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» open interest
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| Author | Topic: open interest (2 messages, Page 1 of 1) |
 microtrends -Interested User- Posts: 1 Joined: Apr 8, 2011 |
Posted: Apr 8, 2011 06:45 AM
Msg. 1 of 2
Hi
I would like to build an addon for NinjaTrader that provides open interest as an indicator. This would mean a client connection to DTN.IQ endpoint for the relevent insturment and of course a local process will store the data in a local cache so that an indicator based on a dataseries/timeseries would display the relevent reading for a bar of any period. I already have a rough idea of what the task will involve technically. Initially this is for development and research pruposes however, if a viable outcome is derived I am assuming if we distribute the indicator then trader can subscribe to your service What i need is information on: What datafeed package? What costs for e.g the ES Futures contract What api support documentation is there? many thanks Tom MicroTrends www.microtrends.co |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Apr 8, 2011 08:38 AM
Msg. 2 of 2
Tom,
What you would need is the IQFeed API (this is what feeds DTN.IQ) so you can access the data directly. With the API, your app/code would read the data from the TCP socket of the IQFeed client. The API is $300 per year and is only required by the developer (if you distribute the indicator, end users wouldn't need the API). This will get you full documentation for IQFeed, access to pre-release software (to ensure our releases won't break your code), and direct support from our developers via RT chat, email and forums. In addition to Open Interest, you would also have access to news via the API, as well as all the other data IQFeed provides - see http://www.iqfeed.net/index.cfm?displayaction=data§ion=services. The datafeed for the ES would cost $83 per month plus exchange fees for real time data. For delayed data only, it would be $63 per month. Full pricing is available at www.iqfeed.net by clicking "Fees". To subscribe to the API, please visit www.iqfeed.net/dev and click the "Register" button on the left side menu. I always suggest developers first read through the Quick Start guide that is available on that page. If you write a commercial indicator and start marketing in, let us know and we can get you listed on our "Compatible Software" page to help promote your compatibility with IQFeed. Jay Froscheiser Telvent DTN |
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