Accessing the live quotes (current bar that hasn't closed yet)
Author: obix
Creation Date: 5/7/2020 8:17 PM
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obix

#1
I'm sure this topic must have come up here many times however I've been unable to find any useful information on the topic that I can implement, so here goes...

I understand that all the OHLC data down to the 1-minute charts can be fully accessed with

CODE:
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type of scripting. BUT what about the current active/live bar that has not closed yet? The quotes are obviously there as the price can be observed bouncing around within the bar until it 'closes' and the script runs again... Also the same live quotes can be seen in the status bar at the bottom of the window. So there is no question that the data is there, but how can it be accessed from within a wealthscript()?
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Eugene

#2
Check out the Wiki FAQ | Data and Data Providers > Is it necessary to have access to intra-bar tick data to daytrade with Wealth-Lab?

For all practical purposes, here's what's possible: Fidelity Partial Bars.
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obix

#3
Thanks very much for the reply, I'm studying the links you referred to now.

As it's currently after market hours for me now I don't have any stream to test it on... Are you aware of any type of foreign exchange or just random generated stream that could be used to test streaming outside of market hours?
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Eugene

#4
Let's verify your WLP entitlement to grant you access to Extensions such as Random static/streaming data provider. Please create a support ticket to continue.

And by the way, what is your objective in accessing the current active/live bar that has not closed yet?
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obix

#5
I am most interested in developing strategies for short term momentum trades and targeting gaps in the spread. Historically I've had the best results using my own code when I have access to a live feed API. However, now that I've moved most of my funds to Fidelity I'm trying to figure out ways to work with it there. Several years ago when I first moved to Fidelity I had hopes of using there 'Fidelity Access (SM)' product, but for what ever reasons it still hasn't seen the light of day for investors like myself.

As for access to downloading extensions, initially am interested in setting up some type of DDE feed so that I'm not just locked into market hours for testing my code on live streams. I wrote quite a bit of code that worked with my GDAX API feed which was pretty much available 24/7, I loved that! Also, it's always nice to pick up other tips and trick from perusing other programmers code.
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Eugene

#6
This is interesting. Welcome aboard. Note, however, that direct programmatic access to Fidelity data stream through Wealth-Lab isn't supported on our forum.

I recommend you sign up for a Wiki account to take advantage of the API online manuals and some open source code. Once access to Extensions is granted you'll have access to Wiki's protected content as well. My DDE provider is in fact open source (but hasn't received any updates worth mentioning in 8 years). The DDE technology's life has 3 decades - amazing that someone's still using it today!
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obix

#7
I think it's an awesome tool you've developed with the DDE provider. The concept seems somewhat timeless, I recall downloading ascii OHLC data almost twenty years ago, and connecting to it in an Excel sheet with MetaTrader with a type of DDE connection. I'm excited to play around with this that you've made!
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