Brian I have done these exercises too in the past. The only conclusion I could draw from this was that for a futures trader putting real dollars on the line in a intra day trading environment a RT data service is a MUST HAVE (caps for added emphasis). These Yahoo Finance based workarounds are just that workarounds, with a very high probability they will fail at a critical juncture when you need them the most.
Rakesh On Sat, Mar 29, 2008 at 6:11 AM, brian_z111 <[EMAIL PROTECTED]> wrote: > Re: Yahoo RT data (referring to the major US markets only). > > I received the following comments, on the subject, from AB support: > > Yahoo so called "real time" is the same as ordinary Yahoo quotes, > with one difference: there is no 15 minute delay. > These are just snapshot (current) quotes, so any data collected > represent situation "at the time of request". > No backfill, no true historical interval bars (except of course > daily) etc. > AmiQuote as it is now, fully allows to get the current quote in "real > time" (i.e. almost no delay) using "Yahoo Current". > To do so you need to do two steps: > > 1. login on Yahoo Finance site using Internet explorer. > 2. In AmiQuote, go to Tools->Settings and check "Allow cookies" box. > > Thanks to support for their answer. > > FTR. > > I did some checking of my own using RTQDownloader from > http://www.trading-tools.com/ (uncrippled trial version). > > - Yahoo advertise MarketTracker RT as tick charts > - in Yahoo RT I can view charts down to 1 hour charts with 1 minute > OHLC bars > - in the MT status bar Yahoo report what appears to be tick direction > for the last 6 ticks i.e. up, down or equal (I'm not certain about > this as they don't have a true help manual). > - Yahoo does say that it is the same data, 'normally' available > except that is not delayed. As far as I can tell it is directly from > the exchanges (presumably Yahoo take it as tick data but what happens > to it after that is unknown) > > Using RTQDownloader I achieved the following (for Dow consituents): > > - downloaded price, vol, bid/ask in ASCII (text files) with 2 sec > snapshots (one file per symbol) > - downloaded price,bid/ask,vol in Metastock format and imported > it 'live' into AmiBoker using the AB Metastock Plugin (configured to > auto refresh) - on refresh the plugin appeared to pull in the 'back > history' from the Metastock directory (every bar every time?) - 4 sec > snapshots. > - data was timestamped HHMMSS > > The bid/ask was in the H,L fields. > > I am not commenting on the suitability of the data for trading or the > quality - the same applies to RTQDownloader. > > I only did a quick test and didn't cross check it against RT data > from other sources - I just wanted to find out what the limit was to > their data (I didn't prove if tick data is on their server - only > that it appears to be there timestamped in seconds). > > I am unlikely to do any more with this issue. > > brian_z > > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > > >
