QCollector, Is it possible to download with millisecond or microsecond stamps | Traders Hideout


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QCollector, Is it possible to download with millisecond or microsecond stamps

  #10 (permalink)

seoul, Korea
 
Trading Experience: Intermediate
Platform: Multicharts
Broker/Data: CQG, DTN IQfeed
Favorite Futures: YM 6E
 
treydog999's Avatar
 
Posts: 895 since Jul 2012
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rleplae View Post
There is a limit of 500 symbols you can dowload simmultanously
There is a booster pack to go to 1000 symbols

I don't have issues with storing, but it
Took me some special tricks
Especially the burst at open of
FDAX and AEX for the option series

I can't share my code
But will be happy to answer
Questions should you run
Into an issue

Fair enough, here is my basic plan.

Get the socket connection in python. Listen to 500 symbols (whatever they are). Put that into a rabbitMQ queue for buffering. Then have a message receiver parse/format them, add them to my data base.

I think its pretty straight forward, although devils always in the details. Thoughts on the general architecture, and how long it would take to develop this part of it?

After its in the database everything else from my stack works.

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