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Date/Time: Sun, 05 May 2024 19:39:41 +0000



Post From: Отсутствуют инструменты фондовой секции Московской

[2014-06-28 04:53:13]
ganz - Posts: 1048
So we'll use a lua-script /under development/ for this in the nearest future for personal use and with no fee for /it will be shared/.
FYI: This part of the task has been completed. So one is able to use it to feed SC to a *.scid .

The QUIK's internal Lua export does a *.csv for Level I, Level II, Positions, Orders, Trade Activity.

The Python import is used to create *.scid from any of these *.csv

All scripts are an OS independent, open source and for free.

The next step will be to prepare and to test a trading interconnection for automated trading systems.

The final statment is planned as:

[QUIK] --lua-->[*.csv] --python--> [Sierrachart / ACSIL] --trans2quik.dll-->[QUIK]

this is:

[QUIK] ------all_data_for_free---> [Sierrachart / ACSIL] -trading_signals-->[QUIK]

This solution is/will be well documented and has no fee on a broker's side.