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»Forums Index »Product Support »DTN Satellite Products »Satellite feed to personal app (how?).
Author Topic: Satellite feed to personal app (how?). (25 messages, Page 1 of 1)

anomaly
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Posts: 6
Joined: May 1, 2007


Posted: May 1, 2007 06:32 PM          Msg. 1 of 25
What I want to do is collect streamed data from the satellite feed for use in my personal app later on. What hardware (cables, adaptors etc.) do I need to accomplish this? Once the data has come through the receiver box is it still encrypted or is it in a form where it can be decoded or seen in plain text? Does ALL of the data for all exchanges come through the receiver box or is there some kind of filtering system? I am seriously considering subscribing to the satellite feed but need to have these questions answered before doing so. Thanks.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1742
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 1, 2007 06:37 PM          Msg. 2 of 25
Your only real option for this would be to run InvestorRT or Ensign then see if they have an export function that will accomplish what you want. There is no way to just read the data off the back of a DTN receiver. The data is binary, and requires significant low level programming to handle the databases and record ID's that are used to store/send the data. You can buy the Satellite SDK for $400, but it is definately not trivial to write to.

On Satellite, we don't send "all of the data from the exchange". We send a more retail oriented feed that contains the information most traders want. If you want something closer to the exchange feeds, you would need to look at our NxCore product which is delivered via the Internet.

Jay Froscheiser
DTN - Trading Markets

anomaly
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Posts: 6
Joined: May 1, 2007


Posted: May 1, 2007 06:44 PM          Msg. 3 of 25
Thanks for the lightning response! What I meant by "all of the data from the exchange" is simply the trades, bids, asks, volume etc. for each symbol on nasdaq for example. Does the satellite feed deliver this? So the data is binary? Is it decrypted before being passed from the receiver to the pc. I don't mind spending time figuring out the protocol that encapsulates the data but if it's encrypted then thats another thing.
Edited by anomaly on May 1, 2007 at 06:45 PM

DTN_Jay_Froscheiser
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DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 2, 2007 07:33 AM          Msg. 4 of 25
The protocol isn't something you would be able to figure out. It requires passwords for the receiver to turn on various processes and receive the databases. You would need to download these databases which provide the cross reference information on how to process the data. You will need the SDK in order to figure it out, and even then, it is a system that takes developers months to get right. The feed will provide the trades, bids and asks as well as volume. However, the stocks data on satellite isn't sent with the highest priority, and since it is fixed bandwidth, it is possible (although rare) that during active markets the stock market bid/ask data will be filtered.

Jay Froscheiser
DTN - Trading Markets

anomaly
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Posts: 6
Joined: May 1, 2007


Posted: May 2, 2007 03:05 PM          Msg. 5 of 25
Is it possible to get some sample data from the satellite feed coming from the receiver so that I can take a look at it and with some info on what symbol data it contains? I really want this service but if it's not going to work for me I'd rather not waste my time with it.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1742
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 2, 2007 09:06 PM          Msg. 6 of 25
Again, this feed isn't as simple as reading data off a socket. It requires low level, bit swapping, database manipulation, etc. Once you have this down, you can then set the proper commands on the box to send data to your app, but it all comes to you with record ID's, not symbols. Thus, you will be doing cross references on the data as it comes through in order to determine what the record contains (what fields, precision, process codes, symbol, etc). There really isn't a way to give you a sample of the data that would come off the box.

Jay Froscheiser
DTN - Trading Markets

anomaly
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Posts: 6
Joined: May 1, 2007


Posted: May 3, 2007 01:23 AM          Msg. 7 of 25
Ok but if you're saying that Ensign or InvestorRT can process this data and possibly export it then there must be a way to feed the data from the receiver into my app. I am a low level/reverse engineer by profession so have no problem in making an effort at trying to figure out how to decode the data. How does the data from the receiver get to those apps (Ensign and InvestorRT)? I heard that you need some kind of serial interface so is there some kind of serial software plugin for those apps? Is the protocol anything like the data that is streamed into dastrader pro (dastrader.com) which also uses bit swapping and cross referencing when they formulate packets?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1742
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 3, 2007 09:32 AM          Msg. 8 of 25
As I said, you CAN process the data from the box (that is what it is for). In order to do this, you must buy the SDK however. It is $400 and will provide all the documentation you need. InvestorRT and Ensign both purchased the SDK to be able to process the data as they do.

There is both SERIAL and ETHERNET interfaces. ETHERNET is obviously the best option due to the speed of the data coming through (SERIAL can't keep up).

I don't know anything about dastrader, but I am sure they are completely different since our protocols and formats are proprietary and developed inhouse.

Jay Froscheiser
DTN - Trading Markets

gojohnson
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Posts: 2
Joined: May 4, 2007


Posted: May 4, 2007 01:18 PM          Msg. 9 of 25
What about TRAX DTN?

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: May 4, 2007 01:25 PM          Msg. 10 of 25
We no longer have the original TRAX system. But the DTN Online is real similar. If you like you can contact our sales dept at 1-800-485-4000 for information to get signed up for the online.

We could learn a lot from crayons: some are sharp, some are pretty, some are dull, some have weird names, and all are different colors but they all have to learn to live in the same box.

gojohnson
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Posts: 2
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Posted: May 4, 2007 01:31 PM          Msg. 11 of 25
No I mean,
http://trax.base16.com/
to capture data

John Casley
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Posts: 2
Joined: May 4, 2007


Posted: May 4, 2007 02:33 PM          Msg. 12 of 25
I have a mill that you are welcome to use.
It will take care of all the low level interfacing with the receiver and stream quotes and news.
The only problem, is that you will need one of the following boxes; OpenBSD, FreeBSD, or Linux

This app will act as a tick mill allowing you to access via TCP/UDP.

Just send me an email, and I will have an executable built for your platform.
Also, since this is an in house app, docs are sketchy at best, but the interface is incredibly simple.
I can also provide a very simple client app to demonstrate.

jfc@cact.com

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1742
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 4, 2007 03:58 PM          Msg. 13 of 25
you can try TRAX from base16, but last I heard he wasn't supporting it full time (and hence my lack of recommendation). Worth a shot.

Jay Froscheiser
DTN - Trading Markets

anomaly
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Posts: 6
Joined: May 1, 2007


Posted: May 6, 2007 09:49 PM          Msg. 14 of 25
Why on earth do you charge $400 for the sdk? If it were free I would certainly subscribe to the satellite service but $400 is a bit of an insane price to pay for data you have already paid to have access to.

John Casley
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Posts: 2
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Posted: May 7, 2007 09:13 AM          Msg. 15 of 25
$400 gets you some of the best developer support in the market. IMHO

anomaly
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Posts: 6
Joined: May 1, 2007


Posted: May 8, 2007 12:26 AM          Msg. 16 of 25
I've asked this question several times over the phone but could never get a solid answer. Basically I want to be able to stream all 3000+ symbols off nasdaq in real-time tick by tick. Is this possible using the satellite feed? Please outline any drawbacks or issues. I've seen some people saying they are streaming 50,000+ symbols at once from various exchanges but does this include every single tick for each of the symbols? Also how does the historical data stream work? Does it broadcast the data once per night/week/month? And does the historical feed include tick data for all exchanges and symbols and include trades. bids, asks and volume?

FullyArticulate
-DTN Guru-
Posts: 331
Joined: Sep 22, 2005


Posted: May 8, 2007 02:06 AM          Msg. 17 of 25
If you've ever done technical support, you'll know why they charge $400 for the SDK. DTN has no idea what your programming abilities are, and anyone who's going to start messing with an API is going to generate support inquiries. $400 is a great deal for the support DTN provides.
Edited by FullyArticulate on May 8, 2007 at 02:06 AM

DTN_Jay_Froscheiser
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Posts: 1742
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: May 8, 2007 07:51 AM          Msg. 18 of 25
Quote: I've asked this question several times over the phone but could never get a solid answer. Basically I want to be able to stream all 3000+ symbols off nasdaq in real-time tick by tick. Is this possible using the satellite feed? Please outline any drawbacks or issues. I've seen some people saying they are streaming 50,000+ symbols at once from various exchanges but does this include every single tick for each of the symbols? Also how does the historical data stream work? Does it broadcast the data once per night/week/month? And does the historical feed include tick data for all exchanges and symbols and include trades. bids, asks and volume?
--- Original message by anomaly on May 8, 2007 12:26 AM
It is possible to stream all of the data via satellite. It is highly likely that you won't get every tick, because satellite is a limited bandwidth delivery method. During peak markets, it is likely that some data will be filtered. Satellite is also a one-way broadcast feed, with no feedback to the servers. Thus, if you have signal problems (you are guaranteed to have a signal problems at least periodically with Sun Spots or Rain Fade), you won't get data and there is no way to re-request data you missed.

There is zero historical equities information on Satellite. It is a broadcast feed of real time data only. We don't transmit historical chart data over satellite.

Jay Froscheiser
DTN - Trading Markets

Gwater
-Interested User-
Posts: 4
Joined: Jun 19, 2007


Posted: Jun 19, 2007 11:51 AM          Msg. 19 of 25
Quote:
Quote: I've asked this question several times over the phone but could never get a solid answer. Basically I want to be able to stream all 3000+ symbols off nasdaq in real-time tick by tick. Is this possible using the satellite feed? Please outline any drawbacks or issues. I've seen some people saying they are streaming 50,000+ symbols at once from various exchanges but does this include every single tick for each of the symbols? Also how does the historical data stream work? Does it broadcast the data once per night/week/month? And does the historical feed include tick data for all exchanges and symbols and include trades. bids, asks and volume?
--- Original message by anomaly on May 8, 2007 12:26 AM
It is possible to stream all of the data via satellite. It is highly likely that you won't get every tick, because satellite is a limited bandwidth delivery method. During peak markets, it is likely that some data will be filtered. Satellite is also a one-way broadcast feed, with no feedback to the servers. Thus, if you have signal problems (you are guaranteed to have a signal problems at least periodically with Sun Spots or Rain Fade), you won't get data and there is no way to re-request data you missed.

There is zero historical equities information on Satellite. It is a broadcast feed of real time data only. We don't transmit historical chart data over satellite.

--- Original message by DTN_Jay_Froscheiser on May 8, 2007 07:51 AM
"It is highly likely that you won't get every tick, because satellite is a limited bandwidth delivery method. During peak markets, it is likely that some data will be filtered.

Could you explain this more...does this mean there isn't enough bandwidth available in the satellite to deliver all of the data during peak markets, and/or the box can not process the bandwidth?

And how does it decide to do that...is data filtered randomly or across markets equally?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1742
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jun 19, 2007 12:53 PM          Msg. 20 of 25
Data is sent with various priority levels. Because the available bandwidth is fixed on the satellite, we know if the pipe is full based on how much we are sending. If the data is greater than the pipe, the higher priority data goes out, while the lower priority data is queued or possibly dropped (in extreme situations). Commodity exchange data has a higher priority than stocks on the satellite feed. Thus, there is very little chance that commodity data will ever be queued. Under most regular to heavy market conditions, there is plenty of bandwidth to send every tick for all the data.

Jay Froscheiser
DTN - Trading Markets

Gwater
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Posts: 4
Joined: Jun 19, 2007


Posted: Jun 19, 2007 01:34 PM          Msg. 21 of 25
Quote: Data is sent with various priority levels. Because the available bandwidth is fixed on the satellite, we know if the pipe is full based on how much we are sending. If the data is greater than the pipe, the higher priority data goes out, while the lower priority data is queued or possibly dropped (in extreme situations). Commodity exchange data has a higher priority than stocks on the satellite feed. Thus, there is very little chance that commodity data will ever be queued. Under most regular to heavy market conditions, there is plenty of bandwidth to send every tick for all the data.

--- Original message by DTN_Jay_Froscheiser on Jun 19, 2007 12:53 PM
Do you have plans to upgrade your satellite bandwidth capability (switch satellites or other option) in the near future? It seems you aren't marketing the satellite service for stock customers as well, since its not easy to find info about it on your websites. Is it that you're focusing your resources on your internet datafeed for stock customers, and pretty much just trying to maintain the current stock satellite service for your current customers?

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1742
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jun 19, 2007 01:37 PM          Msg. 22 of 25
We don't have any plans to upgrade the satellite bandwidth. The majority of interest in our services for equities data is on the Internet, so that is where we are putting our resources for expansion.

Jay Froscheiser
DTN - Trading Markets

Gwater
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Posts: 4
Joined: Jun 19, 2007


Posted: Jun 19, 2007 01:53 PM          Msg. 23 of 25
Quote: We don't have any plans to upgrade the satellite bandwidth. The majority of interest in our services for equities data is on the Internet, so that is where we are putting our resources for expansion.

--- Original message by DTN_Jay_Froscheiser on Jun 19, 2007 01:37 PM
Thanks for the info. I had used Dtn Satellite for trading stocks for almost 8 years until switching recently, and it explains a lot of the issues that I had seen worsen over the last couple years, and particularly during fast markets. Switching was tough because dtn satellite had been so good to me for years, but obviously things change in the technology area all the time, and atleast now I don't need southern exposure wherever I live. ;)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1742
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jun 19, 2007 02:01 PM          Msg. 24 of 25
it is actually possible that things have improved since a couple years ago however. Since then, we have removed Nasdaq Level II and Equity Options data from our satellite feed in order to free up bandwidth. We were definately filling the satellite channel when the markets picked up while carrying options and level II!

Jay Froscheiser
DTN - Trading Markets

Gwater
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Posts: 4
Joined: Jun 19, 2007


Posted: Jun 19, 2007 02:38 PM          Msg. 25 of 25
Thanks for the info.
Edited by Gwater on Jun 21, 2007 at 10:46 AM
 

 

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