Suljettu

IQFeed to Excel

Project

I subscribe to a data service (IQFeed) that provides live intra-day data. See attached API guide / [url removed, login to view]

I need to have three databases built that maintain price data locally for 2000+ stocks on a continuous basis and would like to have a function built enabling MS Excel to read data from the databases very quickly.

Data should be initially collected in three databases from IQFeed reflecting three different time frames – 5 minute data, hourly data, and daily data. If just one database were built, too much intra-day data would need to be stored to capture 2500 periods of end of day data.

The database needs to run in the background collecting current data from IQFeed - it should not require intensive processing capacity as other applications will be running concurrently.

The only data that needs to be collected is closing price – a single data-point for every period for every stock.

Data in the database needs to be vetted to ensure that there are no missing periods. Comparability of data across securities is essential. If a data point is missing, the previous data point should be used. If a CSV file is subsequently updated, including previously missing or errant data, the database should be updated to include this corrected data.

Data is time stamped at the end of the period (ie the last price between 9:30 and 9:35am is stamped 9:35am)

Some securities have 24 hours of data per day (currencies – 7pm Sunday through 4pm Friday) while others (stocks) will just have data between 9:30 and 4pm. In the future, foreign securities will be added that have yet different trading periods due to time zone differences.

The following information will be provided in an excel spreadsheet ([url removed, login to view]) which should be used to determine which securities are to be maintained/updated.

• Security Name

• Security Type

• Security Industry

• Stock Sector

• Times for which data is collected (ie 9:30 to 4:00, 24hrs)

Any additions/deletions/changes would be reflected in [url removed, login to view]

Database(s)

Initially three databases need to be built to hold Minute, Hourly, and Daily data – 2500 periods of data are needed in each. The data for all three databases will come from the same CSV files. Data from the hourly and daily files can come from the minute database or from the CSV files

Data in the current databases can be limited to 2500 periods, however historic data should be saved in some manner. The amount of data stored in the current database should be flexible (>2500).

Current vs. Future/Incremental timeframes - initially 5 minute data will be used, however this may change to 1 data in the future. Hourly and daily are likely to always remain.

Databases should be updated every five minutes

The daily and hourly databases should use the most recent minute datapoint as the last “hour” or “day” (ie until 2:50pm, use the 2:45pm data point as the end of the day point until 3pm for the hourly database and until 4pm for the daily database).

Additions/Deletions/Changes will need to be made reflecting the fact that certain stocks will be added over time and others deleted as per the [url removed, login to view] file

The databases should assume 5 business days per week; however, a manual override should be used to allow for holidays when data would not be captured.

The databases need to be transferred easily to other computers such that other computers can read the data locally.

Import into Excel

Build a function that pulls in at least 500 data-points from any of the databases using the following inputs (the import function should look to cells in a spreadsheet to get this information):

• Stock ticker

• Periodicity (5 minute, 10 minute, hour, 2 hour, day, 3 day)

• Starting point (most recent period or historic)

• Number of periods

• Daily period (9:30 – 4pm or 24hrs)

See “[url removed, login to view]” for a basic file showing inputs/output. Note that date/time data is optional, and that multiple time frames could be drawn from one database.

Already constructed Excel macros will be used to pull in data for multiple stocks and multiple timeframes at once in rapid succession. Hence, any functions built to pull in the data from the databases must be callable by a macro.

Stock name and historic data is only output required (time data is not required if it slows the function down).

Data should always be sorted from most recent at the top to older at the bottom.

Taidot: Excel

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About the Employer:
( 1 review ) New York, United States

Projektin tunnus: #400060

18 freelanceria on tarjonnut keskimäärin 543 $ tähän työhön

jpriyak1023

Hi, I am ready to do this.

500 $ USD 20 päivässä
(22 arvostelua)
5.5
gvyshnya

I am interested to work for you.

750 $ USD 15 päivässä
(6 arvostelua)
4.1
bmaheswn

Dear Sir, Please see PM.

500 $ USD 30 päivässä
(0 arvostelua)
0.0
Nazareya

I am ready to start

500 $ USD 7 päivässä
(0 arvostelua)
0.0
jachguate

Please, check PMB

750 $ USD 10 päivässä
(0 arvostelua)
0.0
reachsriramar

I have a team of Software Engineering experts averaging 10 years of experience. We have expertise in ASP, .NET, C#, Java and J2EE (JSP, Servlets, Struts). Our key project experience include - Application development, Lisää

650 $ USD 35 päivässä
(0 arvostelua)
0.0
jksharmadelhi

Lets do it...

600 $ USD 15 päivässä
(0 arvostelua)
0.0
solleti

I am intrested to do this project iam confident about the success of this project because i have sound knowledge about databases i hope u will sure accept my service

299 $ USD 10 päivässä
(0 arvostelua)
0.0
subhendusekhar

I am highly skilled in Excel and Access having 5years of experience in data processing and another 5years of experience in software traning. I can develop your project sucessfully and submit in time. Looking forward to Lisää

500 $ USD 7 päivässä
(0 arvostelua)
0.0
gupta11gaurav

will get completed on time, 100% surety.

300 $ USD 15 päivässä
(0 arvostelua)
0.0
johanu

Good day Duration: 7 days Bid: US$450 Kind Regards Dirk

450 $ USD 7 päivässä
(0 arvostelua)
0.0
jsathish26

Dear client, i am ready to this project. thanks

300 $ USD 6 päivässä
(0 arvostelua)
0.0
naughty11

we need a project sir ........ am doing part time job.........

375 $ USD 10 päivässä
(0 arvostelua)
0.0
maniswithme

I Understood the concept what you are looking,I can do this job.

600 $ USD 10 päivässä
(0 arvostelua)
0.0
navkarsolutions

Hi Check your PMB.

750 $ USD 30 päivässä
(0 arvostelua)
0.0
feliciahue

Dear Sir, I am currently working Futures Industry risk management. Have knowleadge of trades reconcillation. Besides dealing with Futures Products, I deal with Forex and Options. I understand what you are looking for.

500 $ USD 14 päivässä
(0 arvostelua)
0.0
makashembd

I AM “MOHAMMED ABUL KASHEM CAPABILITY I have full Confidence of Accounting and financial Data Base Management {(Manually) in some cases Computerized}, if Organization/ Enterprise give me Following Environment Lisää

692 $ USD 21 päivässä
(0 arvostelua)
0.0
drchuckie

I have experience with IQFeed API since the day it has been introduced to the market.

750 $ USD 12 päivässä
(0 arvostelua)
0.0