Pierre, try my freeware Scammer software. It's at:
stockclub.com
It should work with any RT3 feed. (You need to already have RT3 installed.)
The version on the website is, I am afraid, rather old (an understatement), and doesn't do very sophisticated scanning - just some basic sorts. It's very nice for looking at gappers in the morning before the open, though.
The key to it working smoothly is that it breaks the initial download request into smaller chunks, to avoid overwhelming the RT3 server. The updates actually aren't a problem at all, at least with my cable modem, and even with my 192K DSL backup. Even with the L2 version, which is receiving many times the traffic of the regular version, not a problem. I do do some tricks that Townsend doesn't do in their software to minimize the amount of data that is sent - for example, I keep track of daily highs and lows myself, so that they don't have to be sent with every quote - I've slimmed-down the update packets to the minimum necessary.
The code is also very carefully written around the concept that incoming quotes are a "hot potato". You want to get rid of the hot potato (get the data safely shuffled-off into memory) as the highest priority and with a minimum of overhead - everything else is secondary. It does a lot of multi-threading and should be able to effectively use multi-processor systems.
Really, it's quite amazing what RT3 CAN do over the Internet given good software to handle the data. The data rate is NOT a problem, at least with the Townsend servers and a cable modem at my end. (Though I am skeptical about decimalization - that is probably what will finally cause my software to bog-down...)
One of these days I will release the L2 version, probably not as freeware, though. The L2 version was developed as part of a custom program for a client, and I will have to remove certain proprietary features before releasing it to the public. Dunno when/if I will have time to do this.
The L2 version also currently doesn't do anything useful. :( I know that sounds strange, but, like I said, I did it on contract for a trader who wanted to try-out a specific trading concept. But in order to do what he wanted, I needed to pull-down all of L2, and with that infrastructure in place, makes for some intriguing possibilities with probably not a lot more programming - how about a sort on "coiled" stocks? (i.e. large # of MMs on the top 2 or 3 bid tiers, small # of MMs on the top 2 or 3 ask tiers.)
In case you haven't figured it out yet, I'm a software engineer by trade. I just day-trade a couple of hours in the morning. (West coast...) Scammer is something I did in my spare time, something I have less and less of.
There's a similar, commercial, package called, I think Super Sort, which has much more sophisticated sorting and scanning, which I have heard good things about. You should be able to find a link on the "RealTick III users" thread here on SI. Don't think SS has L2, though. |
