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Direct MessagesDate/Time: Fri, 26 Apr 2024 20:19:12 +0000
[Programming Help] - Need to hire experienced SC programmer for DTC Python/pandas dataframe project
View Count: 1782
| [2019-08-02 00:23:30] |
| ErikT - Posts: 117 |
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I need to hire a programmer/consultant to assist with a Python/pandas dataframe-centric project. I have a programming background and could probably figure out how to talk to the DTC server myself with some work, but I'd much rather hire someone already expert with it. I am also guessing that most of the pieces needed to achieve what I want have already been written by someone else and could be assembled to meet my needs. I want to write my own Python code to back-test trading strategies that primarily involve NYMEX exchange-traded futures spreads. While there are zillions of companies selling historical market data on NYMEX futures, almost none of them seem to offer the exchange-traded spread data. Since the SC datafeed service offers exchange-traded spread historical data back to 2015, and because I already have and use SC every day, it seems logical to use DTC to access the SC data feed and source the desired data that way. I would like to engage the services of a freelance programmer to build most of the data portal, so that I can focus my own energy on coding the trading strategy analysis in Python. The basic vision I have for this is as follows: 1. Get all the historical data I'll need (from earliest available date to present) onto my hard drive, in a format easily processed by Python/pandas dataframes a. I could imagine doing this entirely thru DTC, but also open to other approaches such as converting .SCID's to a Python-friendly format b. The scope of data required is probably ALL the EOD data there is for both outright futures and exchange-traded spreads going back as far as it goes back, PLUS tick or 1-minute interval data for a much smaller subset of contracts that are relevant to my strategies which need short-timeframe data. (Some of my strategies can be tested with EOD data only but others would work ideally with tick data. Obviously, that consumes disk space fast if you try and get too many contracts) 2. Build some kind of app that keeps my local database up-to-date using DTC to get the latest data from the SC feed and add it to my local database 3. Provide me with Python classes that make it easy to access all the data in the local database as pandas dataframes In addition to the base project described above, I would like to establish a working relationship with a programmer skilled at both SC and Python/pandas on an hourly fee basis for help with smaller follow-on projects. For example, I want a single Phython view of futures spread prices going ALL the way back. So the class that provides that should get the data back to 2015 from exchange-traded spread settle prices, but then calculate the spread value [less accurate] from settle prices of the individual legs for dates prior to the exchange-traded data's 2015 start date. That's just one example off the top of my head. I'm sure there would be lots of programming tasks I could use help with--I want to focus all of my own energy on the trading strategies and would like to have a solid programmer available to help with everything else that comes up along the way. I'd like to find someone well-versed in SC and all of its abilities. One example of why: while pandas data visualization capabilities are interesting, I would love to figure out how to display performance of my strategies in SC in real-time. The strategies themselves are a little too involved to model them with spreadsheet studies. But if I could somehow model them in Python and then somehow output the results to an .SCID or otherwise find a way to make SC display the results so I can use all the features of SC to make the charts visually appealing, that would be awesome. Maybe custom ACSIL studies that effectively operate as call-outs to allow Python code to calculate the data series, then let SC visualize it or something. As you can tell, I don't know the best way to do this using SC. I need someone who knows enough about SC to know the best way to achieve my ultimate goals, since I'm obviously guessing about the best ways to use SC's feature to do it. In addition to responses from qualified freelancers, I would also welcome recommendations/references from others here who have hired SC programming freelancers they can recommend. Thanks in advance, Erik |
| [2019-10-14 14:14:12] |
| Mack - Posts: 83 |
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Check out this: https://github.com/Queeq/pydtc Goes a long way |
| [2019-10-14 20:39:56] |
| User379468 - Posts: 508 |
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Would love to see what you end up coming up with ErikT, to see what is possible on this.
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| [2019-10-14 21:55:17] |
| ErikT - Posts: 117 |
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I hired a super talented guy who responded on this board and we jointly developed software that did what I needed. That's a bit of an exaggeration - I specified what I needed and he did most of the challenging coding. All the DTC server communications and data sourcing were his code in both Python and C++, and I added the Python coded needed to test my trading strategies. Wound up with solid code for sourcing EOD data and a custom study to help display the results. Not processing any intraday data yet - one step at a time. Erik |
| [2019-10-14 22:04:47] |
| User379468 - Posts: 508 |
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display performance of my strategies in SC in real-time. make SC display the results so I can use all the features of SC to make the charts visually appealing, that would be awesome.
Curious how these parts turn out if you can share the visual results once you get there. |
| [2019-11-12 00:43:29] |
| Chad - Posts: 231 |
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Hi Erik, has your developer indicated any interest in doing other SC/DTC projects? I'd like to contact him, so if you'd be willing, please DM me or post here...or he can always DM me.
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| [2019-11-12 02:59:23] |
| ErikT - Posts: 117 |
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Hi Chad, My developer has been a delight to work with, and I highly recommend him. I've notified him of your post and I assume he will contact you directly if he is available for more work. All the best, Erik |
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