trading data to excel worksheet software

#1
hi friends,
in diet or odin , we get executed trading orders . Generally from odin ,tools-onlinebackup we get our executed trading orders in txt format. with the help of text file is there any software which helps us to get only the columns we want from text file and import to excel sheet.
thanking u
 

yusi

Well-Known Member
#2
Probably the easier way would be to import the entire text file into Excel, and then delete the columns that are not of interest. Maybe, you could also create a macro in Excel to automate the deletion of unwanted columns.

The next best thing is to create the Trades window with only the desired columns using Column Profile. Copy from there and paste into Excel. Does not get simpler.

If, and only if, this does not work for you, then let me know. An alternative is to capture only the required columns from the Odin Trades window, and save it in a text file for subsequent import to Excel. Here, I am referring to Odin to ASCII, but it was not designed for end of day needs, and would be an overkill.
 
#3
Hi Yusi

Your post sounds interesting. Do you mean real time data can be brought into XL? If that is so, the analyses also should be able to be performed in XL in real time, isn't it? I want to write something in XL for auto, but can't get real time data at 1 sec interval. What do you suggest?
 

yusi

Well-Known Member
#4
Hi Yusi

Your post sounds interesting. Do you mean real time data can be brought into XL? If that is so, the analyses also should be able to be performed in XL in real time, isn't it? I want to write something in XL for auto, but can't get real time data at 1 sec interval. What do you suggest?
Sandip, we seem to be on different pages.

You appear to be talking about getting real-time quotes/values from the market watch into Excel. That is done via Arbitrage.xls, and "Open in Excel" command in the market watch. It may not be 1 sec; but that is another issue.

Swapna is asking about getting Orders Book and Trades data into Excel, and possibly at end-of-day (since the reference is to Tools -> Online Backup).
 
#5
Hi Yusi

Thanks for your prompt reply! Perhaps I should have explained my intention in detail. There are two parts to it; receiving data from NSE/NEST into my XL for processing and (b) placing orders to NEST from XL for execution. I need REAL time STREAMING data and preferably at least 1 sec.. The ultimate objective is auto trading from a dealer terminal without using ANY charting software (through formulae/functions/logic only).

I am told no vendor sells this data in XL readable (unencrypted)format. I am even open to purchasing translator APIs for the incoming and outgoing data.

Perhaps I have made myself clear now.

Thanks again!
 

mastermind007

Well-Known Member
#6
What yusi described is the common approach. What he missed is that it can be programmed into system such that it will happen predictably.

Sandip, I did write app that pulls real time bid/offer prices from NSE website into excel and performed analysis on them. For a single scrip, it could do under second. Unfortunately NSE policy prevented such use so I discontinued but NSE staff did guide me to a faster and better approach for same data.
 

mastermind007

Well-Known Member
#7
Sandip

What exactly do you want
 

yusi

Well-Known Member
#8
Perhaps I should have explained my intention in detail. There are two parts to it; receiving data from NSE/NEST into my XL for processing and (b) placing orders to NEST from XL for execution. I need REAL time STREAMING data and preferably at least 1 sec.. The ultimate objective is auto trading from a dealer terminal without using ANY charting software (through formulae/functions/logic only).

I am told no vendor sells this data in XL readable (unencrypted)format. I am even open to purchasing translator APIs for the incoming and outgoing data.
While your intentions are clear, your stumbling block is not. Sticking to (a) getting data from Nest to Excel for the time being. Yes, of course, whether you prefer the data in Ami, or Excel, or ASCII, or SQL DB, or MatLab is a choice.

Getting the data into Excel from Nest or Odin or NOW, etc., cannot be your problem (or is it?) In fact that is only data access most terminals/vendors intrinsically provide and is the starting point of many AmiBroker/MetaStock feed utilities. You could very well use this data for your Excel computation and skip the step of sending it elsewhere. The reason most folks want it out from Excel is the historical data need.

Getting 1 second data is a problem. Afaik, the RTD polling default is 2 seconds. In any case, most terminals do not update as fast as it appears. For example, my Odin Diet typically gives under 10,000 quote refreshes per trading day of 22K seconds (6.25 x 60 x 60 ) for Reliance. I have not counted for Nest or NOW, and it varies with market. For example, MCX is quicker than NSE.

If it is not terminal based feed, then you have the GDFL or eSignal options and you would be aware of the issues there.

So, what is your stumbling block? You will have to compromise somewhere.
 

yusi

Well-Known Member
#9
Sandip, I did write app that pulls real time bid/offer prices from NSE website into excel and performed analysis on them. For a single scrip, it could do under second. Unfortunately NSE policy prevented such use so I discontinued but NSE staff did guide me to a faster and better approach for same data.
So you were the reason why NSE servers were slow for the rest of us :cool:
 
#10
Hi Yusi

Thanks for the attempted help. But unfortunately you haven't yet addressed the HOW part of data receipt-HOW DO I GET IT INTO XL? Just the info that it can be done from NEST is not enough. Remember, I want it streaming in real time.

If 1 sec. is a problem, I have to settle to 2 secs. That "compromise" I have to make.
 

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