python 爬取数据intraday_Retrieve Historical and Real-Time Intraday Tick Data from eSignal for use in Mat...

I need:

•A way for Matlab/Python to retrieve Historical Intraday Tick Data from eSignal

•A way for Matlab/Python to retrieve Real-time Intraday Tick Data from eSignal

I’m not sure if this project is even possible. eSignal used to have a feature call Desktop API in which Matlab natively support but it was discontinued after eSignal Software version 10.6. It is replaced by a feature call Qlink which allow Excel to retrieve data through DDE. I’ve explored using a middle man approach. Interactive Broker support API connection and it can feed on eSignal data, but it doesn’t work out too well (Delay, incomplete data, etc.)

The target system is

•Matlab 2016a

•Python [url removed, login to view] :: Anaconda 2.4.0 (64-bit)

•Windows 7 (64-bit) OS

•SPNativeAPI version [url removed, login to view] beta

Note:

•Do let me know how you are planning to approach the problem.

•You will be provided with an eSignal account to experiment with.

•I'll need all source code and they must be compilable on the target system.

•Please let me know rather you will provide a Matlab solution, Python solution, or both.

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Hong Kong, Hong Kong

项目ID： #10785195