I want to start a project for personal use only.
I would like to get the real data from this website
[login to view URL]
(webA)
First, I would like to extract the live data from this web for analyzing the information by excel. Even plot graph for it.
I want to extract the data from the web site with the top 20 high volume of option product vs change in time.
For example:
Contract Bid Ask Last Traded High Low Volume Prev. Day Settlement Price Net Change Prev. Day Open Interest
HSI C Oct-11 - 19000 173 200 195 301 180 300 293 -98 4,069
When extract the data of this option, ADD the current time stamp on the following column. At the same time will extract the next web page information for the particular product.
This is next webpage
[login to view URL] (webB)
Contract Month Bid Ask Last Traded High Low Volume Prev. Day Settlement Price Net Change Prev. Day Open Interest
HSI Oct-11 18,431 18,436 18,432 18,666 18,333 95,759 18,612 -180 90,476
By only grap the particular products such as HSI Oct-11, Last traded figures and volume with the same Time stamp
Then once the volume changes, the extract data will be taken action again and insert an second row with time stamp, then do calculation on the difference between [login to view URL] and Volume.Now. And place it under [login to view URL] column. And also grap WebB's information as stated above.
Using those data to add some calculation formula to analysis the detail and plot graph.
For the other top 19 volume products will be the same procedures. And if the top 20 volumes changes during the time, the existing top 20 volume will not be deleted. And build a save function for record the whole activities, and the second day all record will be reset.
That is what I want to do.
Thank you very much.
Hi Good day, I have developed similar kind of solution such as download data from Reuters, bloomberg, Yahoo finance, Metastock, Metatrader and so on, using Excel VBA, VB 6.0 & C#. Basically I'm stock market programmer...Please contact me if you interested
I have 20 years Excel experience and I have traded for 10 years. I have also produced many Excel spreadsheets and applications for trading, from back-testing to fully automated trading systems.