Hello,
first post!
I'm setting up a robot trading program. How can I access the "raw data" of the currency markets in real time? Metatrader 4 allows me to export this information after the fact, but not live. I would like the standard ticker data actively recorded to a text file (or perhaps in HTML on a website) to create my own graphs and to punch into my robot's algorithms.
I do not need the standard "clumping" of 1 minute, 5 minute, 15 minute high/low stuff. I need the actual prices&volumes themselves and when they change, just like you see on the price ticker or the example below:
example: "USDAUD 0.437094156 11/11/2009 23:14:02 10,000 units"
Can anyone help me with this? Have you already made a similar program? Are there any online brokers that provide this kind of raw data?
If you want info on my robot, here goes. I am using some different technical analyses than the standard ones combined with an artificial intelligence optimal foraging/decision making program that I developed for my masters thesis. I have been successful running models with historical data, but now I need to see how it will perform using live data. I'd love to talk about my methods but that is a topic for another thread.
Thanks for all the help, I am a better at trading than programming! (but I learn fast)
first post!
I'm setting up a robot trading program. How can I access the "raw data" of the currency markets in real time? Metatrader 4 allows me to export this information after the fact, but not live. I would like the standard ticker data actively recorded to a text file (or perhaps in HTML on a website) to create my own graphs and to punch into my robot's algorithms.
I do not need the standard "clumping" of 1 minute, 5 minute, 15 minute high/low stuff. I need the actual prices&volumes themselves and when they change, just like you see on the price ticker or the example below:
example: "USDAUD 0.437094156 11/11/2009 23:14:02 10,000 units"
Can anyone help me with this? Have you already made a similar program? Are there any online brokers that provide this kind of raw data?
If you want info on my robot, here goes. I am using some different technical analyses than the standard ones combined with an artificial intelligence optimal foraging/decision making program that I developed for my masters thesis. I have been successful running models with historical data, but now I need to see how it will perform using live data. I'd love to talk about my methods but that is a topic for another thread.
Thanks for all the help, I am a better at trading than programming! (but I learn fast)
