Hi Nagendrast
After nearly 4 years, have your efforts succeeded? I ask because I want to do exactly like you, i.e., write an ATS program-perhaps in Excel. I need real time data that XL can understand. But nothing has improved in these 4 years, it seems. No such data at 1 sec is sold by any Indian vendor, at least not at an affordable price. A pity!
I urge the other learned members in this forum to shed some light. I am running from pillar to post for the data to write a program by COMPLETELY bypassing AMI or such other charting software. Is some racket in operation? What is the problem in selling such data for development purposes?
I am also open to using some API which can decode the data and re-code the data back to the trading terminal.