looking for insight on database, data collection - Traders Hideout | futures io social day trading
futures io futures trading


looking for insight on database, data collection
Updated: Views / Replies:1,374 / 9
Created: by GridKing Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

looking for insight on database, data collection

  #1 (permalink)
Elite Member
San Diego, CA USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES
 
GridKing's Avatar
 
Posts: 3,650 since May 2011
Thanks: 588 given, 877 received

looking for insight on database, data collection

Do you all keep database of your own outside of platforms? Is the only way to easily access historical/intraday collected data through a stand alone feed and web data through third party software if you are not a great programmer? If so what do use to build and maintain the database ? I have office enterprise, visual studio pro, iq feed, and not sure which way to go to start from scratch and build something that will be convenient, not too complicated, worth the time and effort to learn and go through the process ...

I want to see a big picture both intraday and long term of many aspects of the markets and not spend twenty hours a day doing so manually but often become overwhelmed trying to figure out how to do it in an efficient cost effective, time effective manor... any hints are helpful... I already spend too much so not looking for third party software just something that will use what I have ... Thanks in advance

I know they have developer for iq feed but I think that is a ripoff for me, I am not selling anything or looking to distribute, just want the data I already pay for


edit: and I don't mind doing the work and learning, I just keep getting the feeling that I am going in the wrong direction and wasting time


Last edited by GridKing; July 1st, 2012 at 02:19 PM.
Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,219 received


A MySQL database is my preferred method. I keep a separate table for each instrument. If you are keeping tick data and minute data separately, you might want to make them two separate tables for query speed.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #4 (permalink)
Elite Member
San Diego, CA USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES
 
GridKing's Avatar
 
Posts: 3,650 since May 2011
Thanks: 588 given, 877 received

Thanks, did you need to use the developers stuff (iq feed)or can I figure it out through Visual Studio documentation

"Successful trading is one long journey, not a destination" Peter Borish Former Head of Research for Paul Tudor Jones speaking on conversations with John F. Carter
Reply With Quote
 
  #5 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,219 received


GridKing View Post
Thanks, did you need to use the developers stuff (iq feed)or can I figure it out through Visual Studio documentation

Depends on what you are trying to accomplish.

I'm not using any API, just using my charting platform to write out data. You can do this with Ninja easily with C# and mysql library, then can dump data.

If you want 100% accuracy and correct timestamps (beyond what NT supports) then you would need to interface with IQFeed's API. I don't need that extra step so I am fine with what I have.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #6 (permalink)
Elite Member
San Diego, CA USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES
 
GridKing's Avatar
 
Posts: 3,650 since May 2011
Thanks: 588 given, 877 received

Thanks a bunch , yeah that's all I want is to collect and arrange in way that I would like ... That helps a great deal

I guess yours runs 24/7 though or what do you do about missing data ? (cause it has to be running to collect right or is there access to request data...) Thanks for your time

"Successful trading is one long journey, not a destination" Peter Borish Former Head of Research for Paul Tudor Jones speaking on conversations with John F. Carter
Reply With Quote
 
  #7 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,238 since Jun 2009
Thanks: 29,350 given, 83,219 received


GridKing View Post
Thanks a bunch , yeah that's all I want is to collect and arrange in way that I would like ... That helps a great deal

I guess yours runs 24/7 though or what do you do about missing data ? Thanks for your time

I have two different databases with different purposes. One I don't care about missing data, just need the current price prints.

For other, I dump data once a month. You just need to pay attention to start/end dates. You can use management tools like phpmyadmin if you don't know SQL very well, and it can help you dump records if you want to dump everything past midnight for example, so the import of new data at end of month is not overlapping previous data, or etc.

You might talk to @josh, I know he was just setting up a mysql db as well.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:
 
  #8 (permalink)
Elite Member
Georgia, US
 
Futures Experience: None
Platform: Various
Favorite Futures: Various
 
josh's Avatar
 
Posts: 4,897 since Jan 2011
Thanks: 5,143 given, 11,242 received


Big Mike View Post
You might talk to josh, I know he was just setting up a mysql db as well.

Yes indeed, I have it set up (mysql + phpmyadmin), though in working on some other stuff it has taken a back seat the last couple of weeks. My last challenge that sidetracked me was that I had 65K lines of excel spreadsheet exported from NT that I was trying to import with phpmyadmin, but I could not for the life of me get the server timeout to be longer than 3 minutes and it would timeout on import, so I kind of put it on the back burner for the time being. I need to more clearly define my purpose in having a database other than simply having it in case I need it. I do see the value in statistics, but not enough to try to become Mr. DB Guru.

At any rate, I will help in any way I can, though beware I am quite newbie-ish when it comes to DBs; I'm still swimming in the kiddie pool at this point.

Reply With Quote
The following user says Thank You to josh for this post:
 
  #9 (permalink)
Elite Member
San Diego, CA USA
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES
 
GridKing's Avatar
 
Posts: 3,650 since May 2011
Thanks: 588 given, 877 received

Thanks, I hear ya... I have given up many times as I can do it with my brain and mouse faster , but with all the new languages and way web pages are now, I am not getting the stats I would like so figured it is worth the work at this point, just don't want to waste time down the wrong path, if I make any progress I will try to share if I understand it...

"Successful trading is one long journey, not a destination" Peter Borish Former Head of Research for Paul Tudor Jones speaking on conversations with John F. Carter
Reply With Quote
 
  #10 (permalink)
Membership Revoked
Oslo, Norway
 
Futures Experience: Advanced
Platform: CQG, Excel
Favorite Futures: CL
 
Lornz's Avatar
 
Posts: 1,198 since Apr 2010
Thanks: 500 given, 1,235 received


Personally, I think coloumn-oriented (I ended up with Infobright) is the way to go, but I have not used an in-memory one yet (due to costs). I'm currently taking this course: https://openhpi.de/course/inmemorydatabases

Other sources for learning:

Introduction to Databases

Big Data University

Infobright Support


Since I program in LISP, I've been checking out Clojure lately. Datomic - Home is an interesting concept, but I haven't investigated it thoroughly yet.

Reply With Quote

Reply



futures io > > > looking for insight on database, data collection

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
DataBase of TICK Data bomberone1 The Elite Circle 4 June 17th, 2012 10:31 PM
martinkronicle.com - Insight from a Professional Trader Cloudy Trading Reviews and Vendors 1 May 22nd, 2012 02:46 AM
Trader Insight Dr Who NinjaTrader 2 October 12th, 2011 07:37 AM
help with basic programming: database, excel , web data collection GridKing Traders Hideout 14 July 7th, 2011 01:40 AM
PLT_NTDataCollect store bid ask tick data to its local database? rcabri Trading Reviews and Vendors 3 December 27th, 2010 11:00 AM


All times are GMT -4. The time now is 08:33 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-12 in 0.16 seconds with 19 queries on phoenix via your IP 54.90.207.75