What is the proper way to save and analyze live data for trading logic?

dummydost

How to save and analyze live data for making trading decisions (intraday trades) that will involve trading multiple instruments at the same time? What is the right way?
Any pointers?

sujith

Hi,
Whenever you get data in on tick store it in database and use the same data for analysis.

ahsan

Hi,
How can I save live tick into a variable? I want current price ticks which can be utilize for taking decision.
Thanks

sujith

Hi @ahsan,

Once you subscribe for tokens, you get ticks in the following method,

def on_tick(tick, ws):
print tick

Inside this method you can write to your database and use the same for analysis.

dummydost

@ahsan If you are using Python store them in a list or panda's dataframe and then do your analysis.