Data Import module Interactive Brokers API (C++ / Qt)
$30-250 USD
Pagado a la entrega
I need an Data Import module that will continuously import Historical Intraday Prices as well as Realtime price from Interactive Brokers (IB) using their own TWS API. This module should fetch all the intraday market data for the last few months ( depending on whats available ), and if the table already contains data then it should be running as a Realtime OHLCV data importer. All data should be stored in MySQL. The symbols list should also be read from MySQL.
Currently i have a IB TWS C++ Posix API already build. So you need to use this for the imports. And make the necessary connections, data fetching using this module.
More info:
All the data imported should be kept in the MySQL database named "StockIntradayData".
Table structure. For example stock_AAPL has this schema:
+------------+---------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+------------+---------------+------+-----+---------+-------+
| timestamp | int(11) | NO | PRI | NULL | |
| date | datetime | YES | | NULL | |
| open | decimal(10,2) | YES | | NULL | |
| high | decimal(10,2) | YES | | NULL | |
| low | decimal(10,2) | YES | | NULL | |
| close | decimal(10,2) | YES | | NULL | |
| volume | decimal(20,2) | YES | | NULL | |
| time_frame | int(5) | YES | | 1 | |
+------------+---------------+------+-----+---------+-------+
The symbols list are stored in this table stock_companyInfo, which has a schema like:
+-----------------+--------------+------+-----+---------+-------+
| Field | Type | Null | Key | Default | Extra |
+-----------------+--------------+------+-----+---------+-------+
| symbol | varchar(20) | NO | PRI | NULL | |
| name | varchar(100) | YES | | NULL | |
| exchange | varchar(10) | YES | | NULL | |
| type | varchar(5) | YES | | NULL | |
| exchangeDisplay | varchar(100) | YES | | NULL | |
| typeDisplay | varchar(30) | YES | | NULL | |
| verified | int(1) | YES | | NULL | |
+-----------------+--------------+------+-----+---------+-------+
• symbol is the symbol name like AAPL
• name is the name of the stock like Apple Inc.
• exchange is the exchange its traded on like NASDAQ
• type, exchangeDisplay, typeDisplay are all Yahoo specific data so these are not needed for the IB importer
• verified is just a flag for postprocessing. Also not needed for the IB importer.
Expectations:
I expect this to take 1-2 days of work, probably less if you have previous experience. Obviously you do need to have experience with C++, Qt, and IB. I only want clean code and fast delivery.
We run CentOS
Nº del proyecto: #9894766
