How to feed intraday market data into WLP6
Author: cchome2002
Creation Date: 3/27/2014 3:34 AM
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cchome2002

#1
Currently there is an real-time market data interface provided by the local broker. Which is the best way to feed the data into WLP6? Is there any document or API can be used to write the adapter?

Thanks a lot!

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Eugene

#2
Welcome to the forums, Charlie Chen.

QUOTE:
Currently there is an real-time market data interface provided by the local broker. Which is the best way to feed the data into WLP6? Is there any document or API can be used to write the adapter?


Wealth-Lab Pro is not available in your region (China). Kindly consider downloading and taking a free trial of Wealth-Lab Developer 6 - the version for international markets.

It's possible to create all sorts of static, realtime and fundamental data connectors in Wealth-Lab 6. The documentation becomes available to registered customers (only) after verification from the Wiki:

Pages of the Category API
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cchome2002

#3
Thanks, I have downloaded the trial of WLD.

Does the registered customers mean that if I want to read the API documentation, I need to buy the Wealth-Lab Developer 6? If I can read the API doc, is it possible to use the API to write my own extensions to support the following functionality?

- Multiple accounts (in local broker) management
- Automatic trading based on the execution of the strategies.
- create the realtime data connectors ( as you mentioned above, this is possible)

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Eugene

#4
QUOTE:
Does the registered customers mean that if I want to read the API documentation, I need to buy the Wealth-Lab Developer 6?

Basically yes, or you have to represent an existing customer who, for example, has hired you for a programming job (because we grant access to this documentation to customers only).

QUOTE:
- Multiple accounts (in local broker) management

Yes, this is up to you. Please note that the BrokerProvider API, while an inherent and important part of the program, is not documented and unsupported. However, it's pretty simple to a motivated programmer: some of them have created broker adapters for their own use. There is an example of a 3rd party full-fledged broker provider solution in C# somewhere.

QUOTE:
- Automatic trading based on the execution of the strategies.

If you mean staging and auto-placement of trade alerts from Strategy windows and/or Strategy Monitor right to the Orders tool, then yes. Accounts by your broker provider can be selected in the Orders tool, and Wealth-Lab convers alerts into orders and your broker provider routes them to the exchange/broker.