I am happy to announce that my new product DDFLink is ready for sale now. DDFLink is a link product that links Mathematica to the ddfplus real-time financial data engine ("Digital Data Feed"), the data technology that powers barchart.com.
- get live streaming real-time financial market data directly from one of the lowest-latency providers in the industry (quotes and book quotes). The live streaming data comes directly from the barchart.com servers to your desktop over the internet. - define event handler functions with Mathematica code in which you prescribe what is to be done when a quote message is received (e. g. display in a window, update a Mathematica computation/chart/graphic, append to a file as a "recorder", etc.). - get contract information for most US financial instruments (symbol, root symbol, primary exchange, expiration month, expiration symbol, etc.) - get exchange information for most US financial exchanges (number of advancing issues, number of declining issues, new highs, now lows, etc.) - get exchange and symbol status messages in real-time, e. g. "symbol halted", "trading resumed", etc. - real-time data includes bid, ask, bid size, ask size, point value, primary exchange, symbol, expiration (for options and futures), open, high, low, last, previous, trade size, trade time, volume, open interest, and several more, for current and previous session. - choose between TCP and UDP, whatever suits your network needs better. - receive 1 s "time-stamp" messages that can function as heartbeat messages to detect a disconnect in the network connection so that an immediate alert can be generated and/or a corresponding automated response can be triggered. - display quote information, contract information, and exchange information in the Mathematica front-end or in Java Swing windows or in .Net windows. - use a configurable Java Swing-based utility grid that can be used to display arbitrary two-column data, for example in the event handler functions defined for the quote messages, or arbitrary user data. - ... and many more.
With DDFLink you can get direct real-time data access to the major exchanges, including NYSE, AMEX, NASDAQ, CBOT, CME, NYMEX, NYBOT, ITC, ITC2, CTS, CQS, UTDF, UQDF, TDDS, COMEX, KCBT, MGEX, CFE, ICE, WCE, DME (Dubai) as well as forex. Eurex and Euronext Liffe to be added in the future.
To start the real-time data feed, all you need to do is define a "symbol list" or "watch list" in Mathematica, and that will immediately start the data feed from ddfplus for the symbols in your watch list. This can be a combination of stock symbols, currency symbols, futures symbols, options symbols, and several others.
Note that Mathematica does NOT have real-time data in its datapaclets, which can be queried with FinancialData. As is required by the US exchanges, if the market data is free for the end-user, it must be delayed by at least 10 minutes for futures and 20 minutes for equities. No stock data in Mathematica or alpha is real-time, Mathematica doesn't have any futures data, and neither has options data!
To get started, set up a data plan with ddfplus through a secure connection and select the exchanges you want to receive streaming data for, on
Then request a DDFLink version from Lauschke Consulting on
The entire data subscription management is done online though a secure web interface with barchart.com. Data subscription plans with ddfplus begin as low as $49 per month for individuals' use.
The DDFLink product page is: www.lauschkeconsulting.com/ddfplus.html
The user guide/manual is at: www.lauschkeconsulting.com/dluserguideddf.html
Requirements: - Mathematica version 6 or 7 - Java 6 - any hardware and operating system that can run Mathematica and Java 6.
Price for a DDFLink license: USD 99 or EUR 74 (one-time, no periodic renewals).
About ddfplus: ddfplus is the premier financial market data provider for thousands of companies and several major data vendors. Among others, ddfplus provides live data to major exchanges, including CBOT, the Kansas Board of Trade, and the Minneapolis Grain Exchange. Major corporate customers include Bank of America, Bloomberg, MF Global, FXCM, PFG Best, Bank of Canada, Goldman Sachs, the Federal Reserve Board, Hedge Street Exchange, and RBS Greenwich Capital. Data vendor customers include Morningstar and XIgnite. http://solutions.barchart.com/customers.php
Lauschke Consulting and ddfplus offer a free two-week evaluation license for DDFLink and the ddfplus data subscription.
As in all products from Lauschke Consulting, the expression browser and the symbol browser are included at no additional cost. www.lauschkeconsulting.com/symbolbrowser.html www.lauschkeconsulting.com/expressionbrowser.html