Mar-25-2024, 02:17 AM
So take a look at:
https://www.youtube.com/watch?v=jcTmFfTx2DU
This is a screen recording of a day trading software platform called DAS Trader on Windows. However, what you are seeing is not real time, it's a replay of TSLA trading.
In the recording, on the left you see a 1-minute candlestick chart of TSLA, and the window to the right of that just says "TSLA" at the top, and when you play the video you see entries scrolling through this very very fast. This window consists of columns Price, Qty, Time, and Exch. This window is called the "tape".
So when you put DAS Trader into replay mode, you can "replay" a stock for any historical day. The way this happens is DAS Trader downloads a file to your computer, and the file contains all the raw tape data for that stock for the selected day. From that raw tape data, everything else can be reconstructed.
I know where the files are located on my hard drive. What I want to do is someone open, or decode the files and convert the tape data into a CSV file, or other format. The thing is, these files that contain the tape are some unknown, or proprietary format. I think it unlikely that they would be encrypted... so I figure that somehow there is a way to read the "raw" data and extract what you want from it... but I have no idea how. Also I'm guessing you probably can't do it with python.
So, anyone have any ideas how one would go about this? Thanks.
https://www.youtube.com/watch?v=jcTmFfTx2DU
This is a screen recording of a day trading software platform called DAS Trader on Windows. However, what you are seeing is not real time, it's a replay of TSLA trading.
In the recording, on the left you see a 1-minute candlestick chart of TSLA, and the window to the right of that just says "TSLA" at the top, and when you play the video you see entries scrolling through this very very fast. This window consists of columns Price, Qty, Time, and Exch. This window is called the "tape".
So when you put DAS Trader into replay mode, you can "replay" a stock for any historical day. The way this happens is DAS Trader downloads a file to your computer, and the file contains all the raw tape data for that stock for the selected day. From that raw tape data, everything else can be reconstructed.
I know where the files are located on my hard drive. What I want to do is someone open, or decode the files and convert the tape data into a CSV file, or other format. The thing is, these files that contain the tape are some unknown, or proprietary format. I think it unlikely that they would be encrypted... so I figure that somehow there is a way to read the "raw" data and extract what you want from it... but I have no idea how. Also I'm guessing you probably can't do it with python.
So, anyone have any ideas how one would go about this? Thanks.