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(near) real-time import stream of market scanner


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(near) real-time import stream of market scanner

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 ClutchAce 
Cookeville, TN
 
Experience: Advanced
Platform: Sierra Chart, IB, Python
Trading: NQ, DAX, TOPIX
Frequency: Daily
Duration: Hours
Posts: 71 since Oct 2011
Thanks Given: 18
Thanks Received: 21

Since SC lacks any kind of "dynamic watchlist" i.e market scanner feature, I've a Python script which pulls several stock symbols meeting some criteria, from Interactive Brokers' API, and writes them to a .symbolList file (i.e. for loading into an Associated Watch List or Quote Board) window. I figured updating that file every 60 seconds and using an AutoHotKey script to reload the file within the AWL window then Symbol>>Set Charts to Symbols, and try to work with the strategy for catching intraday moves that way.

Obviously that's a clunky design, but doesn't seem there's much alternative at face-value, unless I port my ACSIL strategy scripts to Python and just stay self-contained at IB API level.

Got an off-the-cuff idea on a better way than that to feed SC with symbols from a scanner on a near-real-time basis?

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