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Currency quote data retrieval and collection for rate forecasting model.

  1. #1
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    Currency quote data retrieval and collection for rate forecasting model.

    Hi, all. I'm investigating the possibility of using Excel to automate a process that I employ for trading currencies. Basically I need to collect real-time data from my quote service (I can import a real-time quote table, but it has no historical data) and build a database of minute-by-minute sales. The markets are 24 hours a day, 5 days a week...so we're talking about a routine that will copy the real-time quote from my imported ticker and paste it to a specific cell or group of cells in another worksheet, insert a space to move the previous data down (or sideways), then do it again 60 seconds later. The limit of the data list would be 345,600 (the number of minutes in one year, approximately). If the routine could be set to delete the data after 345,600 it would help as the files might become too big for my poor laptop to handle. Also, I should be able to set it to start at a certain day and time and stop at a certain day and time.

    My process involves examining whether or not the current exchange rate is higher, lower or equal to the exchange rate 12 periods in the past. I do this for 28 currency pairs in 9 time periods each...which involves me looking at 252 charts at least twice a day. I have the data source and I have a good grasp of Excel formulas, macros, etc., but VBA and programming of this caliber isn't something I've ever done before and I'm not certain whether this can be done at all. It would cut the process down to a fraction of the time it takes now and make it more consistent. The time it takes to look through the charts and input the info into my spreadsheets right now makes exploiting the short term trends (15 minutes and less) a rare prospect.

    What I'm looking for is an expert to tell me "yes, this can be done with Excel" or "no, it can't be done with Excel". If I know it can be done I will probably hire someone to do it for me...since most of my time is spent looking at charts!

    Thanks,
    Tyler

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    Re: Currency quote data retrieval and collection for rate forecasting model.

    it doesn't sound too far off something i have done before here
    just what you are describing is bit larger in scope as you just want raw ticker lines rather than daily summary

    ie alot more data to deal with...if your going up into the 345k+ region you are looking into database territory ie MS Access OR some custom made thing instead of excel
    to which i take my leave for others more versed than myself to answer
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