FLX8
- ago
has someone created a way to log the price data as it streams within WL?

I would very much like to save the streaming data to a csv for multiple symbols at a time.
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Cone8
 ( 21.65% )
- ago
#1
What Streaming data, precisely?
1. the bars built with the streaming data that a strategy uses and has access to?
2. or the actual tick/trade data?
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- ago
#2
Why would you even want to do this in WL? We aim to save from complexity.
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FLX8
- ago
#3
@Eugene, since WL has broker adapters, the streaming data is going directly into the WL platform, from there I'd like to log and save the data for my own quantitative analysis in other platforms.

@Cone, by streaming data, I mean anything I wish to log that the broker will stream. Tick/Trade would be very good
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Cone8
 ( 21.65% )
- ago
#4
You asked, "has someone created a way to log the price data ?"
I'm still trying to break this down.
1. Why does it need to be "as it streams within WL"?
It's simple to save the chart data, but it would be excessively processing intensive to save tick chart data.

2. Why wouldn't you just download the tick data (or other interval) from the provider?

3. Which provider? It makes a difference.
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- ago
#5
QUOTE:
the streaming data is going directly into the WL platform, from there I'd like to log and save the data for my own quantitative analysis in other platforms.

This (exporting data) is undoubtedly outside the scope of our application. Like Cone suggests, you may be able to get the data from the feed (API) directly if you need it for analysis in other platforms. WL has no business here.
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