ED
-Interested User-
Posts: 17
Joined: Oct 7, 2004
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Posted: Jun 21, 2005 03:37 PM
Msg. 1 of 2
Hi,
Is there some way to automate or improve the process of downloading the intra day Time & Sales data?? In order to download the Time & Sales data for 10 stocks requires a lot numberous repetitive tedious clicks of my mouse. Perhaps more of the settings be selected ahead of time like: comma delimited, include column names, overwrite and save. Another alternative, is for one to pick a list of stocks and have all the Time & Sales downloaded for that list. A third alternative is provide a way for everyone to write their Macro Function to do the download.
Ed
Ed
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Jun 22, 2005 10:49 AM
Msg. 2 of 2
Ed,
The new software we are working on as the next version of DTN.IQ will get you closer to what you are looking for, but not exact.
There will be a couple new features:
1) You can use the history report to pull a single field (close/last) price for multiple stocks. This is better for minute data as all stocks will be aligned by time, which doesn't lend itself to T&S data.
2) We will have DDE Linking of history data, including T&S data.
3) On all windows, you will be able to save all settings. Full workspace and template functionality will be available so you don't have to reset things each time.
We have had a downloader on the list for quite some time, but just haven't worked it far enough on the list to have it fully automated. Will keep it on the list and look at getting it in a future version though.
Jay Froscheiser DTN - Trading Markets
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