Dynamic Data Exchange as a data feed
We are currently in the process of testing a system that involves analysing data from ~200 securities. Interactive Brokers has historical download request limits that are hindering the ability to keep the system running without user interaction.
Recently, we have stumbled across a data provider that we are using for something else which allows access to ASX market data via a Dynamic Data Exchange.
Unfortunately, we do not have sufficient programming experience to know whether or not it is possible to incorporate the DDE into the Backtrader environment. Ideally, we would like to use the DDE data for analysis and execute through Interactive Brokers.
Any thoughts or discussion on this matter would be greatly appreciated. Thank you.
@hbf would be useful if you share provider info. DDE can be run with the python.
@ab_trader Sorry what do you mean by provider info? Are you referring to where the DDE feed is sourced from? If so, it is a program called "Spark" by Iguana 2.