Getting Stock Prices and Visualising, C++

[Pavlos Sakoglou]

My goal is to make a program that reads live stock prices continuously (for as long as it compiles) and visualises them in excel in a line chart simulating the stock price movement for a certain number of stocks. Thereafter I want to add more features and algorithms separately that indicate an arbitrage opportunity or an option trading strategy based on Put/Call Parity mostly or Sharpe (not really sure yet). The other parameters of the option contracts will be fake since the goal of the program is to make you comfortable with option trading and trading algo designing.

My questions:

• What is the simplest way to get data from, say, yahoo finance and use them directly in my program? boost/asio/... , <winsock2.h> or something else?
• Can the visualisation be done with a simple chart usage or it needs custom made settings? if so, the settings can be done through excel or C++? (I think through c++ but not sure)

thanks!

 

[Polter]

1. POCO: http://pocoproject.org/ -- easy to set up, easy to use; (Boost.)Asio is primarily intended as a "foundations" library for lower-level applications (e.g., cpp-netlib -- POCO's alternative -- is built upon Asio itself); and definitely no reason to waste your time on even lower-lever / platform-specific solutions (these would make no sense given your intended application, e.g., you'd have to implement the HTTP layer yourself)

2. I'd actually suggest reconsidering the Excel part; it's rather platform-limited, too -- what if you'd like to access the live charts via a tablet or a cell phone?
Take a look at Wt instead: http://www.webtoolkit.eu/wt
They even have an example you may find interesting: http://www.webtoolkit.eu/wt/examples/charts/charts.wt

 

[Daniel Duffy]

Excel is the standard.

For live data feeds have you looked at RTDServer in C++ in VS?
https://www.add-in-express.com/add-in-net/excel-rtd-servers.php


And maybe DDE (Dynamic Data Exchange)?

http://en.wikipedia.org/wiki/Dynamic_Data_Exchange

 

[Pavlos Sakoglou]

Excel is the standard.

For live data feeds have you looked at RTDServer in C++ in VS?
https://www.add-in-express.com/add-in-net/excel-rtd-servers.php


And maybe DDE (Dynamic Data Exchange)?

http://en.wikipedia.org/wiki/Dynamic_Data_Exchange

These are great leads Daniel, thanks! I am looking at them as we speak.

@Polter that definately saved me lots of time and confusion. Thanks!

I will update as soon as I do some progress.

 

[Daniel Duffy]

I'd actually suggest reconsidering the Excel part; it's rather platform-limited,

You ignore Excel at your peril.

 

[Daniel Duffy]

Pavlos,
You might even try the data feeds in C++/CLI

Check it out; good luck
http://en.wikipedia.org/wiki/C++/CLI

 

[tagoma]

Depending on your actual exact requirements, Google Sheets or (VBA) Excel can do the job. Really.
Yeah, guys .. now you can shoot.

 

[Daniel Duffy]

Depending on your actual exact requirements, Google Sheets or (VBA) Excel can do the job. Really.
Yeah, guys .. now you can shoot.

Who uses Google Sheets?

 

[tagoma]

Who uses Google Sheets?

OP mentioned Yahoo! as the source of data for his streamed quoting/charting project.

Using online workbook tools is not much inconsistent that mixing Yahoo! quotes with C++, IMO.

Disclaimer: It is just my personal view.

Anyway, Pavlov have you made good progress with this project?

 

[tfors]

If you want to get it done really easy, you can use esignal's datafeed. They have (or at least used to have) a plugin for excel using DDE. Then you can use any formula you'd like in excel real time.

 

[Daniel Duffy]

OP mentioned Yahoo! as the source of data for his streamed quoting/charting project.

Using online workbook tools is not much inconsistent that mixing Yahoo! quotes with C++, IMO.

Disclaimer: It is just my personal view.

Anyway, Pavlov have you made good progress with this project?

This is very interesting.

 

[Pavlos Sakoglou]

OP mentioned Yahoo! as the source of data for his streamed quoting/charting project.

Using online workbook tools is not much inconsistent that mixing Yahoo! quotes with C++, IMO.

Disclaimer: It is just my personal view.

Anyway, Pavlov have you made good progress with this project?

Right now I am working on algos for trading decision making and organize them in libraries. I am still researching the methods you mentioned above but all this feedback really helps. Thanks and keep updating. It saves me a hell of a time