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Trading Items: Data Download using .Net Scripts

Updated on 2011-01-19





The QuantShare Sharing Server currently has more than 280 download items. These items are components used by QuantShare Trading Software to download data (Intra-day, EOD, Fundamental...) from various locations (Websites, FTP Servers, Hard Drive...) and insert it into QuantShare databases. As an example, you can create a download item that gets stocks news from an RSS feed and then use the news data in a trading rule in your watchlist or one of your trading systems.

Here are few examples of download items:
Individual Stocks Put and Call Volume: Downloads Put and Call volume for each stock listed in a U.S. Exchange.
Currency Pairs Calendar Data: Gets economic calendar data for major currency pairs and inserts the data in a custom intraday database.
Historical Earnings Calendar for Major Stock Exchanges: Creates a custom historical database and inserts earnings data into it.
FAO Food Price Index: Downloads an index released by the Food and agriculture organization of the United Nations.

Depending on the complexity and requirements of the downloading process, an item can implement one of the following scripts (or all of them): URL-Script, Pre-Script and Post-Script.
Script coding requires some programming knowledge; scripts can be implemented using CSharp (C#) or JScript programming language.

URL-Script

Create a new download item by clicking on "Add" in the Download Manager. Click on "Add URL" then on "Settings" in the new grid row. Click on "Create a URL-Script" to open the URL-Script Editor.
The URL-Script editor is mainly used to dynamically generate the URL(s) that will be passed to the application to download the data. For example, a URL may require that one of its parameters contain the today's date. The URL-Script can then be used to generate this URL dynamically each time the downloader is executed.

Pre-Script

After you have created a download item and an URL row, type the URL that contains the data you would like to download, select "CSV" under "Content Type" then click on "Parser".
In the Parser control (CSV Settings), click on "Pre Script" under the "Divers" panel to open the Pre-Script Editor.
The Pre-Script is executed just after the data is parsed. You can use this script to update the parsed data or to add more elements.


Post-Script

In the Parser control, click on "Post Script" to open the Post-Script Editor.
This script is executed after the data is parsed/Pre-Script Executed and just before it is inserted into databases.

In next posts, we will explain in details each script and give you examples on how they work.











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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.