recording data feed for own analysis

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olafboehm2
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Joined: Fri Jun 04, 2021 8:17 pm

recording data feed for own analysis

Post by olafboehm2 » Sun Jun 27, 2021 9:27 pm

Hallo,
 I get my data feed from dxfeed. I want to record the data feed (replayed or live) for own analysis or for writing it into a plain text file (not .bmf file). So, I have added the addOn bm-strategies.jar and selected „FeedRecorder demo“ (velox.api.layer1.simpledemo.datarecord.FeedRecorder). But, I get the error information: Most of the API modules are not allowed for this instrument. In DxFeed you can check „This is a demo“ in connection configuration to use this strategy with delayed data. Do I need an other data feed subscription or are there other ways to solve my problem
 regards Olaf

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Svyatoslav
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Re: recording data feed for own analysis

Post by Svyatoslav » Mon Jun 28, 2021 8:37 am

Hi. Exporting DxFeed realtime data in any open format is explicitly forbidden by DxFeed. Unfortunately this is not possible for legal reasons.

olafboehm2
Posts: 2
Joined: Fri Jun 04, 2021 8:17 pm

Re: recording data feed for own analysis

Post by olafboehm2 » Mon Jun 28, 2021 12:16 pm

Hi Svyatoslav,Thank you for your answer. It is not absolutely necessary for me to export the data into an open file format. It would be allways okay for me, to analyse the data on microstructure level in the Bookmap application itself by developing my own addOn/API. But, therefore I need the price and market depth data on tick level. Is this forbidden/not possible too (by using dxfeed for Bookmap)?
regards Olaf

Svyatoslav
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Re: recording data feed for own analysis

Post by Svyatoslav » Mon Jun 28, 2021 1:55 pm

The only exception that applies to DxFeed data is if the addon is purely an indicator. In this case it has to be developed on some other data and then, after verifying that it's in fact an indicator and does not expose/use data in any other (non-display) way there is a mechanism to whitelist it for DxFeed. But that decision is taken on per-indicator basis. You can contact support if that's something you want to consider.

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