I have a system where I need to place orders at the close (or very
near the close) based on the closing price. Obviously, I can't know
the closing price until it's closed, but I'm thinking a few minutes
before the close would be fine. For example, if ABC's closing price is
x% below the lower 10 day Bollinger band, buy.

I'd like to scan all of the stocks in my database (around 1200), check
each one to see if it meets the criteria (based on the almost closing
price) and then place the orders. My stock database is an EOD
database, not real time, but I'll need to get one real-time quote for
each ticker. I suppose I could write a program to get the realtime
quote from IB and compare it with the trigger value, but don't know if
it would be fast enough to scan through 1200 tickers in a few minutes.
I can't use Yahoo as the delay would be too large.

I'd rather not pay eSignal 50-100/month. Any other alternatives or
ideas? Yahoo's current day only download would be perfect if it was
real time and not delayed.

Thanks,

Dave






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