Request streaming data from WealthScript Strategy?
Author: mtowle
Creation Date: 12/7/2017 6:42 PM
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mtowle

#1
Is there a way to request a realtime quote for an equity from a custom class derived from the WealthScript class in .NET?

Can streaming data be accessed from the same custom class?
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Eugene

#2
I see it might have some relation to this thread where I already replied and asked you in turn: How to place an order on a different scale? Don't waste time on "hoodwinking" Wealth-Lab into intra-bar executions - no tricks will help.

If you want to get the partial bar's OHLC data, then yes to some extent:

Fidelity Partial Bars
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mtowle

#3
Ok I already saw the post on Fidelity Partial Bars which did not meet an answer to quotes because while partial bars could be used in certain circumstances, they do not provide the current price data.

The orders question and quotes question were mutually exclusive questions and not related. Just because orders cannot be directly placed doesn't mean that quotes cannot be obtained and I ask the questions one right after the other.

Thanks for the info and clarification.
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Eugene

#4
Requesting real time quotes is what a streaming data provider is doing behind the scenes. What I'm trying to understand here is why do you think you need them as they're of limited use in the Strategy since it's executed at the end of the interval.
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