jbclem
-Interested User-
Posts: 24
Joined: Feb 23, 2005
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Posted: Aug 10, 2007 09:24 PM
Msg. 1 of 4
I'm using IQFeed and QuoteTracker. I'd like to know if I can use Excel 2002 to collect realtime data and scan for stock symbols that are currently breaking breaking the prev day's High. Besides having the streaming data sent to Excel, I'd need to collect and save at least the previous days OHLC data so it could be compared with today's live streaming data.
If anyone uses their IQFeed data this way could you give me some ideas how I would do it, or where I could find more information. One important consideration is if I can run QuoteTracker and Excel concurrently and have data going to both programs.
I don't know much about DDE, but if this will work...it's time to learn!
John
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Aug 12, 2007 09:38 AM
Msg. 2 of 4
John,
Doing this in Excel will be nearly impossible. Since we don't allow users to scan the market (continually watch and unwatch symbols), you would have to load a set of symbols into Excel, then do your analysis. You would need to build a macro or VB code to get the symbols into your spreadsheet each day, unless you are scanning the same symbols each day. There is no way to feed an ENTIRE datastream into Excel and have it looking for criteria.
You can definately run QuoteTracker and Excel being fed data by DDE at the same time.
Jay Froscheiser DTN - Trading Markets
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jbclem
-Interested User-
Posts: 24
Joined: Feb 23, 2005
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Posted: Aug 12, 2007 04:41 PM
Msg. 3 of 4
Hi Jay,
I wasn't planning on scanning the entire market, for that I'm waiting for the DTN Scanner (I'm a beta tester) to incorporate breakout scanning ability...will that ever happen? I was, however, planning on having a watch list, or watch lists, totaling about 400 symbols, and scanning that every 30 seconds or so for a breakout from the previous day's High.
I'm hoping someone has done this in Excel, and can show me how to set it up to collect the previous day's OHLC and then make the comparison during the current trading hours with the live prices. I'm trying to learn how to use the IQLink, but as you can see from my other message, the sample .xls file doesn't work(problem with the macro).
For example, I need to know how to set up a column in Excel to collect the previous day's High, and store it for at least a day. What's the formula, in Excel, for data from a previous day? Or, if I'm referring to a column with the previous day's High in it, how to keep that column from being updated after the end of that day, how to get the next day's data stored in the adjacent column...and so on. I need to find some basic information about using Excel with stock market data. If there is a manual somewhere dealing with this, I'd appreciate a reference to it.
Regards,
John
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Aug 12, 2007 05:59 PM
Msg. 4 of 4
About the only way I can think of that would work is to manually copy the HIGH values from a DTN.IQ watch list into a spreadsheet. We don't have a field with the previous day's high in the feed.
Off the top of my head, I would do something like this:
Create a Watch List with the symbols you want. Have the Symbol, HIGH, and LAST in the watch list (remove all other fields).
Then, right click on the watch list and choose Export to File and choose DDE Formulas. This will create a file you can then open in Excel and it will be setup with the DDE formulas for you. Then, I would take the HIGH field in the Excel spreadsheet, and change them from the DDE formulas, to the raw number. You will need to do this manually by going back to your Watch list, selecting the HIGH column, and copy and pasting the data into your excel spreadsheet. You will need to do this step every day at the end of the day. By copying and pasting the HIGH field, you are ensured it won't be overwritten by DDE data.
Now, you can create simple formulas in a new column in your spreadsheet to compare the LAST to the HIGH.
Another option would be to look at a 3rd party software package such as InvestorRT. Their software (and I am sure others) will allow you to create a custom field in their watch list that will be equal to the previous day's high. You can then create rules that will trigger alerts based on that field compared to others.
Jay Froscheiser DTN - Trading Markets
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