Data Import Program using API Calls

Help is needed to create a program to retrieve historical and "real-time" trading data using API calls to a locally-run trading program, save data in MS Access or MS SQL Server 2000, and present data on Excel. Codes shall be written in VBA (within MS Access and/or Excel) or .Net.

The documentation for API and sample codes is available at [url removed, login to view];ib_entity=llc. The trading program is available at [url removed, login to view];ib_entity=llc. We will provide test user account.

The concerned financial product XYZ has the following attributes:

(1) Time-Dimension (X-axis):

XYZ and its derivatives (see below) are traded daily on the futures market. The prices need to be charted along this time dimension (X-axis);

(2) ExpirationDate-Dimension (Y-axis)

XYZ exists and traded in multiple forms in terms of “expiration date”. You can treat each one of them as independent product.

a. XYZ for delivery now (“spot price”);

b. XYZ future contract for delivery in 30 days;

c. XYZ future contract for delivery in 60 days;

d. XYZ future contract for delivery on a specific date, that is M-month from now (M=1~7);

e. Spreads of XYZ futures (yes, the spreads are traded as separate products on the market).

(3) Price-Dimension (Z-axis)

XYZ and its derivatives above have the following price information for a time segment (1 minute, 5 minutes, or a day, etc.)

a. Ask Price (the highest price a buy is willing to pay)

b. Bid Price (the lowest price a seller is willing to sell)

c. Last Price (the last actual transaction price in a time segment)

d. High Price (the highest traded price in a time segment)

e. Low Price (the lowest traded price in a time segment)

The System Requirements:

(1) Retrieve historical 1-minutes data for XYZ and its derivatives using API,

(2) Save and update data on MS Access (preferred) or MS SQL Server 2000.

(3) Present data in Excel for M-days with N-minutes data; (M=1~90 days, and N=1 minute~1 day)

The purpose of this data import program is to enable a user to create 2D and 3D charts on Excel to view the trading data for research.


Skills: .NET, Excel, SQL

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About the Employer:
( 1 review ) Chicago, United States

Project ID: #458363

24 freelancers are bidding on average $176 for this job


Dear Sir/Madam, Please check my private message. Thanks Shome.

$225 USD in 7 days
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Hello - Please see PMB for details of my bid. Thank you. Chandra Ram.

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$150 USD in 3 days
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$225 USD in 4 days
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I have such experience. Will be glad to get it done for you. Respectfully. Vlad

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Hi We are a team of expert coders with more than 7 years of coding experience in Microsoft technologies (Dot Net 1.1 & 2.0), PHP/MySQL, Web services, AJAX, XML, CSS, HTML, DHTML etc. We analyzed your requirements and w More

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Please see more details in PM.

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Hi, I'm interested to work on this. Thanks, Matiiur

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I can help you.

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Ignore download of the data to MS Access and store only in Excel. Save time and speed up the reporting.

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Hi, We are ready for this job. Thanks Hsofttech Team

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Please check PMB for bid details. regards, -Kshitij.

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