Custom timeframe (candle) database from realtime feed..?

Custom timeframe (candle) database from realtime feed..?

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XeL Arjona
2017-06-29 15:01:04

Hi there.... Do you know of a plugin or capabilities of QuantShare to convert on the fly realtime data and store to a customized candle database..?

From some Tick intraday data (dalayed could be) I want to convert to minute, hourly or daily data with different candle fields from the traditional Time&Sales tape: TimeStamp, TradePrice(Last), Size and then build custom fileds like:

TimeStamp, Last(close), Max(high), Min(low), UpTick count, DownTick count, UpTicksVolume, DownTicksVolume, Turnover (MoneyFlow).

Thanks!

QuantShare
2017-06-30 05:10:02

If you choose "tick" as your base time frame then anytime you request data for a symbol, all the tick data will be stored in a database.
Once done, you can create a script (Tools -> Script Editor) to convert that tick data and create additional fields such as UpTicksVolume, UpTick count...

You can also do that on fly, using the script editor C# (Tools -> Script Editor).

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