Tick by Tick Real Time NSEF&O Data

#1
Hi friends, I am looking for NSE F&O tick by tick real time data as I prefer to trade on tick chart. I tried globaldatafeed but tick database is not supported on any charting software Esign, Aget, NT6.5,Ami. I tried databull by ManshiRT but it's tick data is also not good when comparing with after market data (zero interval) of tradetiger and importing in Ami, U would see lots of differences. RT data may be delay by 1 sec because it comes through RT Data provider's servers however it should not be a hammer/shooting star instead of a royal dozi. I hope a positive response as I think, some of you must be using tick charts.
Thanks in advance
 
#5
Bhai, Esignal is the final option but we are still in learning phase and preparing my strategy on tick/volume based rt data and for that I need all LTP/Tick/volume. I tried to get tick data from excel to ami but sometimes when there is 4/5 trades in a single second, amibroker catches only 1-2 trades while all ticks coming on excel. I tried globaldatafeed,manshirt and databulls' rt tick and compared it to Trading terminal's Tick but there are too many loses of ticks.
 

Giraffe

Well-Known Member
#7
Bhai, Esignal is the final option but we are still in learning phase and preparing my strategy on tick/volume based rt data and for that I need all LTP/Tick/volume. I tried to get tick data from excel to ami but sometimes when there is 4/5 trades in a single second, amibroker catches only 1-2 trades while all ticks coming on excel. I tried globaldatafeed,manshirt and databulls' rt tick and compared it to Trading terminal's Tick but there are too many loses of ticks.
Something must be wrong.
I catches all when I tried (linked NSE NOW to Ami via Excel through DDE Link). I was getting upto 6-7 updates/sec in nifty futures.
Check excel Throttle Interval, is it set at 2 sec.
http://www.traderji.com/software/89...ution-2-second-update-bug-rtd-link-excel.html

However don't bother with the pain of configuring DDE plugin, because the LTQty in all terminals (NSE NOW, TradeTiger, PIB etc.) is bullsh*t. It doesnot matches with the volume. Probably some bug at the source (NSE). So it would be tick data, but would be inaccurate.

GDFL data is tick , see the Time and Sales window.
But don't know what weird setting they place in plugin , it is red as 1 sec snapshot data.

Try them: http://www.tickerplantindia.com/index.html
Never tried myselft, so can't comment.
Subsidary of Finantech, and authorised data provider of NSE.

Me too searching for a cheaper alternative than esignal (preferably in range of 5-6K).......:rofl::rofl:
Not much success yet. Any suggestions would be very helpful.
 
#8
thanx Giraffe, I have already reduced Throttle Interval of excel to 0 and re-checked it by Application.RTD.ThrottleInterval but my problem is that, I am getting rt data on excel quite well but ami is not catching all. I use Ninjatrader so I first tried with Manshirt/Databull to NT7 but lagging....... I tried also on ami but still no luck
 

Giraffe

Well-Known Member
#9
thanx Giraffe, I have already reduced Throttle Interval of excel to 0 and re-checked it by Application.RTD.ThrottleInterval but my problem is that, I am getting rt data on excel quite well but ami is not catching all. I use Ninjatrader so I first tried with Manshirt/Databull to NT7 but lagging....... I tried also on ami but still no luck
Tested again. Mine working fine .....I am catching atleast 8 quotes per second.
Might be more, but VBA loop is running 8 times using "Step Into (F8)"
Ami is catching all.

Hardware issues maybe ?????? Mine is with i7-4770.
 

sahil79

Active Member
#10
Tested again. Mine working fine .....I am catching atleast 8 quotes per second.
Might be more, but VBA loop is running 8 times using "Step Into (F8)"
Ami is catching all.

Hardware issues maybe ?????? Mine is with i7-4770.
Hi Giraffe, I sent u a pm also. How r u managing to backfill and how did u configure dde?
 

Similar threads

Broker Special Offers

Intraday Higher Leverage

Save up to 90% in brokerage and get higher leverage for intraday trades.

Name:Phone:
Email:City:
State:
Are you a day trader?