Jtwsdata for IB

[orionn]

I had someone requesting that I code an application that would create and update .csv files real-time using IB historical data as the back-fill.

I finished this application which is currently requesting data for 9 contracts and 4 time-frames each (this can be configured) and updates all the 36 .csv text files real-time with low CPU and RAM usage.

These .csv files consist of:
- first 20 data lines (can be configured) are historical data
- the following lines are generated from the IB real-time data feed

the historical data is merged on the last OHLC bar with the first real-time data bar in order to have a perfect data transition from historical to real-time.

Here's an example of the generated output:

2007.02.06 12:19,1454.75,1455.0,1454.75,1455.0,1
2007.02.06 12:20,1455.0,1455.0,1454.75,1454.75,14
2007.02.06 12:21,1454.75,1455.0,1454.75,1455.0,5
2007.02.06 12:22,1455.0,1455.0,1454.75,1454.75,5
2007.02.06 12:23,1454.75,1454.75,1454.75,1454.75,51

where the last value is volume on that period and the other values are OHLC.

I am wondering if anyone would find this application interesting for their trading method/setup, for example to import into Excel or other program and/or have charts/signals generated from these files.

If you are interested let me know.
http://www.tradingsoftwarelab.com/jtwsdata/

Any additional feedback is welcome.

thanks.

 

[orionn]

hi all,

I've created a web-page for jTWSdata here:
http://www.tradingsoftwarelab.com/jtwsdata/

jTWSdata creates and updates data files real-time using Interactive Brokers
historical data as the back-fill. jTWSdata's generated files have been successfully used with TradeSignal and MetaQuotes software.

I have a free 7-day evaluation version available upon request.

thanks.

 

[orionn]

I have updated the jTWSdata webpage contents:

http://www.tradingsoftwarelab.com/jtwsdata/

thanks.

 

[orionn]

still available.

 

[orionn]

A new version implementing a fix for non-active symbols that stalled subsequent data requests is available. For more details and a free evaluation version check:
http://www.tradingsoftwarelab.com/jtwsdata/