A Utility to record real time data tick by tick

[mastermind007]

Hello

We have extremely complicated AFL that has been extensively debugged and has always worked fine when run on a local PC. However for practical aspects it is deployed in real time on a VPS Server for real life trading.

There, once in a while, the AFL tends to skip a beat on VPS server and there seems to be nothing wrong in the code. Occurrence is random. We purchase data from a very reputed source which is fed directly into amibroker and at the end of day, all tick data gets saved as minute candle.

So, what I am now thinking of doing is to run some small software side-by-side that records the incoming ticks in real time into a persistent store flat file that we can later on somehow examine/replay it back and see if there is rogue spike in data.

I had seen one such tool somewhere long time ago on some site but cannot remember where.

 

[LOVEENAJYOTHI]

Probably the Base Time Interval is "5 Seconds" in your DataBase settings.

The TimeStamp in Quote Editor is right down to Millisecond ---> if Base time Interval is "TICK" in DB Settings.

 

[mudraatrader]

in my QE it is being saved in 1-2 sec time stamp

 

[copypasteaee]

some seconds are missing because there was no trade at that time. mostly 1 sec quote is there. Below it is also possible in amibroker and that has millisec field but sadly NSE doesnt give data of that resolution.

 

[copypasteaee]

NSE has lowest resolution of 1 second so no point going below that even if you are extracting from terminal the data is 1 second snapshot.

 

[boarders]

heres my screen shot with tick data

 

[C_R_Kumar]

When you say "...real tick data..", are talking about NSE data.
Can you share vendor details and pricing.

Thanks

 

[TradeOptions]

Real time tick by tick data of NSE is Very Expensive. No vendor provides it to the retail indian traders. One has to subscribe to NSE directly and also take multiple leased lines in order to access this live tick by tick data.

it is not against forum rules to share the name of the data vendor, which is being used by a trader. We make such posts all the time. My data vendor is esignal, and many guys consider them to be true tick by tick data providers, which is not true. All these vendors are giving snapshot data only, even if they provide 2-3 ticks per second, it is still snapshot data only. Real tick by tick is very expensive.

Thanks and regards