Delay times? Nice…

 

Quotes delayed, except where indicated otherwise.
Delay times are 15 mins for NASDAQ, 20 mins for NYSE and Amex. See also delay times for other exchanges

 

http://contracts.onecle.com/marketwatch/data.svc.1998.01.shtml

THAT RESULT FROM

INCONVENIENCE, DELAY OR LOSS OF THE USE OF THE DATA FEED

accuracy or
timeliness of the Data Feed or the truthfulness, accuracy, timeliness,
completeness or correct sequencing of the Data Feed by DBC or the Data
Providers, or for any decision made or action taken by MarketWatch or its
customers in reliance upon the Data Feed, or for interruption or delay of the Data Feed except to the extent that such liability arises from DBC's malfeasance

or nonfeasance

http://www.misys.com/media/press_releases/banking_systems/1998/pr_items/pr_1582.htmlMarket Watch runs on Microsoft Windows NT client workstations with Unix-based servers providing the datafeed distribution 'backbone' for the entire system

Henri Echaroux describes the project, saying, "A special line was installed between Paris and the bank's regional offices to distribute data to all 15 remote dealing rooms, each of which has around 10 positions, providing specialised services to local clients. Because Market Watch is easy to install, each site took less than a week to complete, with the whole implementation taking just three months, between January and March 1997."communications protocol is particularly efficient and provides very cost effective data distribution - in fact, the savings made on data costs has already paid for the project."

__________________________________________________________________________________________

we can also transfer real-time market data into Excel to calculate the bank's own prices and contribute them back to the market," he continues.

__________________________________________________________________________________________

Why is it no realtime data? And why is it15-20min  the delay? Is the answer above and there fore we have those funds that….?

http://www.japan1.freewebspace.com/fini.htm

 

http://www.total-biz-talkers.com/detail-753704.html

 

Where can I find full databases of realtime data for the nsadaq.
Must be reliable.
Prices, etc.?

1)Subscribe to Yahoo's realtime data for $9.95. Unfortunately I have
heard many negative reports about their data.

QCharts uses an OCX to deliver data. They provide the SDK with
documentation for $195. That's way too much. However you don't need
the SDK to obtain the raw data feed. If you know your way around MS
ActiveX tools, you can just view the APIs and figure out how to logon to
the servers and obtain your data.

I believe ESignal also has a set of APIs to obtain their raw data but
I'm not familiar with their setup.

 

 

 

 

http://www.elitetrader.com/vb/showthread.php?threadid=68895

I have noticed a couple other days over the past 6 weeks or so when data was delayed on the TM platform from PFG by 1-2 minutes. I called PFG about it and they said that they would fix it (which would happen about 10-15 minutes later).

 

http://www.bse-sofia.bg/index.php?page=Data+dissemination

Delayed All Prices Service:
   This packet is identical in content with the All Prices Service, however, the vendor might transfer the data only with a 15-minute delay at least. The data are fed by the Exchange in a real-time mode but the vendor shall ensure that the technical infrastructure capable of delaying the datafeed exists. - End-of-Day Datafeed:
   This datafeed provides quotations of all issues of securities, which were transacted during the trading session, i.e. open price, low price, high price, weighted-average (close) price, respective currency and daily volume traded (in lots). The data is fed right after the end of the trading session but the vendor shall disseminate it no sooner than ninety (90) minutes after respective close of trade. The Service also includes the closing value of the Exchange indices as well as text messages.

The BSE-Sofia has signed long-term agreements for data dissemination with leading data vendors such as Thomson Financial, Reuters, Interactive Data Corporation, Bloomberg, Telekurs and others. All data vendors are treated equally.

http://a257.g.akamaitech.net/7/257/2422/06jun20041800/edocket.access.gpo.gov/2004/E4-3151.htm

NYSE Alerts datafeed would continue to 
be available to the public through the Consolidated Tape Association network and through various news services.
Delayed Openings/Trading Halts. Delayed openings and 
trading halts facilitate the maintenance of orderly markets. NYSE Rule 
123D requires the dissemination of information related to delayed 
openings and trading halts.
     ITS Pre-Opening Indications/Trading Range Indications. 
Pre-Opening Indications and Trading Range Indications are non-firm 
quotes that convey approximations of what a stock's opening price or 
trading range will be after a delayed opening or following a trading 
halt. Exchange policy requires the dissemination of Pre-Opening 
Indications prior to the opening of a stock following a trading halt or 
opening delay or when there is a significant opening price disparity

from the prior close.

http://www.nysedata.com/cta

all SEC-registered exchanges and market centers that trade NYSE or AMEX-listed securities send their trades and quotes to a central consolidator where the Consolidated Tape System (CTS) and Consolidated Quote System (CQS) data streams are produced and distributed worldwide.

http://www.sec.gov/divisions/marketreg/arp-i.htm

For example, the average daily share volume on NASDAQ, the primary OTC market, has grown from 11 million shares per day in 1978 to 122.8 million shares per day in 1988, a 1,116% increase. See NASDAQ Fact Book (1989) at 7. In the standardized options market, contract volume for 1987 and 1988, in comparison to 1978, was, respectively, 497%and 319% larger. See SEC Monthly Statistical Review, April 1981 at 5 and February 1989 at

http://www.sec.gov/divisions/marketreg/arp-i.htm

 

Prior to the automated of the markets, orders to purchase or sell exchange-listed securities generally were processed in the following manner. A customer would place an order with his or her registered representative at a branch office of a broker-dealer who, in turn, would telephone the order to the broker-dealer's order desk. The order desk would then route the order by telephone or pneumatic tube to the firm's trading booth on the exchange floor and the firm's floor trader would take the order to the applicable specialist post for execution. If the order was not executable (e.g., a non-marketable limit order), then it was given to the specialist and transcribed by hand onto the specialist's book for future execution

 

So from above:

QCharts uses an OCX to deliver data. They provide the SDK with
documentation for $195. That's way too much. However you don't need
the SDK to obtain the raw data feed. If you know your way around MS
ActiveX tools, you can just view the APIs and figure out how to logon to
the servers and obtain your data.

 

http://www.lim.com/doc/mim_guide/data_dev_sys.html#1.Introduction|outline

2.1 Introduction

The MIM Server is an enterprise data warehouse used to retrieve time-series data at high speeds. It provides a consistent platform for storing, organizing, catagorizing and manipulating disparate raw data. The MIM Server is an excellent solution for data management and administration, especially because it has a patented MIM query language, which eliminates the need to create custom programs.

The time component of a time-series is optional. If the time is used, then the time-series is called intraday. If the time component is not used, then the time-series is called daily. The MIM keeps separate time-series for daily and intraday data, so a relation can have either daily data or intraday data, or both daily and intraday data. The database also can store data at resolutions smaller than 1 second, in that case the data is stored in a third form: tick-by-tick data

  • C/C++, Visual Basic, and Java APIs; also XML
  • Server platform is Solaris and Linux
  • Client platforms include Solaris, Win9x, NT, 2000, XP, Excel
  • Built-in knowledge of financial markets
  • Specialized tools for equities, futures, options, fundamental data
  • Sophisticated rollover language
  • Specialized storage for options data
  • Holiday schedules
  • Distinction between types of NaNs and different fill options
  • Real tick, intra-day and daily data
  • Aggregation and frequencies
  • Dynamic schema (extensional database)
  • Entitlements
  • Data management utility
  • High-frequency data handling
  • Weekend data
  • Multi-valued data and Multi-field data
  • Time-varying trading patterns
  • Non-contiguous trading patterns
  • Multiple databases and External databases
  • Custom search facilities
  • Multiple access paths to ticker symbols

3.1.1 Architecture

The following shows the architecture of the MIM server.

http://www.lim.com/doc/mim_guide/data_dev_sys_html_m1206f493.png

The Master Server is the controlling process and acts like a traffic cop. Requests are made from the clients and the Master Server divides the workload among the slave servers

  • There may be multiple Master Servers running on a single machine, each with a unique port number.

For some time critical applications, such as high-frequency updating from a real-time feed, the master server can connect the client directly to a dedicated slave server. This significantly reduces the overhead for all clients connecting to that server.

The MIM database itself resides on the UNIX file system. The data is kept in a proprietary format designed specifically for efficient retrieval of time-series data, featuring compression of historical data and fast updating of real-time data. The database can be split across multiple disks and/or file systems.

Very large databases, containing hundreds of thousands of symbols and several gigabytes of data, have been created using the MIM database server.

 

Extensional Database

  • Manages extensions to the schema
  • Relational in nature (but not SQL)
  • Not in-memory; uses optimized B-tree storage to effect fast disk retrieval
  • Power lies in fast selects with inheritance (property p of relation r)

3.3.1 Ticker Symbol Databases

There is a lot of information associated with each symbol in the database (name, description, exchange, trading time, etc.). All this information is stored either in the in-memory schema database or in the extensional database

The relations and columns are organized in a hierarchical tree structure which is used to inherit both attributes of tickers and values for these attributes. For example, when the ticker CPI is added to Economic Indicators it inherits a sparse column. Similarly, when SP is added to Futures, it inherits price columns as well as Volume and Open Interest. Other inherited properties are the data type of the relation columns (e.g., Volume of DELL is integer), and the exchange where it trades, etc. Some of the information is inherited via multiple paths. Note: trading times and trading patterns are not inherited.

Multiple relation and column hierarchies can be defined by using aliases. This allows, for example, symbols to be organized by region as well as by industry. As many paths to a given symbol as desired can be defined. Symbols can also be located by using the custom search facility. For example, a custom search can return all equities in a particular industry or index. Another custom search could locate a spread between two currencies.

We use a standard compression algorithm which has proven to be quite acceptable. As an example,
compression was turned off for an update and the database grew to 350MB vs. 80MB when
compression was employed.
- Compression can be specified on a per-time-series basis and thresholds set for the data size, below
which compression will not be used.

di.se

Världen i dag handlar om nanosekunder och den som reagerar snabbast vinner mest + startar ... SEB:s livbolag sämst i test. Astra vinnare på Nobelbråk ...
di.se/.../ ArtikelKommentarer.aspx?articleId=2004%5C09%5C04%5C115886&acmShow=true&SectionID=Ettan - 137k - Kompletterande resultat - Cachad - Liknande sidor

Hmm ala thats why some nice enhancement was needed ala powdero da nosa? Just looking why those fantasy dreaminstuff arrived from?

To bridge the gap with real-time feeds, where update speed is the most critical factor, the MIM Server uses a separate database specialized for extremely fast update (approximately 1000 transactions per second.) This database is used by the time-series factory to fetch the latest values when a time-series is created. Thus, the users of the time-series class are unaware of the current tick database’s existence

The data stored in the current tick database can be permanently merged with the historical time-series data. This facilitates a way to do updates during the day (either intra-day tick or real tick) and, at the end of the day either migrate the current tick data into the historical data or discard it in favor of an update that has been processed and “cleaned”. Folding into the historical data can be done selectively and the data can be folded into daily, intra-day or real tick with aggregation done automatically by the system as appropriate.

________________________________________________________________________________

The execution code actually doesn’t know of the four different databases, as far as it is concerned, everything is in memory

open architecture written in Java, C++, Visual Basic, and BMIM

So by having delay’s, instead of realtime data it is possible to manipulate the raw data feeds from the stockexchanges, by backdoors, in clienttrader software, in api, ocx eg the interface between rawdata MASTERSERVER and Client 15-20 min its enough to do some nice trading…

Therefore the need of backdoors in windows and linux etc

Any analytical needs for your trading solution?

Or maybe time for

http://www.google.se/search?hl=sv&q=barter+trade&btnG=S%C3%B6k&meta=

Just a simple email:kajander12345@hotmail.com or kajander1@nodns.org