Tick Data Collector sending data to MSSQL 3.5 with .NET interface

MG_1 · 08-11-2009, 11:32 AM

Hi Everyone,

I created a tool to collect and store tick data (or any time period) in a database. In this tool there is an interface to view/import/export data, help files, easy installation, and a few other things to help with data management.

Give it a look if you are interested in keeping a permanent record of your data, not being tied to a broker and thier limitations. Also if you are interested in quantitative analysis, you can program right into the .NET platform to analyse the data.

Regards,

MG

There is now a free fully functional edition available with Standard Version functionality except tick collection.

PRT Database Control Engine

See the comparison chart:

http://parnurivertrading.com/id43.html

It sends the data through a C++ dll to COM Interop to populate the MSSQL 3.5 CE database.

MG_1 · 10-26-2009, 02:32 PM

It is worth noting that there are now three different version.

Free, Standard and Professional. The Free version does everything that the standard version does, except allow for tick collection. The Professional does things like time series integrity checking and building time series from tick data, building range bars from tick data, checking for time series gaps, price gaps, etc.

See the comparison chart.
Product Comparison

Check it out, and if you like the free version and are serious about quantitative studies, then why not own your own tick databases and not have to worry about getting quality data from vendors and providers. Get it from as many brokers as you like and own it.

-MG

MG_1 · 10-26-2009, 02:37 PM

Here is an image of the professional version. It has several functions available such as building any time frame from ticks. You can build 1, 2, 3 minute bars, etc, not limited to what the broker offers.

There are also various ways to do some time series integrity checking as well as building range/momentum bars.

Product Comparison