Tai-Pan Realtime .NET DLL for European data?
Author: AbcTrade
Creation Date: 10/11/2019 7:32 AM
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AbcTrade

#1
Hi,

I am currently having a trial version of WealthLab and I am investigating which European data providers can be connected.

Now I have found that Tai-Pan Realtime has a .NET C# interface: TPRAccess.dll

Is it possible to use this so that Tai-Pan realtime can be used as a data provider for WealthLab?

See below link for details.

http://www.tai-pan.net/produkte/tpr.net/csharp.aspx

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Eugene

#2
Hi,

According to your link, it looks possible for motivated developers to create a static/streaming data provider for TP data using the .NET interface. The feed makes intraday and tick data available. What I could not derive from their example is how one requests the EOD data, though.

Here are your existing options with regard to getting the various European markets in WLD:

1. The built-in Yahoo provider can be used to get the historical data for many European instruments (EOD, free of charge)
2. Wealth-Data provider delivers data for German stocks included in DAX/MDAX indices (EOD, free)
3. Morningstar data provider supports European exchanges (EOD, free)
4. Nasdaq data provider returns historical and streaming EOD data for Nordic stocks (EOD, free)
5. Quandl provider suite can be used to get the free and subscrition-based historical data from various European exchanges (EOD). Check out this list at Quandl website
6. If you have an account with Interactive Brokers then there is a turnkey solution for getting data (including European exchanges) from Interactive Brokers and automated order placement via IB created by a 3rd party. As you know, IB has wide coverage of markets across the globe. For example, a day ago an announcement came in saying that Russian stocks became available for trading at IB. You might want to check out his forum replies and give it a try signing up for a free 10-day trial.

Note that all Wealth-Lab extensions require a Wealth-Lab license and are not available during free trial.
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AbcTrade

#3
Thanks for your quick reply!

So it looks like it is not just plug & play and the TPRAccess.dll seems to be not really a feasible solution for me then.

Nevertheless I tried to put the TPRAccess.dll in the Wealth Lab program folder and just tried adding a statement 'using TPRAccess'.

But then I get below error:
error CS0246 @ (6,7) : The type or namespace name 'TPRAccess' could not be found (are you missing a using directive or an assembly reference?).

Is that because first an extension needs to be created for this interface and only then you can use it?

And if so how to arrange the such an extension?

Then a question about Metastock DataLink EOD as an alternative. Is it possible to use Metastock Datalink EOD as a dataprovider in Wealth Lab? And do you then need to use the Metastock Downloader and then in Wealth Lab you have to load the data from the download folder? Or is direct integration also possible?


Thanks!!
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Eugene

#4
Dropping the DLL into the WL folder and/or adding a using statement will not work. The TPRAccess.dll is a general interface to Tai-Pan which enables connecting to the TP platform by 3rd parties using .NET framework. Before it's possible to use it in Wealth-Lab, some motivated developer must program the so called "data provider".

Please start a new topic for your MetaStock DataLink related question. This would help the forum stay searchable. Thanks.
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vk

#5
Hi,

Doesn`t IQFeed support European realtime data?
Further, I am not sure how experienced you are, but when researching strategies it is VERY important to get good clean data.
Which doesn't mean that it has to be expensive, but you need to make sure. I like Eugenes idea about using the broker data (IB).
There should be others who offer their data?
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Eugene

#6
Sadly, IQFeed hasn't been offering European data. Here's the list of exchanges they support:

http://iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support&section=guide&web=iqfeed
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vk

#7
You are right. I wonder which large data provider supports real time data for European stocks?
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Eugene

#8
There is such feed that costs $150 a month for private traders:

https://www.metastock.com/products/realtime/xenith/?exchanges

I will not even name it remembering this :-)

https://www.wealth-lab.com/Forum/Posts/35484

Our company is not into development of an "official" data provider (vk you can pm me for the details). However, nothing should stop motivated users from hiring an independent contractor to get this programming job done for them.
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