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Write Java program to capture streaming data from ActiveX website

This project was awarded to kkscwcd for $250 AUD.

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Project Budget
$250 - $750 AUD
Total Bids
24
Project Description

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Context

My stock broker has a web based trading platform using ActiveX control.

The trading platform shows live streaming stock and trading data on the webpage.

Objective

I need someone who can understand the ActiveX and write software to get live streaming data for all stocks into another program.

The software must be written in Java. Do not scrape the website as this is time consuming. Just get the data feed and generate an event for the other program to listen to. A Matlab programmer will be able to help how to generate these events. For testing please write the data into a text file.

Data update is every few seconds for all stocks.

So the requirements are:

1) Capture live stream data for all stocks into and generate Java events for the following data:

a. Order queue (see example below). Require current and historical for the day

b. Trade detail (see trade detail in example below)

2) Functions for executing buy/sell order and checking order status

3) The program must be configurable for:

a. Frequency to update order queue and trade detail

b. Different frequencies for different stocks

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