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Streaming data and manipulation

Posted: September 10th, 2003, 3:58 am
by pstroer
Hi,I'm beginner in finance analysis. I would like to get streaming data in Matlab and compute realtime oscillators like Macd or something else (of course I would like to use arch-garch or ann toolboxes, but I think I have to start at the beginning). My marketmaker (olsen) use plink wich is a gui (not sure) program. I can get streaming in dos prompt but after???Who know literature or ideas or website susceptible to help me?I would also like to have advices on good literature about artificial neural network (introduction publication to have an idea without too much mathematics details)So if someone could help me (or advice me to post my request in other forum) it could be very kind. Thanks a lot Patrick

Streaming data and manipulation

Posted: September 10th, 2003, 4:35 am
by Aspirant
One of the possible solutions: you should ask Olsen, whether it allows accessing data throught DDE. If answer is "yes" , you can use the following scripts (taken from http://www.may.nnov.ru/mak/Matlab/Samples.shtml#DDETest )file DDE_Start.mfunction [ rc ] = DDE_Start( vItem )global DDE_Chan DDE_Itemif ~isempty(DDE_Chan) DDE_Stop; endDDE_Chan = ddeinit('QR', 'TBID');rc = ddeadv(DDE_Chan, DDE_Item, 'DDE_Parse(DDE_Value)', 'DDE_Value', [1 1]);if rc == 1disp('** Start DDE');elseddeterm(DDE_Chan);endfile DDE_Stop.m function DDE_Stopglobal DDE_Chan DDE_Itemif ~isempty(DDE_Chan)if ~isempty(DDE_Item)rc = ddeunadv(DDE_Chan, DDE_Item, [1 1]);DDE_Item = [];endddeterm(DDE_Chan);DDE_Chan = [];enddisp('** Stop DDE');file DDE_Parse.mfunction DDE_Parse( dde_value )global zQuote = str2num(dde_value);nHist =1998;if size(z, 1) > nHistz = z(end-nHist:end);endz = [z Quote];plot(z),grid;where DDE_Parse.m, etc. - names of Matlab files you should create. Change 'QR' and 'TBID' with your DDE topic and channel names (ask your data provider). Also see Matlab help for 'DDE'. Good luck.