I have created a simple utility to allow you to view historical intraday data on any stock in Open Tick’s expansive database. It is very basic, but allows for selecting any exchange/symbol/date, and viewing the raw ticks / 1/5/10/15/30/60 minute bars for the stock on that day.
I realize many brokers provide you tools / data to do this (I know Interactive Brokers does at least) but I really wanted something simple and open source that I could hack to bits to put on my own indicators and so forth.
Please let me know if you find this useful or have any problems – it is a C# app that uses opentick’s data base (you must be a registered user) and ZedGraph to draw the graphs.
Below are a series of screenshots to illustrate the features.
Startup screen. On first load you must press “Config” and enter your username / password for opentick.
Enter your username / password in the dialog boxes, and any changes to the opentick servers (nothing should need to change…)
Enter the Exchange / Symbol you are looking for – Open tick’s exchange codes are listed here.
Please note the standard version is configured for west coast users (it downloads from 6:30AM to 1PM). If you are in a different time zone, please modify the source appropriately.
This is the initial chart that will appear (5 minute bars).
This is the raw ticks display (The Volume is just the total volume at any given point in the day.) You can change the timebase by clicking on the combo box at the top left as illustrated above.
The volume bars are synchronized with the share price axis, so if you zoom around, the two maintain sync.
Please post a comment if you have any problems, and I will get back to you promptly.
You might want to check out nPlot - it’s a superior open sauce graphing tool.
Here’s something I whipped up using Yahoo’s historical:
http://www.marketmeat.com/Strategy/Examples/FartChart-AAPL.jpg
Wow - that looks a lot nicer - how fast is it? Does it work well with dynamic data?
I haven’t had the chance to plug in any RT feeds. But the load time is great. Depending on the handling of the quote data you can get some slowing of interaction when you use the built in graph stretching. Graph stretching is done by mouse dragging the axis’.
I hand coded eight or so indicators and found that this was very straight forward to do. I use Queues to build all the MAs - pop one, push one, even for the EMAs. You can set all graphs to use the same abscissa which lets you date or series correlate them to one x axis.
That sounds great - I spent a while playing with it last night, and was surprised that it is built for .Net 1.1. I got it to compile in .net 2.0, but without any immediate samples, I had to put it off for another day. Do you know of any good samples for stock screens / is your source available somewhere?
I couldn’t get it compiled, where do i find references ‘otfeed_net’ & ‘Zedgrph’.
I appreciate your help.
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