Archive for the 'open tick' Category

Intraday Historical Stock Viewer

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.

Download Here