software developers analysing data feeds, page-29

Hey guys,

What a great thread. Well done.

Full disclosure - My name is Adam Rands and I work for Iguana2.

http://iguana2.com/

This discussion is quite timely as we've been busy working on a few new data interfaces at Iguana2.

We're currently developing a DLL which will expose all of the data which is currently available in Spark.

http://iguana2.com/spark

We hope to have the DLL available for testing within the next month or so. Anyone interested in testing?

In the meantime Spark has a DDE interface which allows subscribers to get access to some of Spark's data on a "request/send" basis.

http://iguana2.com/spark-dde

We've also recently developed a simple tick service which streams every single trade and cancellation as they occur via HTTP.

We've purposely developed this as a bare bones service. Data is sent in real-time in raw csv/ascii format. Real simple stuff, but it does the job!

Example

seq,eventtype,time,code,price,volume,tradeflag
142141,T,20100317 11:31:04,WSA,476.00,166,
142142,T,20100317 11:31:04,WSA,476.00,7,
142143,T,20100317 11:31:04,WSA,476.00,180,
142144,T,20100317 11:31:04,WSA,476.00,600,
142145,T,20100317 11:31:04,WSA,476.00,298,
142146,T,20100317 11:31:04,WSA,476.00,4,
142147,T,20100317 11:31:04,WSA,476.00,49,
142148,T,20100317 11:31:04,RIV,839.00,2,
142149,T,20100317 11:31:04,RIV,839.00,1,
142150,T,20100317 11:31:04,RIV,839.00,35,
142151,T,20100317 11:31:04,RIV,839.00,400,
142152,T,20100317 11:31:04,WSA,476.00,286,
142153,T,20100317 11:31:04,WSA,475.00,128,
142154,T,20100317 11:31:04,UNS,118.00,188,
142155,T,20100317 11:31:04,WSA,476.00,298,
142156,T,20100317 11:31:04,UNS,118.00,123,
142157,T,20100317 11:31:04,IRE,833.00,17,

The service by default provides data for all instruments on the ASX but you can also request just a group of stocks.

You can connect at any time during the day and request all of the current days previous trades.

We've not yet publicly launched this service but I'm happy to give trial access to anyone that is interested. Drop me an email at

adam (dot) rands (at) iguana2 (dot) com


Thanks again for the great thread.

Adam