Real Time Data Now / Nest Trader to Amibroker, Fcharts

[LOVEENAJYOTHI]

I have made a preliminary rtdman version for feeding amibroker with OFA through aux1 and aux 2. But I am not sure if I have coded the c++ correctly in worker Cpp. the logic is:
if LTP equals ask price then LTQ equals ask vol (avol) - passed to aux1
if LTP equals Bid price then LTQ equals bid vol (bvol) - passed to aux 2

when I compiled and checked with quote editor live, the LTQ was equal to either the aux1 or aux2 and not both which is correct. but what is bothering me is:
1. some time LTQ doesnt appear either at aux1 or aux2 both showing zero.
2. when archive is on the updation to ami is anywhere between 5 to 8 secs
and when archive is off then between 1 sec to even 5 secs. this although nest/ninja showing updations which doesnt reflect in ami.

I am attaching the source code (remove spaces) for checking by any of you guys and solve the above problems while I am also at it.


http s://my.pcloud.co m/publink/show?code=XZngA8ZA6x2Dqd7vuj8KMQYP8upHzd4PtH7

well got the aux1 aux2 going ok with only 1 second between updates.]

Sir above Code/Link is UpDated ?

Thnx n Rgrds

 

[Aman1]

well got the aux1 aux2 going ok with only 1 second between updates.]

Sir above Code/Link is UpDated ?

Thnx n Rgrds

deleted by owner

 

[boarders]

still not so okay yet

 

[LOVEENAJYOTHI]

still not so okay yet

Aye aye Sir

 

[Singhraja]

Can we add a code in RTD 3.0 auto backfill after 5or3 made n so that we can miss the ticks

 

[muthutrader]

@boarders

thanks for the RTDMan for NT

left side yusi utility, right side RTDMan,
there are big difference capturing data,

thanks
muthu

 

[boarders]

@boarders

thanks for the RTDMan for NT

left side yusi utility, right side RTDMan,
there are big difference capturing data,

thanks
muthu

I have changed the code in rtdman from volume traded today to LTQ and also feeding Raw data without processing. that is why big difference. if you take original RTDman of tracer bullet you will get a different value from both above. we dont know how yusi is calculating volume. tracer bullet is calculating by substracting last bar volume traded today from current volume today.

I used Only LTQ as I want only trades which happens as per trading terminal reflected in chart for OFA and not mix it up with exchange actual volumes which dont show up in trading terminal and therefore will not reflect actual volume traded at exchange.

 

[josh1]

Can we add a code in RTD 3.0 auto backfill after 5or3 made n so that we can miss the ticks

That will be disastrous. Do you know that NOW/Nest does not do any other work while it is retrieving data/VWAP table from exchange? You may not be able to enter your trades while backfill is running? There is a chance of Nest Trader crashing also.

Better to increase your network speed to more than 2 mbps.

 

[josh1]

I have changed the code in rtdman from volume traded today to LTQ and also feeding Raw data without processing. that is why big difference. if you take original RTDman of tracer bullet you will get a different value from both above. we dont know how yusi is calculating volume. tracer bullet is calculating by substracting last bar volume traded today from current volume today.

I used Only LTQ as I want only trades which happens as per trading terminal reflected in chart for OFA and not mix it up with exchange actual volumes which dont show up in trading terminal and therefore will not reflect actual volume traded at exchange.

Do not use LTQ until it is proven that RTD server is sending all ticks. I tried LTQ for one day. I did get almost similar chart but volume was drastically less (some times it was half of actual volume). TB's method of collecting data is on sample basis. If RTD server is also disbursing sample ticks, then your volumes will be highly distorted. It may be better to reduce refresh period to 100 msec assuming Ami takes upto 20 msecs to refresh charts.

I am going to try LTQ again and confirm.

 

[boarders]

Do not use LTQ until it is proven that RTD server is sending all ticks. I tried LTQ for one day. I did get almost similar chart but volume was drastically less (some times it was half of actual volume). TB's method of collecting data is on sample basis. If RTD server is also disbursing sample ticks, then your volumes will be highly distorted. It may be better to reduce refresh period to 100 msec assuming Ami takes upto 20 msecs to refresh charts.

I am going to try LTQ again and confirm.

many thanks for your inputs.

1. under any circumstance we will never get all the ticks. by ticks I mean only change in LTT and corresponding simultaneous change in LTQ and LTP, and all data at time of LTT mark. The reason we will never get is that NEST promises only minimum of 1 second updation and many a times goes to even 5 seconds. what we need is updations as and when of the event whether happens 5 times in a second or once in 5 seconds.....at least at time of change in ltt, ltp, ltq bid and ask rates/qtys.

2. then the only way is to go by tracer bullet calculation for accurate results in volume as What Nest reports as volume traded today is exactly as per exchange data. Now for me....this volume is of no use as it does not vibe with trading terminal LTQ.

3. so I decided to use LTQ for OFA calc and am trading using same. At least with tracer bullet utility we know how we are deriving data whether it is write or wrong, we have the power to correct same....while with Yusi utility being black box we dont know anything about how values are derived.

4. my take is that in OFA we have to purely go by what our trading terminal real time is telling us and plot and trade accordingly...another reason for using LTQ.

5. I may be wrong in all above observations....