Real time Intraday NSE tick data for Self-developed software

ravikatha · #11 4th May 2007, 04:41 PM

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

As I require only NSE quotes in real time, ***** 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 ***** 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 ***** 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 ***** 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/*****-data.htm".

Thanks Once again
Regards
Ravi

swagat86 · #12 4th May 2007, 08:10 PM

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 · #13 5th May 2007, 03:21 AM

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 · #14 8th May 2007, 12:31 AM

Quote:

Originally Posted by 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

Can u please explain how ?

Pras

addagiri · #15 9th May 2007, 12:02 PM

Hi Ravi,

The real time quotes from ***** 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 ***** 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 · #16 10th May 2007, 01:24 AM

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

do let me know if you like it...

kitturouter · #17 10th May 2007, 01:43 AM

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 · #18 10th May 2007, 07:22 AM

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

Quote:

Originally Posted by 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

ravikatha · #19 12th May 2007, 11:57 PM

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 ***** by signing into ***** Finance web. As compared to Sharekhan streaming prices, I do not find any latency in ***** (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 · #20 16th May 2007, 04:33 PM

hi,

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

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