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Viewing User Profile for: diffusion
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Joined: Jul 28, 2010 12:29 PM
Last Post: Jul 28, 2010 12:43 PM
Last Visit: Jul 30, 2010 03:06 PM
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diffusion has contributed to 1 posts out of 20596 total posts (0.00%) in 4,316 days (0.00 posts per day).

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I also need a real-time panoramic snapshot to do market-wide scan, ideally right before market close (to place market buy at close order for those chosen stocks). Just wondering whether such method is available. The standard 500 symbol stream data is also needed for monitoring my holdings, but I definitely need the snapshot for scanning the market. What I need in the snapshot is simply symbol, open, high, low, close, and volume. For 6000 symbols, the size of the data is less than 200K based on my estimation. Shouldn't be a problem on network bandwidth.



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