Import Trade Navigator Data
Author: akardar1
Creation Date: 1/25/2015 7:12 AM
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akardar1

#1
Hi Gang,

Trade Navigator offer a descent EOD data package (FX, futures, equities).
Does anyone know whether it possible to feed their data into WL @ EOD after US close?

There is a way to export the data (ASCII), but this would involve manually 'importing' the static files on daily basis into WL.

Is there a more automated solution ? Can TradeNavigator be a data provider?

AK
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Eugene

#2
Hi,

What is the data format? Is there an API? Is it documented (where)? Does it come with code sample or SDK? Is the usage free for developers? Where can it be obtained?
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akardar1

#3
I'll get clarification of whether they API / Sample Code etc. (unfortunately, there is no Sunday service).
However, the website doesn't seem to indicate any API.

Assuming there is no API, and I can automatically download their data (in ASCII) format to my local PC,
Is there as way for WL to automatically import a set of ASCII files at X time on a daily basis?
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Eugene

#4
QUOTE:
Is there as way for WL to automatically import a set of ASCII files at X time on a daily basis?

ASCII data are automatically re-read when they change (even if ASCII Cache is enabled, it's purged for a symbol when a change in its data is detected). This of course assumes that someone has exported the data as ASCII. ;-)
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akardar1

#5
Well - that sounds like a solution indeed. Now all I have to do is make sure they have an Daily Auto Export function (and I am bullish).
Will revert once I have more info and whether there is an API option.



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Eugene

#6
Note that if you intended to execute a strategy based on ASCII Data in Strategy Monitor every day, this might not necessarily function correctly with sources like ASCII or Metastock (i.e. sources that do not support on demand data updates).
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akardar1

#7
Noted, will give this some thought, but its less important at this stage
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akardar1

#8
TradeNavigtor do not provide an API fit for data exporting > into another charting platform.
(although they do provide an API for trading, routing orders to brokers).

However, they do have an "Auto Export Function" that can download a data set (ASCII format being one of them) after the US close.
So, in theory, if there is a any change in the data set (a new daily bar), WL import functionality will detect this and provide an updated chart - is that correct ?
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Eugene

#9
QUOTE:
So, in theory, if there is a any change in the data set (a new daily bar), WL import functionality will detect this and provide an updated chart - is that correct ?

No. For that, ASCII provider does not have a Streaming component (it's impossible for every ASCII source is updated differently). If you manually redraw the chart of an ASCII-based symbol or execute a backtest (again, manually) then the change will be picked up.
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akardar1

#10
Just to make sure I understood correctly, even I have a file locally saved on my PC (which updates on a daily basis), the only way for WL to create a chart with updated data is via a manual data import ? (i.e. there is no way to map WL to a locally saved ASCII data folder).
Without a TradeNavigator API, is there a more efficient process ?
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Eugene

#11
Depends on what did you mean by saying "provide an updated chart" of an ASCII source?

A. If this is a Streaming chart, then definitely no.
B. If this is a static chart, then it will be updated after clicking Refresh (F5) or Go button - assuming that the file is saved on your PC or a local network share.
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akardar1

#12
Maybe a matter of terminology on my end. Better if I explain the workflow.

I'll have a file saved locally on my PC with a list of names.
Each day after the US close, the files will be updated with a new entry. A new daily bar. The files are static.

The first time, I ll need to use IMPORT DATA to upload the portfolio of names into WL and view the charts.
There is nothing streaming here, it's just an upload of the static data.

The next day, after a new daily bar (update to ASCII data set), I will log into my WL and want a chart with the new daily bar.
Will I need to re-import the whole file ? Or are you saying that hitting F5 will retrieve the ASCII file with the new daily bar ?

The files are static, there is no streaming as such. There is only an update to each file once per day.

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Eugene

#13
QUOTE:
Will I need to re-import the whole file ?

Of course no.

QUOTE:
Or are you saying that hitting F5 will retrieve the ASCII file with the new daily bar ?

Like hitting F5 while WL is open, restarting WL will also reload the chart with the new daily bar in an ASCII DataSet.

You're right, it's a matter of terminology. Whenever there's a change to the ASCII data made by an external program, the data will be refreshed (the new bar and/or corrections will be picked up) after restarting WL or by hitting F5 / reopening a chart / re-executing a Multi-Symbol backtest. To sum things up, no extra effort is required.
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akardar1

#14
Perfect, exactly what I was hoping for, thanks for your help on this