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ASX Webiress with Ninjatrader data connection


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ASX Webiress with Ninjatrader data connection

  #1 (permalink)
 
edwsg's Avatar
 edwsg 
Victoria
 
Experience: Intermediate
Platform: Ninjatrader, Amibroker
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Wondering if anyone has the experience of connecting webiress market feed into Ninjatrader for ASX market.

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  #3 (permalink)
 OMWF 
Australia
 
Experience: Beginner
Platform: Tradingview, Amibroker
Trading: ASX
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edwsg View Post
Wondering if anyone has the experience of connecting webiress market feed into Ninjatrader for ASX market.

Hi, I know your post was a long time ago, but I wonder if you found a good solution for ASX trading with live data.

Regards.

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  #4 (permalink)
 Trembling Hand 
Melbourne, Land of Oz
 
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OMWF View Post
Hi, I know your post was a long time ago, but I wonder if you found a good solution for ASX trading with live data.

Cannot do it with Iress but you can do it with interactive brokers and their asx data and API into NT or Sierracharts

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  #5 (permalink)
 OMWF 
Australia
 
Experience: Beginner
Platform: Tradingview, Amibroker
Trading: ASX
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Trembling Hand View Post
Cannot do it with Iress but you can do it with interactive brokers and their asx data and API into NT or Sierracharts

Hi, thanks very much. Am I right in thinking that you can only stream 100 symbols with IBs API?

Main thing I need is a scanner across the ASX. I currently use Tradingview, but their scanner isn't reliable. Appreciate if you have some other ideas along these lines.

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  #6 (permalink)
 Trembling Hand 
Melbourne, Land of Oz
 
Experience: Advanced
Platform: Sierra Chart, CQG
Broker: CQG
Trading: HSI
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OMWF View Post
Hi, thanks very much. Am I right in thinking that you can only stream 100 symbols with IBs API?

Main thing I need is a scanner across the ASX. I currently use Tradingview, but their scanner isn't reliable. Appreciate if you have some other ideas along these lines.

Yeah really hard with ASX. Its a complete time warp with access to retail data access. You can purchase monthly quote boosters at $30USD per month for an extra 100 symbols at a time but still not likely to be that useful. See right at the bottom of this page.

https://www1.interactivebrokers.com/en/index.php?f=14193

What are you scanning for? This might be of use,

https://iguana2.com/spark-other

Or this has 15 delayed snapshots at 15 min past the hour,
https://www.premiumdata.net/products/premiumdata/price.php

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  #7 (permalink)
 OMWF 
Australia
 
Experience: Beginner
Platform: Tradingview, Amibroker
Trading: ASX
Posts: 63 since Apr 2018
Thanks Given: 59
Thanks Received: 29


Trembling Hand View Post
Yeah really hard with ASX. Its a complete time warp with access to retail data access. You can purchase monthly quote boosters at $30USD per month for an extra 100 symbols at a time but still not likely to be that useful. See right at the bottom of this page.

https://www1.interactivebrokers.com/en/index.php?f=14193

What are you scanning for? This might be of use,

https://iguana2.com/spark-other

Or this has 15 delayed snapshots at 15 min past the hour,
https://www.premiumdata.net/products/premiumdata/price.php

Thanks again. I have asked Iguana about their API previously, and apparently it's the same restirction on number of streaming symbols. And whilst they do have scanners, they aren't very customizable.

I'm wanting to find momentum among microcaps. But my filter needs quite a few criteria. ROC, time of day, turnover and so on.

I have a feeling the small end of the market is about to come to a screeching halt, but anyway, still like to see if I can get a better set up than Tradingview.

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  #8 (permalink)
 
edwsg's Avatar
 edwsg 
Victoria
 
Experience: Intermediate
Platform: Ninjatrader, Amibroker
Broker: IB
Trading: forex, futures, asx
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OMWF View Post
Hi, I know your post was a long time ago, but I wonder if you found a good solution for ASX trading with live data.

Regards.

None that i've come across. Still only IB API the only retail method i know of. One would have thought Iress would have made it available in due time with so much new advancements but it's still almost the same like 10 years ago.

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  #9 (permalink)
 Trembling Hand 
Melbourne, Land of Oz
 
Experience: Advanced
Platform: Sierra Chart, CQG
Broker: CQG
Trading: HSI
Posts: 246 since Jun 2011
Thanks Given: 28
Thanks Received: 360

There is a way to scan the market with IB. I have done it in python. I had 300 symbols of data at one stage because of my acc balance or maybe the amount of brokerage I was paying.

I used the API to loop through live quotes 300 tickers at a time and save the daily OHLCV stats at approx 10:15 to run some basic % move and Vol increase stats. Took maybe 30 sec to get most of the ASX. Getting intraday bar data is problematic though because of the download throttling but could maybe done with some care.

It does require hand coding outside of retail platforms though.

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  #10 (permalink)
 OMWF 
Australia
 
Experience: Beginner
Platform: Tradingview, Amibroker
Trading: ASX
Posts: 63 since Apr 2018
Thanks Given: 59
Thanks Received: 29


Came across something interesting this morning. Live data + custom scan.

Not tried yet.

https://www.bullcharts.com.au/scan.asp

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