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Re: [amibroker] Real Time Scan Of NA Markets Help Please



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Hello,

Maximum number of simultaneously streaming symbols that you can get from eSignal is 2000.
And I doubt if you can find any internet-based source that delivers more,
simply because it is  technically too costly.

During trading session 100 symbols stream generates a traffic of about 50-100 kbps (kilobits per second).

If you wanted 10000 you would need 100x as much, i.e. 5000-10000 kbps (5Mbps-10Mbps).

Most people do not have 5 megabits per second connection and even if you are lucky to have such connection
data provider would not be able to deliver such stream to more than 100 users even if they were
connected using 1 gig line.

Of course traffic depends on trading activity and in reality requirements could be half as much or less
but you need to add some extra bandwidth for eventual backfill.

The only option I am aware of to receive all US securities is to use dedicated satelitte feed.

eSignal offers option (2) - they have a couple of built-in scans that run on their own servers
and they send just scan results periodically - this generates very little traffic, but you are somehow
limited to their choice of available scans.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "nundinor" <sneadley@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, August 02, 2005 5:21 PM
Subject: [amibroker] Real Time Scan Of NA Markets Help Please


> Hi all,
>
> I want to buy the R/T version of Amibroker but I need to know what I
> must do to achieve the ability to scan all U.S. stocks as well as
> the TSE in real time. In short I want over 10,000 issues streaming
> real time with each price and volume move Scaned by my system for
> buy and sell signals in the shortest possible time frame.
>
> I see only two ways.
> (a) download data to local database and run scan.(Way to long )
>
> (b) run scan on remote database that updates in real time.( still
> too long )
>
> Since a scan of all these markets will take several minutes no
> matter which way you go I am sure there must be a better way.
>
> I have looked through the Esignal site and IB and can't determine if
> they provide what I want. I see that Esignal limits you to 500 or
> 1000 issues streaming quotes at any one time. Is that the limit??
>
> There must be a way to scan the entire NA markets in real time.
>
> Help !!!
>
> Stephen
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
> 



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