Retrieve Historical and Real-Time Intraday Tick Data from eSignal for use in Matlab or Python

ปิด โพสต์แล้ว 7 ปีที่ผ่านมา ชำระเงินเมื่อจัดส่ง
ปิด ชำระเงินเมื่อจัดส่ง

I need:

• A way for Matlab/Python to retrieve Historical Intraday Tick Data from eSignal

• A way for Matlab/Python to retrieve Real-time Intraday Tick Data from eSignal

I’m not sure if this project is even possible. eSignal used to have a feature call Desktop API in which Matlab natively support but it was discontinued after eSignal Software version 10.6. It is replaced by a feature call Qlink which allow Excel to retrieve data through DDE. I’ve explored using a middle man approach. Interactive Broker support API connection and it can feed on eSignal data, but it doesn’t work out too well (Delay, incomplete data, etc.)

The target system is

• Matlab 2016a

• Python 2.7.11 :: Anaconda 2.4.0 (64-bit)

• Windows 7 (64-bit) OS

• SPNativeAPI version R8.74 beta

Note:

• Do let me know how you are planning to approach the problem.

• You will be provided with an eSignal account to experiment with.

• I'll need all source code and they must be compilable on the target system.

• Please let me know rather you will provide a Matlab solution, Python solution, or both.

Matlab and Mathematica Python

หมายเลขโปรเจค: #12038261

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TheAVashe

Hi!, I've no experience with eSignal but I can tell you from your brief, that you need not worry as long as eSignal allows you to retrieve the data using excel. Once that is done, leave everything else to Python, beca เพิ่มเติม

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mhernandez66

I have tools to receive raw data from a file transfer and. i also know how to parse data well. It sounds like thats what you need. I prefer to work in python as it has low level communications libraries which is where เพิ่มเติม

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IdeaCentre

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