Hi guys! Having access to Bloomberg and Reuters, I would like to collect live tick data for some tickers and write it to the plain text file. Any idea how to do that? I was thinking of using Bloomberg or Reuters formulas in an Excel spreadsheet and implement a handler for an event "onChange" that would take values of the cells and append them to the file. However, I don't find Excel reliable and would prefer not to use it. Is it possible to write some simple application in C++ / C# that would do what I need?Thanks!

For Reuters, you can use the RFA API (I have used the C++ and Java versions) to collect real-time tick data and log it. You can find some examples on the Reuters dev site.-Rory

Thanks Rory! I will check it out.

Hey Rory, it looks it is not free and I need to be registered with Reuters Developer Connect Program. It is not an option for me since I want to do something for myself rather than for the company that I work for.Is there any other solution? Maybe Bloomberg provides some nice simple solution? Anybody knows?

Then you can't use Bloomberg or Reuters. Neither of them is free. They make sure that you pay, in one way or another. Ok, that sounded too ominous. Have you thought about getting free data from online sites like Yahoo? Go to the "yahoo stock data" thread in this forum, and you'll get a basic idea of how to get the info. It can be easily downloaded as a csv file using c#.

I have Bloomberg and Reuters and my company is paying for both of them. I can see live tick prices on my screen, I just cannot save them. All I want is to record the data that I already have. I cannot approach my boss and say look I want to do something for myself but I need extra subscription to Reuters Developers Support. Neither am I going to arrange something privately between me and Reuters on top of the contract between my company and Reuters. I thought if I have live data feed it should be easy to capture and record it. It turns not to be the case. I know I can download data from Yahoo, etc. But what I really want is to compare the quality of free and "expensive" data. So just Yahoo is not enough.If you have any ideas please let me know.

I don't know anything about Reuters, but you can do this in C# using the Bloomberg .NET application. I don't remember where in Bloomberg this is, but there are plenty of threads in Wilmott that talk about this. It's not hard to code an application that pulls in data from Bloomberg into a dataset that you can parse and send to whatever format you choose. The Bloomberg API contains multiple samples in C# and VB.NET, so it should be easy to get what you need in terms of code.

Thanks jwmaiden! I will try Bloomberg instead

You can collect tick data via DDE from Bloomberg or Reuters using Cascade DataHub (www.cogent.ca) and then write a simple script that saves the data to file. Or, you can put the data into Excel from your stock feed and then collect it from Excel using Cascade DataHub. Cascade DataHub is available for download, but it is not free either.

Most banks still have not upgraded to Excel 12, so you are limited to 65535 rows.Thus I advise something of the form=Persist(a1) Where al is the cell the data arrives inThen write a VBA functionfunction Persist(v )open "C:\Series.csv" for append as #1print #1, vclose #1end function

how bout writing a generic RTD function to save into text file/database or whatever you want, can take the data from excel directly, no matter if it comes from RTGet or Bloomberg's own RTD server. http://msdn2.microsoft.com/en-us/librar ... e.10).aspx You'll need excel 2002 or above though