I will share this with everyone once I succeed in design and development of it.

Regards,
Krishna

 

[ravikatha]

Hi Guys,

I am happy to receive so many suggestions. I will definitely try follow them.

The status as of now is that I have designed my software into various modules out of which I explicitly separated the Feed Engine as an independant and pluggable module. Currently it fetches data from Yahoo by signing into Yahoo Finance web. As compared to Sharekhan streaming prices, I do not find any latency in Yahoo (specifically if you are signed in).

Anyway, I have completed 60% of my work (framework, User interface, Feed Engine and other modules). Now I have various data available to analyze in the application. The actual analysis is the only thing left to do in the application.

Considering the latency in the feed, I observed in the NSE site that a scrip is being traded only once in a half minute on an average. An order takes typically 10 secs to get submitted to the exchange once I initiate it. Even if the quotes are 5 secs delayed, I am still left with 15 secs for analyzing the current quote in my application. With the sort of system I have (2.4 GHz Core2Duo + 1GB RAM with 2Mbps DataOne connection), I think it is pretty much time.

Anyway, once I have my application complete, I will try to subscribe to eSignal and rewrite my Feed Engine module and see how it works. There is an indian site (esignalindia.com) which I found in other threads. Can anybody comment on its latency, data format (I suppose this is metastock pro format) and delivery method?

One last query - If anybody already did the task of analyzing eSignal (not esignalindia) data (trying to save it in a database or analyzing it programmatically), let me know the format of the data and how it is delivered to my PC?

 

[theharish]

hi,

i want to know, what solution u got for ur program. i also need raw data feed for my program. plz help me.