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Display top 3 Market Makers (Axes) for NASDAQ Stocks
Hey all,
Created a little script for myself and figured I'd share as it uses data from NASDAQTrader.com which is most likely under copyright so selling wouldn't be worth my while. Plus it's pretty simple.
All it does, using data from July 2006 (currently) is display the top 3 market makers, based upon volume. The attached screenshot should show how it works.
Steps:
1) Place the .efs script wherever you want within formulas folder of eSignal.
2) Extract all of the data from the zip file into FormulaOutput within the eSignal folder.
3) Within FormulaOutput you should have the folder "AxData" and then subfolders named A-Z, and in each of these folders a text file for the data for each stock.
Extra (VB Code):
Since I can't promise to update the data, here's some VB code for those who are so inclined that will read July's text file (you'll need to modify the name for subsequent months) and then create each stock file. I made this for my use, so it's not the most user-friendly and I have no plans on fixing it up.
Step 1: Choose a location/save your project into that folder. Create folder "Data" in here. Within folder Data, create folders named A through to Z.
Step 2: Start a VB project - add a button named Command1 to Form1
Step 3: Create a label, name it lblStatus. This will be updated as the program parses the data with the symbol it is currently working on.
Step 4: Put this code into the form:
The data for each stock when the program is run will then be created. To use it copy folders A-Z in Data into eSignal's FormulaOutput\AxData folder. Create AxData if you don't already have it - and overwrite all existing files if you're doing an update obviously.
Good luck to anyone, any suggestions for how to code the EFS in a better way are welcome. Apologies for the lack of comments in any code but it is pretty simple.
Created a little script for myself and figured I'd share as it uses data from NASDAQTrader.com which is most likely under copyright so selling wouldn't be worth my while. Plus it's pretty simple.
All it does, using data from July 2006 (currently) is display the top 3 market makers, based upon volume. The attached screenshot should show how it works.
Steps:
1) Place the .efs script wherever you want within formulas folder of eSignal.
2) Extract all of the data from the zip file into FormulaOutput within the eSignal folder.
3) Within FormulaOutput you should have the folder "AxData" and then subfolders named A-Z, and in each of these folders a text file for the data for each stock.
Extra (VB Code):
Since I can't promise to update the data, here's some VB code for those who are so inclined that will read July's text file (you'll need to modify the name for subsequent months) and then create each stock file. I made this for my use, so it's not the most user-friendly and I have no plans on fixing it up.
Step 1: Choose a location/save your project into that folder. Create folder "Data" in here. Within folder Data, create folders named A through to Z.
Step 2: Start a VB project - add a button named Command1 to Form1
Step 3: Create a label, name it lblStatus. This will be updated as the program parses the data with the symbol it is currently working on.
Step 4: Put this code into the form:
Code:
Private Sub Command1_Click()
Dim l As Long
l = 0
Dim strLine As String
Dim arrInfo() As String
Dim arrAxes(1 To 8) As String
Dim strLastStock As String
'NASDAQTrader.com data to open
Open App.Path & "\200606MV.TXT" For Input As #1
While EOF(1) <> True
Line Input #1, strLine
If (l >= 1) Then
arrInfo = Split(strLine, "|")
If (strLastStock <> arrInfo(0)) Then
If (strLastStock <> "") Then
'OK it's a new stock, so let's save the info on it..
boolSavedInfo = False
Open App.Path & "\Data\" & Left(strLastStock, 1) & "\" & strLastStock & ".txt" For Output As #2
Print #2, arrAxes(1)
Print #2, arrAxes(2)
Print #2, arrAxes(3)
Print #2, arrAxes(4)
Print #2, arrAxes(5)
Print #2, arrAxes(6)
Print #2, arrAxes(7)
Print #2, arrAxes(8)
Close #2
End If
strLastStock = arrInfo(0)
End If
lblStatus = strLastStock
DoEvents
'Get out of here if this is the end of the file
If (Left(arrInfo(0), 4) = "M - ") Then GoTo done
'Fill an array within info on the top 8 MMs for volume
If (arrInfo(8) <= 8 And arrInfo(8) > 0) Then
arrAxes(arrInfo(8)) = arrInfo(5) & " (" & arrInfo(9) & "%)"
End If
End If
l = l + 1
Wend
Close #1
done:
End Sub
Good luck to anyone, any suggestions for how to code the EFS in a better way are welcome. Apologies for the lack of comments in any code but it is pretty simple.
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