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.
24 freelancers are bidding on average $176 for this job
I am a VBA expert. I have very good experience with VBA Excel. I have completed many projects in VBA skill on GAF. I also have experience with .Net. I will provide quick & professional service.