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free feed from DATEK in TradeStation


  • To: "Dan Dill" <omega-list@xxxxxxxxxx>
  • Subject: free feed from DATEK in TradeStation
  • From: "Assen Sharlandjiev" <assen@xxxxxx>
  • Date: Fri, 19 Mar 1999 08:30:25 -0500 (EST)

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Dan:

The major problem I have is with the specs for the protocol used by DBC to
feed the GlobalServer (TradeStation).
I don't have such specifications. Instead, I made a dump on the tcp/ip layer
connection between WinROS and the GlobalServer.  I managed to figure it out,
the protocol and the format of the quotes,  but not 100%. That was the most
difficult part of my project ;-) and it is still not completed. I figured
out only the format for NASDAQ, NYSE and AMEX stocks. It is very difficult
to deal with other type of instruments.... Anyway the feed from DATEK offers
only quotes from this exchanges. So, in similar way I figured out the
protocol used by Streamer - a java applet available from Datek to view RT
quotes. What my program does is simply converting the feed protocols...
There are some restrictions, like you can have up to only 20 symbols per one
connection to Datek streamer server. But the "new version" will support
multiple connections to the quote server.
What I need to complete my project is some free time, and subscription to
DBC SignalOnline, or the specs for the protocol used by WinROS. I don't have
any of these ;-(  Anyway I have been using my program for a while, and I'm
statisfied with it.. I don't monitor more than 20 symbols at a time. When I
get the new version written with Delphi, i'll share the program freely, or
as a shareware.. If anyone else is interested in such R&D :-) let me know..

Best regards,
Assen.



-----Original Message-----
From: Dan Dill <dan@xxxxxx>
To: Assen Sharlandjiev <assen@xxxxxx>
Date: 19 Март 1999 г. 15:07
Subject: Re: Ways to import ASCII data and then refresh as new data arrives?


>Hi Assen.
>
>> I have written similar program. It captures the streaming real-time
quotes
>> from DATEK.
>> But using my program I can feed the TradeStation with traltime feed. The
>> program converts the quotes received from DATEK's streamer, to DBC like
>> feed. The GlobalServer connects to my program and collects the realtime
>> quotes. That way I have some RT feed for free. I still have some work to
>> do.. At the moment you can have only up to 20 NASDAQ symbols collected.
The
>> program is written in Java, but i'll rewrite it with Delphi, in order to
>> save some resources...
>
>That sounds like a very nice approach.  Was it hard to arrange the
connection
>to the Global Server?
>
>> Is anyone interesed? I'm looking for some support to my efforts to finish
my
>> program... If anyone wants to help, please contact me.
>
>I'd certainly help, but probably would not be able too, since I do not have
>the DATEK feed.  I do have experience in Visual Basic, which is what I used
>for my tool.
>
>Dan